Travis Box

Clemson University

101 Sikes Ave

Clemson, SC 29634

United States

SCHOLARLY PAPERS

7

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Top 38,291

in Total Papers Downloads

1,261

SSRN CITATIONS
Rank 45,005

SSRN RANKINGS

Top 45,005

in Total Papers Citations

10

CROSSREF CITATIONS

3

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
Clemson University
Downloads 371 (86,615)
Citation 3

Abstract:

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Comovement, Dynamic Panel Estimation, Textual Analysis, Correlation

2.

Intraday Arbitrage Between ETFs and their Underlying Portfolios

Number of pages: 73 Posted: 30 Jan 2019 Last Revised: 15 Feb 2020
Clemson University, University of Alabama at Birmingham, University of Virginia - Darden School of Business and University of Arkansas - Sam M. Walton College of Business
Downloads 282 (117,712)
Citation 2

Abstract:

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

3.

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
Clemson University, University of Alabama at Birmingham and University of Mississippi - School of Business Administration
Downloads 268 (123,635)
Citation 1

Abstract:

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

4.

Operating Performance and Aggressive Trade Credit Policies

Number of pages: 51 Posted: 14 Apr 2016 Last Revised: 07 Jan 2018
Clemson University, University of Alabama at Birmingham, Arkansas State University and University of South Alabama
Downloads 150 (211,657)
Citation 3

Abstract:

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Trade credit; Supplier financing; Working capital; Operating performance

5.

The Dynamics of ETF Fees

Travis Box, Ryan Davis & Kathleen Fuller (2020) The Dynamics of ETF Fees, Financial Analysts Journal, 76: 1, 11-18
Number of pages: 17 Posted: 10 Feb 2019 Last Revised: 27 Jan 2020
Travis Box, Ryan Davis and Kathleen P. Fuller
Clemson University, University of Alabama at Birmingham and University of Mississippi - School of Business Administration
Downloads 67 (363,679)
Citation 2

Abstract:

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ETFs, Fund Sponsors, Management Fees, Expense Ratios

6.

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
Clemson University and Utah State University
Downloads 64 (372,298)
Citation 1

Abstract:

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Price clustering, Limit orders, Information asymmetry, Cognitive processing

7.

Information Driven Stock Price Comovement

Number of pages: 53 Posted: 02 Aug 2018
Travis Box and Danjue Shang
Clemson University and Utah State University - Department of Economics and Finance
Downloads 59 (387,808)
Citation 1

Abstract:

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Comovement, Information Consumption, Textual Analysis, Correlation