Mehrdad Samadi

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 2,032

SSRN RANKINGS

Top 2,032

in Total Papers Downloads

20,802

SSRN CITATIONS
Rank 12,668

SSRN RANKINGS

Top 12,668

in Total Papers Citations

81

CROSSREF CITATIONS

14

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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 18,665 (192)
Citation 63

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
Number of pages: 69 Posted: 21 Sep 2019 Last Revised: 11 Aug 2021
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 1,301 (19,644)
Citation 9

Abstract:

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False Positive, Identification, Multiple Hypothesis Testing, Natural Experiments

3.

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 294 (132,880)
Citation 7

Abstract:

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

4.

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 279 (140,306)
Citation 4

Abstract:

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

5.

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 262 (149,585)
Citation 14

Abstract:

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

6.

Reusing Natural Experiments

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 (801,650)
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Abstract:

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False Positive, identification, Multiple Hypothesis Testing, Natural Experiments