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 |
0 |
0 |
2 |
1,476 |
Does Algorithmic Trading Improve Liquidity? |
0 |
0 |
1 |
108 |
0 |
0 |
7 |
523 |
Execution Costs of Institutional Equity Orders |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
217 |
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds |
0 |
0 |
0 |
159 |
0 |
0 |
2 |
408 |
Information, trading, and volatility |
0 |
0 |
1 |
246 |
0 |
0 |
2 |
551 |
Island Goes Dark: Transparency, Fragmentation, and Regulation |
1 |
1 |
4 |
113 |
2 |
4 |
12 |
311 |
Macroeconomic news and bond market volatility |
1 |
1 |
4 |
1,000 |
2 |
2 |
13 |
2,586 |
Nonstandard Errors |
2 |
7 |
31 |
31 |
8 |
24 |
106 |
106 |
Oil and the Stock Markets |
4 |
13 |
35 |
1,340 |
7 |
32 |
95 |
3,368 |
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
79 |
Potential pilot problems: Treatment spillovers in financial regulatory experiments |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
71 |
Revealing Shorts An Examination of Large Short Position Disclosures |
0 |
0 |
2 |
30 |
0 |
0 |
5 |
101 |
Shackling Short Sellers: The 2008 Shorting Ban |
0 |
1 |
2 |
49 |
3 |
6 |
21 |
225 |
Short-sale constraints and stock returns |
0 |
1 |
20 |
258 |
3 |
6 |
55 |
882 |
Shorting Restrictions: Revisiting the 1930s |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
56 |
Shorting at close range: A tale of two types |
0 |
0 |
1 |
20 |
1 |
1 |
8 |
120 |
Sixteenths: direct evidence on institutional execution costs |
0 |
0 |
1 |
109 |
1 |
2 |
5 |
307 |
The Price of Diversifiable Risk in Venture Capital and Private Equity |
2 |
3 |
5 |
46 |
3 |
5 |
11 |
205 |
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues |
1 |
2 |
5 |
67 |
3 |
4 |
14 |
271 |
Tracking Retail Investor Activity |
0 |
5 |
24 |
77 |
3 |
18 |
80 |
284 |
Trade-through prohibitions and market quality |
0 |
1 |
2 |
31 |
0 |
1 |
3 |
124 |
Transaction Costs and Price Volatility: Evidence from Commission Deregulation |
0 |
2 |
5 |
277 |
2 |
4 |
16 |
595 |
Transactions, Volume, and Volatility |
1 |
4 |
13 |
476 |
3 |
6 |
23 |
1,195 |
What Do Short Sellers Know?* |
0 |
1 |
5 |
16 |
1 |
4 |
9 |
40 |
Which Shorts Are Informed? |
0 |
0 |
0 |
150 |
1 |
3 |
10 |
473 |
Total Journal Articles |
12 |
42 |
161 |
5,046 |
43 |
122 |
504 |
14,574 |