Travis Box

University of Mississippi - Department of Finance

Oxford, MS 38677

United States

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

1.

Qualitative Similarity and Stock Price Comovement

Number of pages: 66 Posted: 04 Sep 2012 Last Revised: 08 Aug 2017
Travis Box
University of Mississippi - Department of Finance
Downloads 356 (83,400)
Citation 1

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Comovement, Dynamic Panel Estimation, Textual Analysis, Correlation

2.

ETF Competition and Market Quality

Number of pages: 57 Posted: 25 Jan 2016 Last Revised: 09 Aug 2017
Travis Box, Ryan Davis and Kathleen P. Fuller
University of Mississippi - Department of Finance, University of Alabama at Birmingham and University of Mississippi - School of Business Administration
Downloads 251 (121,777)

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ETFs, management fees, fund flows, market quality, liquidity

3.

Operating Performance and Aggressive Trade Credit Policies

Number of pages: 51 Posted: 14 Apr 2016 Last Revised: 07 Jan 2018
University of Mississippi - Department of Finance, University of Alabama at Birmingham, Arkansas State University and University of South Alabama
Downloads 145 (201,133)
Citation 1

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Trade credit; Supplier financing; Working capital; Operating performance

4.

Intraday Arbitrage Between ETFs and their Underlying Portfolios

Number of pages: 73 Posted: 30 Jan 2019
University of Mississippi - Department of Finance, University of Alabama at Birmingham, University of Virginia - Darden School of Business and University of Mississippi - Department of Finance
Downloads 134 (214,407)

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Exchange traded funds (ETFs), limits to arbitrage, liquidity

5.

Price Clustering Asymmetries in Limit Order Flows

Number of pages: 36 Posted: 03 Jun 2015 Last Revised: 05 Nov 2015
Travis Box and Todd Griffith
University of Mississippi - Department of Finance and Utah State University
Downloads 60 (357,040)
Citation 1

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Price clustering, Limit orders, Information asymmetry, Cognitive processing

6.

Information Driven Stock Price Comovement

Number of pages: 53 Posted: 02 Aug 2018
Travis Box and Danjue Shang
University of Mississippi - Department of Finance and Utah State University - Department of Economics and Finance
Downloads 48 (395,582)

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Comovement, Information Consumption, Textual Analysis, Correlation

7.

The ETF 'Fee War'

Number of pages: 29 Posted: 10 Feb 2019
Travis Box, Ryan Davis and Kathleen P. Fuller
University of Mississippi - Department of Finance, University of Alabama at Birmingham and University of Mississippi - School of Business Administration
Downloads 27 (483,135)
Citation 1

Abstract:

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ETFs, Fund Sponsors, Management Fees, Expense Ratios