James Upson

University of Texas at El Paso

Assistant Professor

500 West University

El Paso, TX 79968-0545

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 19,593

SSRN RANKINGS

Top 19,593

in Total Papers Downloads

4,691

SSRN CITATIONS
Rank 15,112

SSRN RANKINGS

Top 15,112

in Total Papers Citations

65

CROSSREF CITATIONS

27

Scholarly Papers (15)

1.

Clean Sweep: Informed Trading Through Intermarket Sweep Orders

Number of pages: 39 Posted: 25 Aug 2009 Last Revised: 03 Dec 2010
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 865 (50,457)
Citation 47

Abstract:

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Regulation NMS, Market Quality, Sweep Order, Flash orders

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 857 (51,124)
Citation 7

Abstract:

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Regulation NMS, Market Quality, Sweep Order, Flash Crash

3.

Strategic Liquidity Supply in a Market with Fast and Slow Traders

Number of pages: 49 Posted: 09 Sep 2011 Last Revised: 19 Mar 2012
Thomas H. McInish and James Upson
University of Memphis - Fogelman College of Business and Economics and University of Texas at El Paso
Downloads 532 (94,552)
Citation 9

Abstract:

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Regulation NMS, Limit Order, Quote Update, Trade Execution Quality

4.

Supply Chain Concentration and Cost of Capital

Number of pages: 49 Posted: 03 Mar 2020
James Upson and Chao Wei
University of Texas at El Paso and University of Texas at El Paso
Downloads 403 (131,566)
Citation 5

Abstract:

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Supplier Concentration, Cost of Equity, Cost of Debt

5.

Multiple Markets, Algorithmic Trading, and Market Liquidity

Number of pages: 39 Posted: 10 Feb 2014 Last Revised: 19 Feb 2016
James Upson and Robert A. Van Ness
University of Texas at El Paso and University of Mississippi - Department of Finance
Downloads 321 (168,893)
Citation 13

Abstract:

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Algorithmic Traders, High Frequency Traders, HFT, Market Liquidity, Intraday Liquidity, Latency, Thor

6.

Orders versus Trades on the Consolidated Tape

Number of pages: 40 Posted: 02 Jul 2015 Last Revised: 18 Oct 2018
James Upson, Thomas H. McInish and Hardy Johnson
University of Texas at El Paso, University of Memphis - Fogelman College of Business and Economics and Kansas State University
Downloads 277 (197,693)
Citation 4

Abstract:

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TAQ data, DTAQ data, Consolidated Tape, Order Size, Trade Size

7.

Market Fragmentation and Information Quality: The Role of TRF Trades

Number of pages: 46 Posted: 16 Nov 2011 Last Revised: 10 Feb 2014
Fudan University, University of Memphis - Fogelman College of Business and Economics and University of Texas at El Paso
Downloads 269 (202,936)
Citation 8

Abstract:

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Fragmentation, Market Quality, Off-exchange trading

8.

Trading Aggressiveness and Market Breadth Around Earnings Announcements

Number of pages: 42 Posted: 21 Jan 2011 Last Revised: 10 Sep 2011
University of Texas at El Paso, Krannert School of Management, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 243 (224,411)

Abstract:

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Regulation NMS, Market Quality, Sweep Order, Earnings Announcement, Liquidity

9.

Naked Short Selling and the Market Impact of Failures-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts

Number of pages: 41 Posted: 19 Apr 2010 Last Revised: 24 Apr 2010
University of Texas at El Paso - College of Business Administration - Department of Economics and Finance, University of Memphis - Fogelman College of Business and Economics, The University of Sydney - Discipline of Finance and University of Texas at El Paso
Downloads 238 (229,107)
Citation 1

Abstract:

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Short Selling, Failures-to-deliver, Financial Crisis, Regulation, REITs, Naked Short Selling

The Information Content of Retail Order Flow: Evidence from Fragmented Markets

Number of pages: 41 Posted: 27 Jul 2022 Last Revised: 07 Oct 2022
James Upson, Bidisha Chakrabarty and Justin Cox
University of Texas at El Paso, Saint Louis University - Richard A. Chaifetz School of Business and Appalachian State University
Downloads 185 (288,688)
Citation 1

Abstract:

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Retail Order Flow, Dark Markets, Price Discovery, Institutional Order Flow

The Information Content of Retail Order Flow: Evidence from Fragmented Markets

Number of pages: 42 Posted: 01 Jun 2023
Bidisha Chakrabarty, Justin Cox and James Upson
Saint Louis University - Richard A. Chaifetz School of Business, Appalachian State University and University of Texas at El Paso
Downloads 26 (885,115)

Abstract:

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Retail Order Flow, Dark Markets, Institutional Order Flow, Price Discovery

11.

Hidden Liquidity Inside the Spread

Number of pages: 34 Posted: 28 Jun 2015
Jim Holcomb and James Upson
University of Texas at El Paso and University of Texas at El Paso
Downloads 149 (347,823)

Abstract:

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Hidden Liquidity, Market Competition, Price Improvement

12.

Tick Size Pilot Program and the Information Structure of US Stock Markets

Number of pages: 43 Posted: 15 Oct 2019 Last Revised: 02 Mar 2021
Bidisha Chakrabarty, Justin Cox and James Upson
Saint Louis University - Richard A. Chaifetz School of Business, Appalachian State University and University of Texas at El Paso
Downloads 139 (367,684)
Citation 3

Abstract:

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Tick size pilot program, Information structure, ISO, Price Discovery

13.

Are Odd Lot Orders Informed?

Number of pages: 41 Posted: 30 Dec 2015 Last Revised: 05 Jan 2016
James Upson and Hardy Johnson
University of Texas at El Paso and Kansas State University
Downloads 122 (406,315)
Citation 1

Abstract:

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TAQ data, Odd-lots, Price Discovery, Transparency, Order Imbalance, Retail Trading

14.

Passive Informed Trading Around Earnings Announcements

Number of pages: 47 Posted: 17 Nov 2018
Brian Roseman and James Upson
Oklahoma State University - Department of Finance and University of Texas at El Paso
Downloads 65 (605,059)

Abstract:

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Informed Trading, Limit Order Book, Earnings Announcements

15.

Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts

Journal of Real Estate Finance and Economics, Vol. 49, No. 4, 2014
Posted: 17 Oct 2014
University of Texas at El Paso - College of Business Administration - Department of Economics and Finance, University of Memphis - Fogelman College of Business and Economics, The University of Sydney - Discipline of Finance and University of Texas at El Paso

Abstract:

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Short selling; Fails-to-deliver; Financial crisis; Regulation; REITs

Other Papers (1)

Total Downloads: 27
1.

Passive Informed Trading Around Earnings Announcements

Number of pages: 47 Posted: 18 Dec 2018
James Upson and Brian Roseman
University of Texas at El Paso and Oklahoma State University - Department of Finance
Downloads 27

Abstract:

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Informed Trading, Limit Order Book, Earnings Announcements