Pawan Jain

University of Wyoming - College of Business - Department of Economics and Finance

P.O. Box 3985

Laramie, WY 82071-3985

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 14,186

SSRN RANKINGS

Top 14,186

in Total Papers Downloads

3,673

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (15)

1.

The Predictive Power of Limit Order Book for Future Volatility, Trade Price, and Speed of Trading

Number of pages: 47 Posted: 22 Mar 2011
University of Memphis - Fogelman College of Business and Economics, University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 666 (41,871)
Citation 1

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Tokyo Stock Exchange, Future trade prices, volatility, trading speed

2.

Does High-Frequency Trading Increase Systemic Risk?

Journal of Financial Markets, 2016
Number of pages: 44 Posted: 31 Jul 2016
University of Memphis - Fogelman College of Business and Economics, University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 552 (53,402)
Citation 3

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High-frequency trading, Liquidity, Correlation, Systemic Risk, Arrowhead, CoVaR

3.

Executives' Horizon, Internal Governance and Stock Market Liquidity

Journal of Corporate Finance, Forthcoming
Number of pages: 51 Posted: 19 Sep 2011 Last Revised: 23 Jun 2016
University of Wyoming - College of Business - Department of Economics and Finance, Fudan University and St. John Fisher College
Downloads 492 (61,811)

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executives’ horizon, internal governance, corporate governance, subordinate managers, liquidity

4.

Cancellation Latency: The Good, the Bad, and the Ugly

Financial Management, Forthcoming
Number of pages: 55 Posted: 06 Feb 2013 Last Revised: 28 Aug 2016
Pawan Jain and Steven J. Jordan
University of Wyoming - College of Business - Department of Economics and Finance and Econometric Solutions
Downloads 421 (74,723)

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cancellation, latency, high frequency trading, HFT, quote stuffing, market regulation, volume, risk, latency arbitrage, microstructure

5.

Evolution of Volatility, Trade Price Location, Correlations, and Speed of Trading in the Limit Order Book

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 53 Posted: 22 Aug 2011 Last Revised: 20 Feb 2012
University of Memphis - Fogelman College of Business and Economics, University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 274 (120,901)

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Limit order book, Liquidity, Volatility

6.

A Global Investigation of Dividend Yields: Shareholder Demand, Agency Problems, and Market Quality

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 31 Posted: 19 Sep 2011 Last Revised: 28 Jan 2012
Pawan Jain and Quentin C Chu
University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Finance
Downloads 243 (136,731)

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dividends, investor demand, market quality, agency cost

7.

Reits and Market Microstructure: A Comprehensive Analysis of Market Quality

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 47 Posted: 07 Sep 2012 Last Revised: 10 Feb 2017
University of Wyoming - College of Business - Department of Economics and Finance, University of Memphis and University of Memphis - Finance
Downloads 203 (162,396)
Citation 2

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REIT, Market Microstructure, Liquidity, Volatility, Financial Crisis

8.

Machines, Memory and the Markov Property in Stock Returns: Deus Ex Machina?

Number of pages: 29 Posted: 05 May 2017
Aydin Cecen, Pawan Jain and Linlan Xiao
Central Michigan University, University of Wyoming - College of Business - Department of Economics and Finance and Central Michigan University
Downloads 150 (211,689)

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Markov Property, Short Memory, High Frequency Trading, Entropy

9.

True Returns: Adjusting Stock Prices for Cash Dividends and Stock Splits

Advances in Financial Education, Volume 17, No. 1, 2019
Number of pages: 18 Posted: 06 Apr 2019
James Felton and Pawan Jain
Central Michigan University - Department of Finance and Law and University of Wyoming - College of Business - Department of Economics and Finance
Downloads 142 (222,506)

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adjusted close, historical price, stock split, cash dividend, split-adjusted

10.

REIT Valuation: A Global Perspective

Number of pages: 39 Posted: 15 Jul 2017
Pawan Jain
University of Wyoming - College of Business - Department of Economics and Finance
Downloads 139 (225,101)

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Global REITs, REIT regulation, Dividend, Taxes

11.

J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis

Number of pages: 34 Posted: 24 May 2017
Pawan Jain
University of Wyoming - College of Business - Department of Economics and Finance
Downloads 137 (227,663)

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High Frequency Trading, J-REITs, Liquidity, Volatility, Intra-Day, GARCH, Arrowhead, Financial Crisis, Tokyo Stock Exchange

12.

Dividend Clienteles: A Global Investigation

Review of Quantitative Finance and Accounting, Vol. 42, No. 3, 2014
Number of pages: 44 Posted: 06 Dec 2016
Pawan Jain and Quentin C Chu
University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Finance
Downloads 133 (233,133)

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Dividend, International, Clientele, Agency costs, Market quality

13.

Global Investigation of Return Autocorrelation and Its Determinants

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 45 Posted: 05 May 2017
Pawan Jain and Wenjun Xue
University of Wyoming - College of Business - Department of Economics and Finance and Florida International University (FIU) - Department of Economics
Downloads 76 (339,295)

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Return Autocorrelation, Global Stock Markets, Quantile Autoregression Model, Legal Environment, Investor Psychology, Hofstede's Cultural Dimensions

14.

Freedom of Choice and Liquidity Co-movement

Number of pages: 53 Posted: 30 Nov 2017 Last Revised: 20 Apr 2020
University of Wyoming - College of Business - Department of Economics and Finance, St. John Fisher College, University of Memphis - Finance and University of Memphis
Downloads 33 (488,818)

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Freedom of choice, investor autonomy, liquidity co-movement, systematic liquidity risk

15.

The Role of Target Termination Fees in REIT Mergers

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 50 Posted: 12 Dec 2019 Last Revised: 06 Feb 2020
Sridhar Gogineni and Pawan Jain
The University of Tampa - John H. Sykes College of Business and University of Wyoming - College of Business - Department of Economics and Finance
Downloads 12 (614,617)

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Termination Fees, REIT, Contracting, Mergers