Mehrdad Samadi

Southern Methodist University (SMU) - Finance Department

United States

SCHOLARLY PAPERS

6

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19,022

SSRN CITATIONS
Rank 6,788

SSRN RANKINGS

Top 6,788

in Total Papers Citations

39

CROSSREF CITATIONS

132

Scholarly Papers (6)

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: 10 Mar 2018
University of Cambridge - Finance, University of Maryland, Southern Methodist University (SMU) - Finance Department and Federal Reserve Board
Downloads 17,670 (166)
Citation 247

Abstract:

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

2.

Reusing Natural Experiments

Fisher College of Business Working Paper No. 2019-03-021
Number of pages: 68 Posted: 21 Sep 2019 Last Revised: 01 May 2020
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and The Ohio State University - Fisher College of Business
Downloads 776 (34,101)
Citation 4

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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, Southern Methodist University (SMU) - Finance Department and Federal Reserve Board
Downloads 231 (143,928)
Citation 2

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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
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, Southern Methodist University (SMU) - Finance Department and FINRA
Downloads 198 (166,475)
Citation 2

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

5.

Institutional Order Handling and Broker-Affiliated Trading Venues

SMU Cox School of Business Research Paper No. 19-3
Number of pages: 44 Posted: 11 Mar 2019 Last Revised: 20 May 2019
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 147 (215,552)
Citation 8

Abstract:

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Broker; ATS; Dark Pool; Trading Cost; Liquidity; Order Handling; Best Execution; Agency

6.

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, Southern Methodist University (SMU) - Finance Department and The Ohio State University - Fisher College of Business
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Abstract:

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False Positive, identification, Multiple Hypothesis Testing, Natural Experiments