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 1 1 6 678
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 0 1 2 619 5 11 27 2,222
Does algorithmic trading improve liquidity? 0 0 3 47 8 40 97 348
Execution Costs of Institutional Equity Orders 0 0 0 1 0 2 7 917
Macroeconomic News and Bond Market Volatility 0 0 0 0 1 7 14 496
Macroeconomic News and Bond Market Volatility 0 0 0 575 3 8 17 1,600
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 27 2 5 23 168
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard errors 0 0 1 12 3 10 35 79
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 0 1 8 884
Public Information and the Persistence of Bond Market Volatility 0 0 0 205 3 5 15 932
Short Sale Constraints and Stock Returns 0 0 0 380 1 2 15 1,342
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 0 1 5 672
The Dividend Puzzel and Tax 0 0 0 0 0 0 2 575
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 0 25 4 4 18 167
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 1 165 7 7 18 493
Total Working Papers 0 1 7 2,246 50 127 396 12,100
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 1 1 352 2 6 21 1,498
Does Algorithmic Trading Improve Liquidity? 0 2 6 114 4 33 75 599
Execution Costs of Institutional Equity Orders 0 0 0 47 3 4 21 238
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 3 3 10 418
Information, trading, and volatility 0 0 0 246 4 4 11 562
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 0 113 1 3 15 327
Macroeconomic news and bond market volatility 1 1 2 1,004 5 8 29 2,617
Nonstandard Errors 0 2 8 44 4 15 58 176
Oil and the Stock Markets 8 16 45 1,386 22 43 107 3,482
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 1 18 3 3 9 88
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 1 4 19 90
Retail Trading and Return Predictability in China 1 7 37 40 11 27 114 117
Revealing Shorts An Examination of Large Short Position Disclosures 0 0 0 30 3 8 18 119
Shackling Short Sellers: The 2008 Shorting Ban 1 1 5 58 6 8 32 263
Short-sale constraints and stock returns 0 0 3 262 7 14 46 933
Shorting Restrictions: Revisiting the 1930s 0 1 1 18 1 3 8 64
Shorting at close range: A tale of two types 0 0 0 21 0 0 9 130
Sixteenths: direct evidence on institutional execution costs 0 0 1 110 0 3 12 320
The Price of Diversifiable Risk in Venture Capital and Private Equity 1 1 5 52 4 6 24 235
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 0 0 68 6 6 16 289
Tracking Retail Investor Activity 2 8 23 103 12 41 107 398
Trade-through prohibitions and market quality 0 0 0 31 3 3 12 137
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 1 6 285 2 4 19 617
Transactions, Volume, and Volatility 0 2 8 485 2 7 43 1,240
What Do Short Sellers Know?* 0 0 2 18 2 5 9 51
When do short sellers trade? Evidence from intraday data and implications for informed trading models 1 1 5 5 7 15 32 32
Which Shorts Are Informed? 1 1 3 154 3 11 26 500
Total Journal Articles 16 45 163 5,235 121 287 902 15,540


Statistics updated 2026-05-06