Pawan Jain

West Virginia University

PO Box 6025

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 15,155

SSRN RANKINGS

Top 15,155

in Total Papers Downloads

5,574

SSRN CITATIONS
Rank 43,175

SSRN RANKINGS

Top 43,175

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (21)

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, West Virginia University and University of Memphis - Fogelman College of Business and Economics
Downloads 930 (42,489)
Citation 1

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

2.

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

Advances in Financial Education, Volume 17 (Summer), 2019, 192-205.
Number of pages: 18 Posted: 06 Apr 2019 Last Revised: 27 Jul 2020
James Felton and Pawan Jain
Central Michigan University - Department of Finance and Law and West Virginia University
Downloads 746 (57,353)

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

3.

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, West Virginia University and University of Memphis - Fogelman College of Business and Economics
Downloads 688 (63,838)
Citation 3

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

4.

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
West Virginia University, Fudan University and St. John Fisher College
Downloads 525 (89,698)
Citation 1

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

5.

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
West Virginia University and Econometric Solutions
Downloads 456 (106,349)
Citation 2

Abstract:

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

6.

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, West Virginia University and University of Memphis - Fogelman College of Business and Economics
Downloads 326 (155,190)

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Limit order book, Liquidity, Volatility

7.

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
West Virginia University and University of Memphis - Finance
Downloads 263 (193,877)

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dividends, investor demand, market quality, agency cost

8.

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
West Virginia University, University of Memphis and University of Memphis - Finance
Downloads 238 (213,767)
Citation 2

Abstract:

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REIT, Market Microstructure, Liquidity, Volatility, Financial Crisis

9.

REIT Valuation: A Global Perspective

Number of pages: 39 Posted: 15 Jul 2017
Pawan Jain
West Virginia University
Downloads 221 (229,600)

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Global REITs, REIT regulation, Dividend, Taxes

10.

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

Number of pages: 34 Posted: 24 May 2017
Pawan Jain
West Virginia University
Downloads 219 (231,603)

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

11.

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, West Virginia University and Central Michigan University
Downloads 183 (272,623)

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Markov Property, Short Memory, High Frequency Trading, Entropy

12.

Robo-Advisory: An Exploratory Analysis

Number of pages: 35 Posted: 06 Dec 2021
Vishaal Baulkaran and Pawan Jain
University of Lethbridge - Dhillon School of Business and West Virginia University
Downloads 181 (275,169)

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Robo-advisory, FinTech, Systematic Investment Plans, Lump Sum Investments

13.

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
West Virginia University and University of Memphis - Finance
Downloads 135 (351,013)

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Dividend, International, Clientele, Agency costs, Market quality

14.

Safety First! Overconfident CEOS and Reduced Workplace Accidents

UNSW Business School Research Paper Forthcoming
Number of pages: 68 Posted: 26 Jul 2022 Last Revised: 01 May 2023
Stevens Institute of Technology, University of New South Wales (UNSW)UNSW Business School, West Virginia University and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 112 (402,992)

Abstract:

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Accidents, CEO Overconfidence

15.

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
West Virginia University and Florida International University (FIU) - Department of Economics
Downloads 95 (451,735)

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

16.

Freedom of Choice and Liquidity Co-movement

Number of pages: 53 Posted: 30 Nov 2017 Last Revised: 21 Jun 2023
West Virginia University, St. John Fisher College, University of Memphis - Finance and University of Memphis
Downloads 75 (521,111)

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

17.

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 West Virginia University
Downloads 59 (590,731)

Abstract:

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Termination Fees, REIT, Contracting, Mergers

18.

Hedging Executive Compensation Risk and the Investment Decision

Number of pages: 44 Posted: 27 Apr 2022
Ahmed Elnahas and Pawan Jain
The University of Texas Rio Grande Valley and West Virginia University
Downloads 50 (637,475)

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CEO hedging, Mergers and Acquisitions, Risk Aversion, Firm Value

19.

REIT Regulations and Valuation: A Global Perspective

Number of pages: 37 Posted: 23 Dec 2022
The University of Tampa - John H. Sykes College of Business, West Virginia University and Florida International University (FIU)
Downloads 40 (697,357)

Abstract:

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REITS, corporate governance, dividends, Valuation

20.

CDS, CEO Compensation, and Firm Value

Finance Research Letters, Forthcoming
Number of pages: 21 Posted: 14 Sep 2021
Abu S. Amin, Pawan Jain and Arun Upadhyay
Central Michigan University, West Virginia University and Florida International University
Downloads 32 (753,064)

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Credit Default Swaps, Compensation, Valuation

21.

High frequency trading and stock index returns: A nonlinear dynamic analysis

Communications in Nonlinear Science and Numerical Simulation 2021
Posted: 17 Mar 2021
Aydin Cecen, Pawan Jain and Linlan Xiao
Central Michigan University, West Virginia University and Central Michigan University

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Heavy-tails, High frequency trading, Markov property, Multi scale entropy