Pawan Jain

West Virginia University

PO Box 6025

Morgantown, WV 26506

United States

  • West Virginia University

SCHOLARLY PAPERS

20

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Top 15,155

in Total Papers Downloads

4,673

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (20)

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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
Pankaj K. Jain, Pawan Jain and Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics, West Virginia University and University of Memphis - Fogelman College of Business and Economics
Downloads 869 (38,757)
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
Pankaj K. Jain, Pawan Jain and Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics, West Virginia University and University of Memphis - Fogelman College of Business and Economics
Downloads 611 (61,645)
Citation 3

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

3.

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 542 (71,682)

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

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
Pawan Jain, Christine X. Jiang and Mohamed A. Mekhaimer
West Virginia University, Fudan University and St. John Fisher College
Downloads 505 (78,233)
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 430 (94,643)
Citation 1

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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
Pankaj K. Jain, Pawan Jain and Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics, West Virginia University and University of Memphis - Fogelman College of Business and Economics
Downloads 286 (148,193)

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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 248 (170,789)

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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
Pawan Jain, Mark Sunderman and Karen Westby-Gibson
West Virginia University, University of Memphis and University of Memphis - Finance
Downloads 218 (193,181)
Citation 2

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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 183 (230,547)

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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 180 (229,433)

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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 161 (252,138)

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Markov Property, Short Memory, High Frequency Trading, Entropy

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
West Virginia University and University of Memphis - Finance
Downloads 135 (290,164)

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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
West Virginia University and Florida International University (FIU) - Department of Economics
Downloads 83 (402,230)

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

14.

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 82 (405,174)

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

15.

Freedom of Choice and Liquidity Co-movement

Number of pages: 53 Posted: 30 Nov 2017 Last Revised: 20 Apr 2020
Pawan Jain, Mohamed A. Mekhaimer, Ronald W. Spahr and Mark Sunderman
West Virginia University, St. John Fisher College, University of Memphis - Finance and University of Memphis
Downloads 52 (510,339)

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

16.

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 31 (616,511)

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Termination Fees, REIT, Contracting, Mergers

17.

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 26 (649,186)

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

18.

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 20 (693,196)

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Credit Default Swaps, Compensation, Valuation

19.

Safety First! Overconfident CEOS and Reduced Workplace Accidents

Number of pages: 63
Suman Banerjee, Mark Humphery-Jenner, Mark Humphery-Jenner, Pawan Jain and Vikram K. Nanda
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 11

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Accidents, CEO Overconfidence

20.

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