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Adam D. Clark-Joseph

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL Champaign 61820

United States

  • University of Illinois at Urbana-Champaign

SCHOLARLY PAPERS

2

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2,189

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164

Scholarly Papers (2)

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1.

Sparse Signals in the Cross-Section of Returns

Downloads 1,583 (29,083)
Citation 139

Sparse Signals in the Cross-Section of Returns

Number of pages: 50 Posted: 16 May 2015 Last Revised: 17 Feb 2017
Alex Chinco, Adam D. Clark-Joseph and Mao Ye
Michigan State University - Eli Broad College of Business, University of Illinois at Urbana-Champaign and Cornell University
Downloads 1,357 (35,888)
Citation 2

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Return Predictability, Out-of-Sample Fit, Sparsity, The LASSO

Sparse Signals in the Cross-Section of Returns

NBER Working Paper No. w23933
Number of pages: 55 Posted: 16 Oct 2017 Last Revised: 25 May 2023
Alex Chinco, Adam D. Clark-Joseph and Mao Ye
Michigan State University - Eli Broad College of Business, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 226 (338,459)
Citation 137

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2.

Designated Market Makers Still Matter: Evidence from Two Natural Experiments

Downloads 606 (110,789)
Citation 25

Designated Market Makers Still Matter: Evidence from Two Natural Experiments

Journal of Financial Economics (JFE), Forthcoming, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 04 Jun 2016 Last Revised: 16 Nov 2016
Adam D. Clark-Joseph, Mao Ye and Chao Zi
University of Illinois at Urbana-Champaign, Cornell University and University of Illinois at Urbana-Champaign
Downloads 359 (205,516)
Citation 2

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Designated Market Makers, Liquidity, High-Frequency Trading

Designated Market Makers Still Matter: Evidence from Two Natural Experiments

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 36 Posted: 01 Aug 2016 Last Revised: 20 Oct 2016
Adam D. Clark-Joseph, Mao Ye and Chao Zi
University of Illinois at Urbana-Champaign, Cornell University and University of Illinois at Urbana-Champaign
Downloads 247 (306,315)
Citation 23

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Market Makers, HFTs, Liquidity, Obligations, Trading halt