Mehrdad Samadi

Southern Methodist University (SMU) - Finance Department

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 1,770

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17,240

CITATIONS
Rank 7,951

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Top 7,951

in Total Papers Citations

58

Scholarly Papers (4)

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
Imperial College London - Centre for Global Finance and Technology, University of Maryland, Southern Methodist University (SMU) - Finance Department and Federal Reserve Board
Downloads 16,922 (156)
Citation 58

Abstract:

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

2.

Automation, Intermediation and the Flash Crash

Journal of Investment Management, Forthcoming
Number of pages: 22 Posted: 17 Feb 2018
Imperial College London - Centre for Global Finance and Technology, University of Maryland, Southern Methodist University (SMU) - Finance Department and Federal Reserve Board
Downloads 148 (193,424)

Abstract:

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

3.

Shorting in Broad Daylight: Short Sales and Venue Choice

Kenan Institute of Private Enterprise Research Paper No. 18-14, SMU Cox School of Business Research Paper No. 18-27
Number of pages: 44 Posted: 01 Aug 2018 Last Revised: 12 Mar 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 123 (223,800)

Abstract:

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

4.

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
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 47

Abstract:

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broker; ATS; dark pool; trading cost; liquidity; order handling; best execution; agency