Mehrdad Samadi

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 2,174

SSRN RANKINGS

Top 2,174

in Total Papers Downloads

22,329

SSRN CITATIONS
Rank 10,275

SSRN RANKINGS

Top 10,275

in Total Papers Citations

89

CROSSREF CITATIONS

31

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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 19,287 (230)
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.
Downloads 1,814 ( 13,876)
Citation 11

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, Forthcoming
Number of pages: 66 Posted: 21 Sep 2019 Last Revised: 13 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 1,769 (14,215)
Citation 13

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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 44 (589,116)

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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 (978,853)
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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 584 (69,088)
Citation 4

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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 352 (125,558)
Citation 7

Abstract:

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

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 292 (153,037)
Citation 14

Abstract:

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