2900 Bedford Avenue
Brooklyn, NY 11210
United States
CUNY Brooklyn College
Stock Liquidity, Corporate Investment, Financial Constraints
Sustainable Investing, ESG, Stock Performance, Institutional Ownership, Short Sales
Corporate Investment, Short-Term Reversal, Stock Liquidity
Informed Trading, Asset Pricing, Information Transmission, Information Risk, Information Uncertainty
Probability of Information-based Trading (PIN), January effect, Institutional investor
Order flow, Market maker, Inventory concerns
Idiosyncratic Return Volatility, Price Interaction, Small Firm Effect
Informed trade, firm-specific return variation, PIN
ETF, Information asymmetry, Volume-conditioned autocorrelation, ETF turnover
adjustment costs, capital structure, macroeconomic conditions, market imperfections, mechanical mean reversion, procyclicality, speed of adjustment
Corporate Investment, Market Frictions, Stock Price Delay Premium
Leverage, Debt Diversification, Equity Returns, Financial Risk
Debt Concentration, Debt Composition, Yield Curve, Expected Bankruptcy Costs
Informed Demand, Expected Returns, Information Risk, Information Transmission