Robert Wood

University of Memphis - Fogelman College of Business and Economics

Distinguished Professor

Memphis, TN 38152

United States

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

SCHOLARLY PAPERS

19

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CITATIONS
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123

Scholarly Papers (19)

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
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 1,197 (16,149)
Citation 1

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

2.

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 751 (31,822)
Citation 3

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Regulation NMS, Market Quality, Sweep Order, Flash Crash

3.

The Effects of Inflation News on High Frequency Stock Returns

Number of pages: 53 Posted: 27 Sep 1999
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 725 (33,346)
Citation 10

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4.

Clean Sweep: Informed Trading Through Intermarket Sweep Orders

Number of pages: 39 Posted: 25 Aug 2009 Last Revised: 03 Dec 2010
Purdue University, 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 497 (54,657)
Citation 9

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Regulation NMS, Market Quality, Sweep Order, Flash orders

5.

Decimal Trading and Market Impact

Number of pages: 53 Posted: 26 Apr 2001
Purdue University, Bridge Information Systems and University of Memphis - Fogelman College of Business and Economics
Downloads 423 (66,689)
Citation 16

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Decimalization, bid/ask spread, trading, stock exchange

6.

International Evidence on Institutional Trading Behavior and Price Impact

Number of pages: 48 Posted: 13 Jun 2007 Last Revised: 12 Nov 2013
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 289 (102,995)
Citation 55

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

7.

Market Illiquidity and Conditional Equity Premium

Number of pages: 44 Posted: 24 Jan 2010 Last Revised: 09 Oct 2016
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 288 (103,369)
Citation 7

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liquidity, stock return predictability, conditional equity premium

8.

Short Selling in Volatile Markets

Number of pages: 30 Posted: 12 Jan 2009
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 267 (112,013)
Citation 1

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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 168 (174,541)
Citation 1

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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
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 156 (185,691)
Citation 2

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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
Singapore Management University, University of Memphis - Fogelman College of Business and Economics, Mahidol University - College of Management and University of Memphis - Fogelman College of Business and Economics
Downloads 142 (200,692)
Citation 18

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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
Wake Forest University, Purdue University and University of Memphis - Fogelman College of Business and Economics
Downloads 126 (220,602)

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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

Posted: 21 May 2019
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
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
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

Journal of Financial Research, Forthcoming
Posted: 22 Jul 2003
Purdue University, 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

Journal of Financial Research, Forthcoming
Posted: 01 May 2001
Bryant University, 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
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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