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 4 9 681
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 0 1 3 620 1 11 33 2,228
Does algorithmic trading improve liquidity? 0 1 3 48 5 21 108 361
Execution Costs of Institutional Equity Orders 0 0 0 1 0 0 7 917
Macroeconomic News and Bond Market Volatility 0 0 0 575 1 4 16 1,601
Macroeconomic News and Bond Market Volatility 0 0 0 0 1 2 13 497
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard errors 0 0 1 12 2 5 34 81
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 0 0 7 884
Public Information and the Persistence of Bond Market Volatility 0 1 1 206 1 5 17 934
Short Sale Constraints and Stock Returns 0 0 0 380 0 3 17 1,344
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 0 2 7 674
The Dividend Puzzel and Tax 0 0 0 0 1 2 4 577
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 0 25 0 7 21 170
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 0 165 0 7 15 493
Total Working Papers 0 3 8 2,249 18 102 421 12,152
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 1 352 0 4 22 1,500
Does Algorithmic Trading Improve Liquidity? 1 1 6 115 7 17 85 612
Execution Costs of Institutional Equity Orders 0 0 0 47 0 5 22 240
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 0 3 10 418
Information, trading, and volatility 0 0 0 246 1 6 11 564
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 0 113 0 1 14 327
Macroeconomic news and bond market volatility 0 1 2 1,004 0 5 24 2,617
Nonstandard Errors 1 1 7 45 4 8 53 180
Oil and the Stock Markets 5 20 50 1,398 9 43 114 3,503
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 1 18 0 3 8 88
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 0 12 0 1 16 90
Retail Trading and Return Predictability in China 1 3 33 42 40 74 164 180
Revealing Shorts An Examination of Large Short Position Disclosures 0 2 2 32 1 6 20 122
Shackling Short Sellers: The 2008 Shorting Ban 0 1 3 58 1 8 31 265
Short-sale constraints and stock returns 4 4 7 266 6 19 52 945
Shorting Restrictions: Revisiting the 1930s 0 0 1 18 0 2 9 65
Shorting at close range: A tale of two types 0 0 0 21 1 2 10 132
Sixteenths: direct evidence on institutional execution costs 0 0 1 110 1 1 12 321
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 2 5 53 0 7 24 238
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 1 1 69 2 11 20 294
Tracking Retail Investor Activity 5 8 29 109 26 56 147 442
Trade-through prohibitions and market quality 0 0 0 31 0 3 11 137
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 1 1 3 286 2 4 16 619
Transactions, Volume, and Volatility 1 1 8 486 5 9 47 1,247
What Do Short Sellers Know?* 0 1 3 19 0 8 14 57
When do short sellers trade? Evidence from intraday data and implications for informed trading models 1 2 6 6 4 13 38 38
Which Shorts Are Informed? 0 1 2 154 1 4 26 501
Total Journal Articles 20 50 171 5,269 111 323 1,020 15,742


Statistics updated 2026-07-10