Mehrdad Samadi

Southern Methodist University (SMU) - Finance Department

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 1,719

SSRN RANKINGS

Top 1,719

in Total Papers Downloads

18,361

SSRN CITATIONS
Rank 7,013

SSRN RANKINGS

Top 7,013

in Total Papers Citations

24

CROSSREF CITATIONS

125

Scholarly Papers (5)

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 17,354 (158)
Citation 226

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, Charles A. Dice Center Working Paper No. 2019-21, SMU Cox School of Business Research Paper No. 19-11
Number of pages: 56 Posted: 21 Sep 2019
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 506 (56,559)

Abstract:

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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 191 (164,038)
Citation 1

Abstract:

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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, Southern Methodist University (SMU) - Finance Department and FINRA
Downloads 183 (169,728)
Citation 2

Abstract:

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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 127 (230,146)
Citation 5

Abstract:

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