Access Statistics for Charles M. Jones

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuations, Reversals, and Adverse Selection on the Nasdaq and NYSE/AMEX 0 0 0 145 0 0 0 672
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 0 1 1 617 0 3 6 2,195
Does algorithmic trading improve liquidity? 1 3 4 45 1 5 14 252
Execution Costs of Institutional Equity Orders 0 0 0 1 0 0 0 910
Macroeconomic News and Bond Market Volatility 0 0 0 0 0 1 4 482
Macroeconomic News and Bond Market Volatility 0 0 2 575 2 6 9 1,585
Non-Standard Errors 0 0 3 27 2 4 30 147
Non-Standard Errors 0 2 3 44 0 6 46 438
Nonstandard errors 0 0 8 11 1 2 40 45
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 0 0 0 876
Public Information and the Persistence of Bond Market Volatility 0 0 0 205 0 1 4 917
Short Sale Constraints and Stock Returns 0 0 1 380 0 0 9 1,327
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 0 0 0 667
The Dividend Puzzel and Tax 0 0 0 0 0 0 2 573
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 2 25 0 0 6 149
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 1 1 1 165 3 4 4 478
Total Working Papers 2 7 25 2,241 9 32 174 11,713
1 registered items for which data could not be found


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 2 2 1,478
Does Algorithmic Trading Improve Liquidity? 0 0 1 108 1 2 7 525
Execution Costs of Institutional Equity Orders 0 0 0 47 1 1 1 218
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 1 246 0 0 2 551
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 1 113 1 2 9 313
Macroeconomic news and bond market volatility 0 2 5 1,002 4 6 15 2,592
Nonstandard Errors 1 6 33 37 5 17 118 123
Oil and the Stock Markets 3 4 31 1,344 5 12 79 3,380
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 0 17 1 1 1 80
Potential pilot problems: Treatment spillovers in financial regulatory experiments 1 1 1 12 3 3 5 74
Retail Trading and Return Predictability in China 2 5 5 5 2 5 5 5
Revealing Shorts An Examination of Large Short Position Disclosures 0 0 1 30 1 1 4 102
Shackling Short Sellers: The 2008 Shorting Ban 1 5 6 54 2 8 21 233
Short-sale constraints and stock returns 0 1 14 259 3 8 47 890
Shorting Restrictions: Revisiting the 1930s 0 0 0 17 0 0 1 56
Shorting at close range: A tale of two types 0 1 1 21 1 2 8 122
Sixteenths: direct evidence on institutional execution costs 0 0 0 109 0 1 5 308
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 1 6 47 1 7 17 212
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 1 6 68 0 2 15 273
Tracking Retail Investor Activity 0 3 23 80 1 8 73 292
Trade-through prohibitions and market quality 0 0 2 31 1 2 5 126
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 3 5 8 282 4 7 18 602
Transactions, Volume, and Volatility 1 2 12 478 2 4 21 1,199
What Do Short Sellers Know?* 0 0 5 16 1 3 12 43
Which Shorts Are Informed? 0 1 1 151 0 1 7 474
Total Journal Articles 12 38 163 5,084 41 105 498 14,679


Statistics updated 2025-06-06