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 9 681
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 1 1 4 621 2 3 33 2,231
Does algorithmic trading improve liquidity? 1 2 5 50 9 17 119 378
Execution Costs of Institutional Equity Orders 0 0 0 1 1 1 8 918
Macroeconomic News and Bond Market Volatility 0 0 0 0 0 1 13 498
Macroeconomic News and Bond Market Volatility 0 0 0 575 0 1 15 1,602
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 1 1 28 0 2 19 173
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard errors 0 1 1 13 0 3 28 84
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 1 3 10 887
Public Information and the Persistence of Bond Market Volatility 0 0 1 206 1 2 19 936
Short Sale Constraints and Stock Returns 0 0 0 380 0 1 16 1,345
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 0 0 7 674
The Dividend Puzzel and Tax 0 0 0 0 0 1 5 578
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 0 25 0 2 22 172
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 0 165 0 1 16 494
Total Working Papers 2 6 13 2,255 15 45 425 12,197
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 1 3 22 1,503
Does Algorithmic Trading Improve Liquidity? 0 1 7 116 9 25 107 637
Execution Costs of Institutional Equity Orders 0 0 0 47 2 3 23 243
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 0 0 10 418
Information, trading, and volatility 0 0 0 246 0 1 12 565
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 0 113 1 16 30 343
Macroeconomic news and bond market volatility 0 0 1 1,004 2 22 42 2,639
Nonstandard Errors 0 1 7 46 5 16 58 196
Oil and the Stock Markets 5 13 57 1,411 10 21 120 3,524
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 1 18 0 2 10 90
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 0 12 0 1 17 91
Retail Trading and Return Predictability in China 3 9 26 51 25 100 226 280
Revealing Shorts An Examination of Large Short Position Disclosures 0 2 4 34 0 25 45 147
Shackling Short Sellers: The 2008 Shorting Ban 0 0 2 58 1 9 35 274
Short-sale constraints and stock returns 1 2 9 268 3 11 58 956
Shorting Restrictions: Revisiting the 1930s 0 0 1 18 1 2 11 67
Shorting at close range: A tale of two types 1 1 1 22 2 3 12 135
Sixteenths: direct evidence on institutional execution costs 0 0 0 110 0 16 25 337
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 4 53 1 3 22 241
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 1 2 3 71 7 10 29 304
Tracking Retail Investor Activity 6 14 37 123 28 75 204 517
Trade-through prohibitions and market quality 0 0 0 31 2 3 14 140
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 3 286 0 1 17 620
Transactions, Volume, and Volatility 3 4 10 490 6 18 60 1,265
What Do Short Sellers Know?* 0 1 4 20 0 1 15 58
When do short sellers trade? Evidence from intraday data and implications for informed trading models 0 0 5 6 2 17 54 55
Which Shorts Are Informed? 0 0 2 154 6 14 39 515
Total Journal Articles 20 50 185 5,319 114 418 1,317 16,160


Statistics updated 2026-10-11