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Holden, Craig W.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,490 |
Total
Citations
152 |
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1.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance Womack, Kent L.
University of Toronto - Rotman School of Management
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2,099
(2,609)
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2.
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Goyenko, Ruslan
McGill University - Desautels Faculty of Management Holden, Craig W.
Indiana University Bloomington - Department of Finance Trzcinka, Charles
Indiana University Bloomington - Department of Finance
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1,463
(4,854)
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93
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Liquidity, transaction costs, effective spread, price impact, asset pricing.
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3.
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Goyenko, Ruslan
McGill University - Desautels Faculty of Management Holden, Craig W.
Indiana University Bloomington - Department of Finance Ukhov, Andrey
Cornell University
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1,328
(5,778)
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3
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4.
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Stuerke, Pamela S.
University of Rhode Island Holden, Craig W.
Indiana University Bloomington - Department of Finance
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697
(16,074)
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3
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5.
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Ellul, Andrew
Indiana University Bloomington - Department of Finance Jain, Pankaj K.
University of Memphis - Fogelman College of Business and Economics Holden, Craig W.
Indiana University Bloomington - Department of Finance Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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625
(18,830)
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25
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Order choice, limit order, market order, automatic execution
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6.
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Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers
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Versions (2)
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Bhattacharya , Utpal
Indiana University Bloomington - Department of Finance Holden, Craig W.
Indiana University Bloomington - Department of Finance Jacobsen, Stacey E.
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
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Posted:
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19 Nov 08
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Last Revised:
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09 Apr 11
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602
(19,839)
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3
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Bhattacharya , Utpal
Indiana University Bloomington - Department of Finance Holden, Craig W.
Indiana University Bloomington - Department of Finance Jacobsen, Stacey E.
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
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15 Mar 10
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Last Revised:
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09 Apr 11
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241
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Left-digit effect, nine-ending prices, round numbers, trading strategies, clustering
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Bhattacharya , Utpal
Indiana University Bloomington - Department of Finance Holden, Craig W.
Indiana University Bloomington - Department of Finance Jacobsen, Stacey E.
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
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19 Nov 08
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Last Revised:
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10 Mar 10
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361
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Price clustering, left-digit effect, nine-ending prices, trading strategies
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7.
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Fong, Kingsley Y. L.
University of New South Wales - School of Banking and Finance Holden, Craig W.
Indiana University Bloomington - Department of Finance Trzcinka, Charles
Indiana University Bloomington - Department of Finance
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05 Mar 10
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Last Revised:
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06 May 13
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376
(36,732)
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7
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Global, Liquidity, transaction costs, effective spread, price impact
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8.
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Brown, David P.
University of Wisconsin - Madison - Department of Finance, Investment and Banking Holden, Craig W.
Indiana University Bloomington - Department of Finance
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267
(54,975)
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Limit orders, pegged, stale, liquidity, hybrid
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9.
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Lundstrum, Leonard L.
Northern Illinois University Holden, Craig W.
Indiana University Bloomington - Department of Finance
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219
(68,074)
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4
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Trading, Myopia, Investment, LEAPS, R&D
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10.
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Gapen, Michael
International Monetary Fund (IMF) - International Capital Markets Department Holden, Craig W.
Indiana University Bloomington - Department of Finance
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177
(84,023)
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1
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Inflation, indexed, exchange rate risk, bond
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11.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance Jacobsen, Stacey E.
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
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18 Aug 11
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Last Revised:
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14 Nov 11
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158
(93,349)
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Milliseconds, high-frequency trading, NBBO, DTAQ
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12.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance
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134
(107,760)
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8
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Liquidity, effective spread, transaction cost, asset pricing, market efficiency
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13.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance Zhu, Zhongyan
Chinese University of Hong Kong - Department of Finance
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123
(115,595)
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credit risk modeling, structural model, default risk, corporate bond pricing, non-Gaussian distribution, jump-diffusion, stochastic volatility
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14.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance Jacobsen, Stacey E.
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
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29 Sep 12
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Last Revised:
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05 May 13
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98
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1
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Millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ
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15.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance Jacobsen, Stacey E.
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
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66
(174,642)
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millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ
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16.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance Kim, Daniel Sungyeon
Peking University HSBC Business School
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52
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1
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Executive compensation, Performance share plan, Performance-vested share plan, Optimal design
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17.
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Holden, Craig W.
Indiana University Bloomington - Department of Finance Stuerke, Pamela S.
University of Missouri at Saint Louis
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6
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2
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18.
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Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area Holden, Craig W.
Indiana University Bloomington - Department of Finance
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19.
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Smart, Scott
Indiana University Dept. of Finance Holden, Craig W.
Indiana University Bloomington - Department of Finance
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20.
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An Integrated Model of Market and Limit Orders
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Versions (2)
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Chakravarty, Sugato
Purdue University Holden, Craig W.
Indiana University Bloomington - Department of Finance
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Posted:
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12 Jan 95
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Last Revised:
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13 Feb 01
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Chakravarty, Sugato
Purdue University Holden, Craig W.
Indiana University Bloomington - Department of Finance
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Chakravarty, Sugato
Purdue University Holden, Craig W.
Indiana University Bloomington - Department of Finance
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21.
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Risk Aversion, Liquidity, and Endogenous Short Horizons
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Versions (2)
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Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area Holden, Craig W.
Indiana University Bloomington - Department of Finance
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Posted:
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13 Jun 94
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Last Revised:
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18 Jun 98
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Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area Holden, Craig W.
Indiana University Bloomington - Department of Finance
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Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area Holden, Craig W.
Indiana University Bloomington - Department of Finance
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