Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Can channel pattern trading be profitably automated? |
0 |
0 |
0 |
351 |
1 |
3 |
5 |
1,481 |
Does Algorithmic Trading Improve Liquidity? |
0 |
0 |
2 |
109 |
0 |
3 |
10 |
530 |
Execution Costs of Institutional Equity Orders |
0 |
0 |
0 |
47 |
2 |
2 |
3 |
220 |
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds |
0 |
0 |
0 |
159 |
0 |
0 |
0 |
408 |
Information, trading, and volatility |
0 |
0 |
0 |
246 |
0 |
0 |
2 |
553 |
Island Goes Dark: Transparency, Fragmentation, and Regulation |
0 |
0 |
1 |
113 |
0 |
0 |
6 |
313 |
Macroeconomic news and bond market volatility |
0 |
1 |
5 |
1,003 |
0 |
4 |
15 |
2,597 |
Nonstandard Errors |
1 |
1 |
23 |
39 |
4 |
11 |
88 |
138 |
Oil and the Stock Markets |
4 |
6 |
36 |
1,354 |
8 |
15 |
82 |
3,404 |
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
80 |
Potential pilot problems: Treatment spillovers in financial regulatory experiments |
0 |
0 |
1 |
12 |
0 |
0 |
4 |
74 |
Retail Trading and Return Predictability in China |
12 |
16 |
25 |
25 |
27 |
38 |
54 |
54 |
Revealing Shorts An Examination of Large Short Position Disclosures |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
102 |
Shackling Short Sellers: The 2008 Shorting Ban |
0 |
1 |
8 |
56 |
2 |
5 |
24 |
239 |
Short-sale constraints and stock returns |
0 |
0 |
4 |
259 |
0 |
5 |
29 |
898 |
Shorting Restrictions: Revisiting the 1930s |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
56 |
Shorting at close range: A tale of two types |
0 |
0 |
1 |
21 |
1 |
1 |
6 |
123 |
Sixteenths: direct evidence on institutional execution costs |
1 |
1 |
1 |
110 |
1 |
3 |
8 |
312 |
The Price of Diversifiable Risk in Venture Capital and Private Equity |
0 |
1 |
7 |
49 |
0 |
5 |
22 |
219 |
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues |
0 |
0 |
4 |
68 |
0 |
1 |
15 |
275 |
Tracking Retail Investor Activity |
2 |
6 |
18 |
86 |
9 |
18 |
64 |
313 |
Trade-through prohibitions and market quality |
0 |
0 |
1 |
31 |
0 |
0 |
3 |
126 |
Transaction Costs and Price Volatility: Evidence from Commission Deregulation |
0 |
0 |
9 |
283 |
0 |
0 |
16 |
603 |
Transactions, Volume, and Volatility |
0 |
2 |
9 |
480 |
2 |
5 |
19 |
1,205 |
What Do Short Sellers Know?* |
0 |
0 |
1 |
16 |
0 |
0 |
8 |
43 |
Which Shorts Are Informed? |
0 |
0 |
2 |
152 |
0 |
1 |
6 |
476 |
Total Journal Articles |
20 |
35 |
159 |
5,133 |
57 |
120 |
492 |
14,842 |