Hardy Johnson

Kansas State University

Assistant Professor

Manhattan, KS 66506-4001

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,100

TOTAL CITATIONS

18

Scholarly Papers (7)

1.

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 301 (208,739)
Citation 4

Abstract:

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

2.

Are All Odd-Lots the Same? Odd-Lot Transactions by Order Submission and Trader Type

Number of pages: 40 Posted: 17 Jul 2013 Last Revised: 19 Feb 2016
Kansas State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 284 (221,683)
Citation 11

Abstract:

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odd-lots, high frequency trading, price contribution, price discovery

3.

Odd Lot Order Aggressiveness and Stealth Trading

Journal of Financial Research, Vol. 40, No. 2, 2017
Number of pages: 42 Posted: 10 Mar 2016 Last Revised: 26 Apr 2018
Hardy Johnson and Brian Roseman
Kansas State University and Oklahoma State University
Downloads 163 (374,949)
Citation 2

Abstract:

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Odd lot orders, aggressive orders, stealth trading

4.

Odd Lot Trades: The Behavior, Characteristics, and Information Content, Over Time

Number of pages: 25 Posted: 27 Sep 2013 Last Revised: 28 Sep 2013
Hardy Johnson
Kansas State University
Downloads 134 (439,975)

Abstract:

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odd lots, high frequency trading, price contribution, day-of-the-week patterns, market microstructure

5.

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 133 (442,606)
Citation 1

Abstract:

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

6.

Odd Lot Trading and Earnings Announcements

Number of pages: 28 Posted: 16 Jan 2016 Last Revised: 14 Dec 2016
Hardy Johnson, Ansley Chua and Tianming Zhang
Kansas State University, Kansas State University and Florida State University - Department of Accounting
Downloads 85 (606,143)

Abstract:

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Odd Lot Orders, Earnings Announcements, Informed Trading, Order Imbalance

7.

Tailored versus Mass Produced: Portfolio Managers Concurrently Managing Separately Managed Accounts and Mutual Funds

Posted: 14 Mar 2017
Fan Chen, Li-Wen Chen, Hardy Johnson and Sabuhi Sardarli
Merrimack college, University of Mississippi, Kansas State University and Kansas State University - Department of Finance

Abstract:

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Separately Managed Account, Mutual Funds, Concurrent Management, Favoritism