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 14,900

SSRN RANKINGS

Top 14,900

in Total Papers Downloads

4,219

SSRN CITATIONS

5

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 831 (36,810)
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 590 (58,051)
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 503 (70,931)
Citation 1

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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 425 (86,791)
Citation 1

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

5.

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 University of Wyoming - College of Business - Department of Economics and Finance
Downloads 354 (106,991)

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

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, University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 281 (137,152)

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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
University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Finance
Downloads 247 (156,245)

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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
University of Wyoming - College of Business - Department of Economics and Finance, University of Memphis and University of Memphis - Finance
Downloads 212 (180,814)
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
University of Wyoming - College of Business - Department of Economics and Finance
Downloads 169 (221,264)

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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
University of Wyoming - College of Business - Department of Economics and Finance
Downloads 168 (222,355)

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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, University of Wyoming - College of Business - Department of Economics and Finance and Central Michigan University
Downloads 159 (232,982)

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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
University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Finance
Downloads 135 (265,862)

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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 80 (377,902)

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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 41 (518,588)

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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 24 (613,991)

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Termination Fees, REIT, Contracting, Mergers