Daniel G. Weaver

Rutgers Business School

Professor of Finance

94 Rockafeller Road

Piscataway, NJ 08854

United States

http://weaver.rutgers.edu

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 7,124

SSRN RANKINGS

Top 7,124

in Total Papers Downloads

5,300

CITATIONS
Rank 3,275

SSRN RANKINGS

Top 3,275

in Total Papers Citations

168

Scholarly Papers (18)

1.

International Cross-Listing and Visibility

Number of pages: 39 Posted: 19 Dec 1998
H. Kent Baker, John R. Nofsinger and Daniel G. Weaver
American University - Kogod School of Business, University of Alaska Anchorage and Rutgers Business School
Downloads 1,245 (12,082)
Citation 116

Abstract:

Loading...

2.

The Quotation Behavior of ECNs and Nasdaq Market Makers

Number of pages: 37 Posted: 31 Dec 1998
Yusif Simaan, Daniel G. Weaver and David K. Whitcomb
Gabelli School of Business, Fordham University, Rutgers Business School and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 881 (21,026)
Citation 12

Abstract:

Loading...

3.

The Effect of Tick Size on Volatility, Trader Behavior, and Market Quality

Number of pages: 37 Posted: 15 Feb 1998
Tavy Ronen and Daniel G. Weaver
Rutgers University, Newark - School of Business - Department of Finance & Economics and Rutgers Business School
Downloads 836 (21,904)
Citation 5

Abstract:

Loading...

4.

The Trade-At Rule, Internalization, and Market Quality

Number of pages: 46 Posted: 25 May 2011 Last Revised: 08 May 2014
Daniel G. Weaver
Rutgers Business School
Downloads 809 (18,795)
Citation 4

Abstract:

Loading...

Trade-at; internalization; market quality; dark pool

5.

Securities Transaction Taxes and Market Quality

Bank of Canada Working Paper 2011-26
Number of pages: 35 Posted: 07 Jan 2012 Last Revised: 13 Feb 2013
Anna Pomeranets and Daniel G. Weaver
Bank of Canada and Rutgers Business School
Downloads 329 (50,225)
Citation 2

Abstract:

Loading...

transaction tax, Tobin tax, market quality, volatility, transfer tax, taxation

6.

Priority Rules!

Number of pages: 44 Posted: 22 Jul 1999
James Angel and Daniel G. Weaver
Georgetown University - Department of Finance and Rutgers Business School
Downloads 236 (104,513)
Citation 1

Abstract:

Loading...

7.

Removing Biases in Computed Returns

Number of pages: 33 Posted: 17 Jun 2009
Lawrence Fisher, Daniel G. Weaver and Gwendolyn P. Webb
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Rutgers Business School and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 160 (141,650)
Citation 7

Abstract:

Loading...

Unbiased market index, Bias in computed returns, Jensen's inequality, Asset pricing, Index construction

8.

The Revocation of Rule 390 - A First Look

Number of pages: 29 Posted: 08 Jan 2001
Tai-Kong Kam, Venkatesh Panchapagesan and Daniel G. Weaver
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), The Goldman Sachs Group, Inc. and Rutgers Business School
Downloads 140 (175,429)
Citation 1

Abstract:

Loading...

Microstructure, competition, market quality, New York Stock Exchange

9.

The Value of the Floor

Number of pages: 43 Posted: 23 Jun 2009
Daniel G. Weaver and Xing (Alex) Zhou
Rutgers Business School and Board of Governors of the Federal Reserve System
Downloads 90 (238,144)

Abstract:

Loading...

Microstructure, Asymmetric Information, Trading Floor, Volatility, Transaction Costs

10.

Removing Biases in Computed Returns: An Analysis of Bias in Equally-Weighted Return Indexes of REITs

Number of pages: 27 Posted: 19 Jun 2010
Lawrence Fisher, Daniel G. Weaver and Gwendolyn P. Webb
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Rutgers Business School and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 65 (271,744)
Citation 3

Abstract:

Loading...

11.
Downloads 49 (339,663)

Intra-Dealer Integration

Number of pages: 36 Posted: 25 Apr 2010
Toulouse University, Toulouse Business School, University of Cincinnati - Department of Finance - Real Estate, Toulouse Business School - Barcelona Campus, Toulouse Business School - Economics and Finance and Rutgers Business School
Downloads 47 (351,738)

Abstract:

Loading...

Intra-Dealer Integration, Price Discovery, Cointegration, Fungibility

Intra-Dealer Integration

European Financial Management, Vol. 16, Issue 4, pp. 507-527, September 2010
Number of pages: 21 Posted: 24 Aug 2010
Toulouse University, Toulouse Business School, University of Cincinnati - Department of Finance - Real Estate, Toulouse Business School - Barcelona Campus, Toulouse Business School - Economics and Finance and Rutgers Business School
Downloads 2 (576,524)
  • Add to Cart

Abstract:

Loading...

12.

Tick Size and Market Quality

Financial Management, Vol. 26, No. 4, pp. 5-26, Winter 1997
Number of pages: 22 Posted: 13 Jan 2005
David C. Porter and Daniel G. Weaver
University of Wisconsin and Rutgers Business School
Downloads 12 (492,447)
Citation 16
  • Add to Cart

Abstract:

Loading...

13.

Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange

European Financial Management, Vol. 14, Issue 2, pp. 243-267, March 2008
Number of pages: 25 Posted: 12 Mar 2008
David C. Porter, Carsten Tanggaard, Daniel G. Weaver and Wei Yu
affiliation not provided to SSRN, affiliation not provided to SSRN, Rutgers Business School and California State Polytechnic University, Pomona
Downloads 8 (517,928)
Citation 1
  • Add to Cart

Abstract:

Loading...

14.

Market Maker Quotation Behavior and Pretrade Transparency

Journal of Finance, Vol. 58, pp. 1247-1268, June 2003
Posted: 02 Sep 2003
Yusif Simaan, Daniel G. Weaver and David K. Whitcomb
Gabelli School of Business, Fordham University, Rutgers Business School and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

Loading...

15.

Do NASDAQ Market Makers Paint the Tape?

Posted: 26 Aug 1999
David C. Porter and Daniel G. Weaver
University of Wisconsin and Rutgers Business School

Abstract:

Loading...

16.

Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging

Financial Review, Vol. 2, May 1998
Posted: 16 Jun 1998
Cheng-Few Lee, David C. Porter and Daniel G. Weaver
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, University of Wisconsin and Rutgers Business School

Abstract:

Loading...

17.

Does NYSE Listing Affect Firm Visibility?

Posted: 03 May 1998
H. Kent Baker, Gary E. Powell and Daniel G. Weaver
American University - Kogod School of Business, Hood College and Rutgers Business School

Abstract:

Loading...

18.

Decimalization And Market Quality

Posted: 27 Nov 1996
Daniel G. Weaver
Rutgers Business School

Abstract:

Loading...