Robert Wood

University of Memphis - Fogelman College of Business and Economics

Distinguished Professor

Memphis, TN 38152

United States

http://www.people.memphis.edu/~rwood/

  • University of Memphis - Fogelman College of Business and Economics

    • Email
    • Tel: 901-678-2670
    • Fax: 901-678-3006
SCHOLARLY PAPERS

19

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Top 8,975

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119

Scholarly Papers (19)

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1.

Minority Shareholder Expropriation and Asymmetric Information Flows in a Global Registered Share: The Saga of Daimler Chrysler

ECGI - Finance Working Paper No. 60/2004
Number of pages: 46 Posted: 02 Dec 2004
Frederick H. deB. Harris, Sherry L. Jarrell, Thomas H. McInish and Robert Wood
Wake Forest University, Wake Forest University, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 1,271 (32,606)
Citation 2

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cross-listing, corporate governance, disclosure, minority shareholder, order flow, trading costs, price discovery

2.

Clean Sweep: Informed Trading Through Intermarket Sweep Orders

Number of pages: 39 Posted: 25 Aug 2009 Last Revised: 03 Dec 2010
Sugato Chakravarty, Pankaj K. Jain, Robert Wood and James Upson
Krannert School of Management, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Texas at El Paso
Downloads 961 (48,696)
Citation 46

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Regulation NMS, Market Quality, Sweep Order, Flash orders

3.

The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders

Number of pages: 45 Posted: 26 Jun 2010 Last Revised: 22 Aug 2013
Robert Wood, James Upson and Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics, University of Texas at El Paso and University of Memphis - Fogelman College of Business and Economics
Downloads 874 (55,498)
Citation 8

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Regulation NMS, Market Quality, Sweep Order, Flash Crash

4.

The Effects of Inflation News on High Frequency Stock Returns

Number of pages: 53 Posted: 27 Sep 1999
Greg Adams, Grant Richard McQueen and Robert Wood
Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University - Department of Business Management and University of Memphis - Fogelman College of Business and Economics
Downloads 788 (63,835)
Citation 6

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5.

Market Illiquidity and Conditional Equity Premium

Number of pages: 44 Posted: 24 Jan 2010 Last Revised: 09 Oct 2016
Hui Guo, Sandra Mortal, Robert Savickas and Robert Wood
University of Cincinnati - Department of Finance - Real Estate, University of Alabama - Culverhouse College of Commerce & Business Administration, George Washington University - School of Business - Department of Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 537 (104,072)
Citation 1

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liquidity, stock return predictability, conditional equity premium

6.

Decimal Trading and Market Impact

Number of pages: 53 Posted: 26 Apr 2001
Sugato Chakravarty, Stephen P. Harris and Robert Wood
Krannert School of Management, Bridge Information Systems and University of Memphis - Fogelman College of Business and Economics
Downloads 495 (114,971)
Citation 33

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Decimalization, bid/ask spread, trading, stock exchange

7.

International Evidence on Institutional Trading Behavior and Price Impact

Number of pages: 48 Posted: 13 Jun 2007 Last Revised: 12 Nov 2013
Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine X. Jiang and Robert Wood
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, Fudan University and University of Memphis - Fogelman College of Business and Economics
Downloads 410 (143,605)
Citation 18

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International Investment, institutional trading,underlying market condition, price impact asymmetry

8.

Short Selling in Volatile Markets

Number of pages: 30 Posted: 12 Jan 2009
Benjamin M. Blau, Bonnie F. Van Ness, Robert A. Van Ness and Robert Wood
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 310 (194,984)
Citation 2

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9.

Why Effective Spreads on NASDAQ Were Higher than on the New York Stock Exchange in the 1990s

Downloads 202 (296,407)

Why Effective Spreads on NASDAQ Were Higher than on the New York Stock Exchange in the 1990s

University of Memphis Working Paper
Number of pages: 34 Posted: 20 Oct 2003
Robert Wood and George J. Benston
University of Memphis - Fogelman College of Business and Economics and Emory University - Department of Accounting
Downloads 202 (296,778)

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Microstructure, day trading, SOES, bid/ask spreads, Nasdaq vs. NYSE

Why Effective Spreads on Nasdaq Were Higher than on the New York Stock Exchange in the 1990s

Journal of Empirical Finance, Forthcoming
Posted: 22 Oct 2006
George J. Benston and Robert Wood
Emory University - Department of Accounting and University of Memphis - Fogelman College of Business and Economics

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Market microstructure, NASDAQ, NYSE, bid-ask spreads, odd-eighth avoidance

10.

