James Upson

University of Texas at El Paso

Assistant Professor

500 West University

El Paso, TX 79968-0545

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 16,374

SSRN RANKINGS

Top 16,374

in Total Papers Downloads

2,942

SSRN CITATIONS
Rank 21,291

SSRN RANKINGS

Top 21,291

in Total Papers Citations

14

CROSSREF CITATIONS

21

Scholarly Papers (14)

1.

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 753 (32,555)
Citation 2

Abstract:

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Regulation NMS, Market Quality, Sweep Order, Flash Crash

2.

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 507 (54,826)
Citation 16

Abstract:

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Regulation NMS, Market Quality, Sweep Order, Flash orders

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 460 (61,953)
Citation 8

Abstract:

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

4.

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 276 (111,042)
Citation 2

Abstract:

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

5.

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 199 (153,542)
Citation 1

Abstract:

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

6.

Market Fragmentation and Information Quality: The Role of TRF Trades

Number of pages: 46 Posted: 16 Nov 2011 Last Revised: 10 Feb 2014
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 191 (159,504)
Citation 6

Abstract:

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Fragmentation, Market Quality, Off-exchange trading

7.

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, Purdue University, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 177 (170,863)

Abstract:

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

8.

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 173 (174,282)
Citation 3

Abstract:

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

9.

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 99 (268,605)

Abstract:

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Hidden Liquidity, Market Competition, Price Improvement

10.
Downloads 81 (304,909)
Citation 2

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 81 (307,716)

Abstract:

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

Are Odd‐Lot Orders Informed?

Financial Review, Vol. 52, Issue 1, pp. 37-67, 2017
Number of pages: 31 Posted: 15 Jan 2017
James Upson and Hardy Johnson
University of Texas at El Paso and Kansas State University
Downloads 0
Citation 1
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TAQ data, odd‐lots, price discovery, transparency, order imbalance, retail trading

11.

Passive Informed Trading Around Earnings Announcements

Number of pages: 47 Posted: 17 Nov 2018
Brian Roseman and James Upson
Oklahoma State University and University of Texas at El Paso
Downloads 26 (491,176)

Abstract:

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Informed Trading, Limit Order Book, Earnings Announcements

12.

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

13.

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

Financial Review, Vol. 49, Issue 3, pp. 481-509, 2014
Number of pages: 29 Posted: 26 Jul 2014
Tom McInish, James Upson and Robert Wood
University of Memphis, University of Texas at El Paso and affiliation not provided to SSRN
Downloads 0 (673,751)
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flash crash, intermarket sweep orders, market quality, regulation NMS

14.

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

Number of pages: 38
James Upson, Bidisha Chakrabarty and Justin Cox
University of Texas at El Paso, Saint Louis University - Richard A. Chaifetz School of Business and University of Mississippi - Department of Finance
Downloads 0

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

Other Papers (1)

Total Downloads: 0
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
Downloads 0

Abstract:

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Informed Trading, Limit Order Book, Earnings Announcements