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 |
351 |
0 |
0 |
3 |
1,476 |
Does Algorithmic Trading Improve Liquidity? |
0 |
1 |
1 |
108 |
0 |
4 |
11 |
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 |
0 |
0 |
3 |
112 |
0 |
1 |
8 |
307 |
Macroeconomic news and bond market volatility |
0 |
2 |
5 |
999 |
1 |
3 |
17 |
2,584 |
Nonstandard Errors |
3 |
8 |
24 |
24 |
10 |
42 |
82 |
82 |
Oil and the Stock Markets |
4 |
11 |
28 |
1,327 |
9 |
19 |
79 |
3,336 |
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 |
1 |
3 |
71 |
Revealing Shorts An Examination of Large Short Position Disclosures |
1 |
1 |
2 |
30 |
1 |
1 |
7 |
101 |
Shackling Short Sellers: The 2008 Shorting Ban |
0 |
0 |
1 |
48 |
1 |
4 |
18 |
219 |
Short-sale constraints and stock returns |
2 |
5 |
21 |
257 |
5 |
13 |
51 |
876 |
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 |
4 |
8 |
119 |
Sixteenths: direct evidence on institutional execution costs |
0 |
0 |
2 |
109 |
0 |
1 |
4 |
305 |
The Price of Diversifiable Risk in Venture Capital and Private Equity |
0 |
1 |
2 |
43 |
2 |
4 |
8 |
200 |
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues |
0 |
2 |
3 |
65 |
5 |
8 |
10 |
267 |
Tracking Retail Investor Activity |
2 |
8 |
22 |
72 |
6 |
26 |
75 |
266 |
Trade-through prohibitions and market quality |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
123 |
Transaction Costs and Price Volatility: Evidence from Commission Deregulation |
0 |
1 |
3 |
275 |
2 |
4 |
12 |
591 |
Transactions, Volume, and Volatility |
1 |
2 |
11 |
472 |
1 |
4 |
23 |
1,189 |
What Do Short Sellers Know?* |
0 |
2 |
4 |
15 |
1 |
3 |
7 |
36 |
Which Shorts Are Informed? |
0 |
0 |
1 |
150 |
0 |
1 |
9 |
470 |
Total Journal Articles |
13 |
44 |
137 |
5,004 |
45 |
143 |
444 |
14,452 |