Mehrdad Samadi

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 2,469

SSRN RANKINGS

Top 2,469

in Total Papers Downloads

24,884

SSRN CITATIONS
Rank 5,086

SSRN RANKINGS

Top 5,086

in Total Papers Citations

321

CROSSREF CITATIONS

38

Scholarly Papers (9)

1.

The Flash Crash: High-Frequency Trading in an Electronic Market

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 27 May 2011 Last Revised: 11 Dec 2023
University of Cambridge - Finance, University of Maryland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 20,330 (292)
Citation 997

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High-Frequency, High Frequency Trading, Algorithmic Trading, Flash Crash, Liquidity, Volatility, Price Impact, May 6, Intermediation, Market Making

2.
Downloads 2,356 (11,876)
Citation 57

Reusing Natural Experiments

Fisher College of Business Working Paper No. 2019-03-021, Charles A. Dice Center Working Paper No. 2019-21, Journal of Finance, 2023, 78(4) 2329-2364
Number of pages: 50 Posted: 21 Sep 2019 Last Revised: 10 Jul 2023
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business
Downloads 2,256 (12,477)
Citation 25

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False Positive, Identification, Multiple Hypothesis Testing, Natural Experiments

Reusing Natural Experiments

International Finance Discussion Paper No. 1339
Number of pages: 53 Posted: 12 Apr 2022
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business
Downloads 99 (500,559)

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False Positive, Multiple Hypothesis Testing, Natural Experiments

Reusing Natural Experiments

CEPR Discussion Paper No. DP14710
Number of pages: 70 Posted: 10 Jun 2020
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business
Downloads 1 (1,180,941)
Citation 33
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False Positive, identification, Multiple Hypothesis Testing, Natural Experiments

3.

Automation, Intermediation and the Flash Crash

Journal of Investment Management, Forthcoming
Number of pages: 22 Posted: 17 Feb 2018
University of Cambridge - Finance, University of Maryland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 665 (74,701)
Citation 5

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High-Frequency, Automation, Volatility, Flash Crash, Intermediation, Market Making

4.

Shorting in Broad Daylight: Short Sales and Venue Choice

Journal of Financial and Quantitative Analysis, Forthcoming, Kenan Institute of Private Enterprise Research Paper No. 18-14, SMU Cox School of Business Research Paper No. 18-27
Number of pages: 42 Posted: 01 Aug 2018 Last Revised: 09 Sep 2019
Adam V. Reed, Mehrdad Samadi and Jonathan S. Sokobin
University of North Carolina Kenan-Flagler Business School, Board of Governors of the Federal Reserve System and FINRA
Downloads 433 (127,566)
Citation 16

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Information, market design, trading, short sales, return predictability

5.

The Price of Macroeconomic Uncertainty: Evidence from Daily Option Expirations

Number of pages: 72 Posted: 11 Apr 2023 Last Revised: 16 Jan 2024
Juan M. Londono and Mehrdad Samadi
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 428 (128,231)

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Options, Variance Risk, Uncertainty, Risk Premium, Macroeconomic Releases, FOMC, Inflation, Tail Risk

6.

Institutional Order Handling and Broker-Affiliated Trading Venues

Number of pages: 50 Posted: 11 Mar 2019 Last Revised: 01 Feb 2021
Syracuse University - Whitman School of Management, Board of Governors of the Federal Reserve System, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 367 (152,564)
Citation 30

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Broker; ATS; Trading Cost; Order Handling; Best Execution

7.

Equity Premium Events

Number of pages: 71 Posted: 08 Apr 2024 Last Revised: 18 May 2024
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 233 (244,949)

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Risk Premium, Macroeconomic Releases, FOMC, Daily Expiration Options

8.

The Price of Macroeconomic Uncertainty: Evidence from Daily Options

International Finance Discussion Paper No. 1376
Number of pages: 55 Posted: 06 Sep 2023
Juan M. Londono and Mehrdad Samadi
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 72 (598,211)

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variance risk, uncertainty, risk premium, macroeconomic releases, Federal Open Market Committee (FOMC), inflation, tail risk

9.

Monetary Policy Tightening and Debt Servicing Costs of Nonfinancial Companies

FEDS Notes No. 2023-12-01
Posted: 01 Feb 2024
Yuriy Kitsul, Bill Lang and Mehrdad Samadi
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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