Volatility Effects of Institutional Trading in Foreign Stocks

Number of pages: 34 Posted: 04 May 2009 Last Revised: 12 Nov 2013
Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine X. Jiang and Robert Wood
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, Fudan University and University of Memphis - Fogelman College of Business and Economics
Downloads 187 (319,551)
Citation 1

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price impact, institutional trading, international stock, foreign investment, volatility

11.

The Impact of Regulation Fair Disclosure on Information Asymmetry and Trading: An Intraday Analysis

Number of pages: 38 Posted: 04 May 2009 Last Revised: 12 Nov 2013
Chiraphol N. Chiyachantana, Christine X. Jiang, Nareerat Taechapiroontong and Robert Wood
Singapore Management University, Fudan University, Mahidol University - College of Management and University of Memphis - Fogelman College of Business and Economics
Downloads 174 (340,828)
Citation 1

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Regulation fair disclosure, volatility, liquidity, adverse selection costs

12.

The Changing State of the Market: Common Factors and Impulse Responses for Cointegrated Spreads and Depths

Journal of Trading, Vol. 4, No. 1, pp. 68-94, Winter 2009
Number of pages: 50 Posted: 20 Mar 2006 Last Revised: 05 Apr 2009
Frederick H. deB. Harris, Sugato Chakravarty and Robert Wood
Wake Forest University, Krannert School of Management and University of Memphis - Fogelman College of Business and Economics
Downloads 168 (351,322)
Citation 1

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Resiliency, depth, error correction, impulse response, common factor, refresh rate

13.

Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1

https://doi.org/10.3905/jot.2014.9.4.006
Posted: 21 May 2019
Frederick H. deB. Harris, Thomas H. McInish, Frank Sensenbrenner and Robert Wood
Wake Forest University, University of Memphis - Fogelman College of Business and Economics, Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Memphis - Fogelman College of Business and Economics

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Reg NMS, MiFID1, fragmentation, Chi-X, ARCA, price discovery

14.

Production of Information, Information Asymmetry, and the Bid-Ask Spread: Empirical Evidence from Analysts’ Forecasts

Journal of Banking and Finance, Vol. 19, 1995
Posted: 14 Dec 2009
Kee H. Chung, Thomas H. McInish, Robert Wood and Donald J. Wyhowski
State University of New York at Buffalo - School of Management, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and affiliation not provided to SSRN

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information asymmetry, bid-ask spread, analysts' forecast

15.

The Need for a Unified Approach to Price Discovery: CFS and IS Metrics Before and After Reg NMS

Posted: 26 Mar 2008 Last Revised: 29 Jul 2014
Frederick H. deB. Harris, Thomas H. McInish and Robert Wood
Wake Forest University, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics

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Reg NMS, price discovery, information share, common factor share, Reg NMS

16.

Decimals and Liquidity: A Study of the NYSE

Posted: 22 Jul 2003
Sugato Chakravarty, Robert Wood and Robert A. Van Ness
Krannert School of Management, University of Memphis - Fogelman College of Business and Economics and University of Mississippi - Department of Finance

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17.

Merger Announcements and Trading

Posted: 01 May 2001
N. Asli Ascioglu, N. Asli Ascioglu, Thomas H. McInish and Robert Wood
Bryant UniversityBryant University - Department of Finance, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics

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18.

The Empirical Distribution of Intradaily Stock Return Volatility

Posted: 15 Sep 1999
Rong Chen, David Ellis and Robert Wood
Texas A&M University, Babson College - Finance Division and University of Memphis - Fogelman College of Business and Economics

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19.

Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
Posted: 23 Aug 1998
Frederick H. deB. Harris, Thomas H. McInish, Gary Shoesmith and Robert Wood
Wake Forest University, University of Memphis - Fogelman College of Business and Economics, Wake Forest University - School of Business and University of Memphis - Fogelman College of Business and Economics

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