Jay F. Coughenour

University of Delaware - Department of Finance

Assistant Professor of Finance

Alfred Lerner College of Business and Economics

Newark, DE 19716

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 26,701

in Total Papers Downloads

2,347

SSRN CITATIONS
Rank 34,361

SSRN RANKINGS

Top 34,361

in Total Papers Citations

13

CROSSREF CITATIONS

11

Scholarly Papers (7)

1.

Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis

Number of pages: 28 Posted: 07 Nov 1996
W.P. Carey School of Business, University of Delaware - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and Wayne State University
Downloads 1,674 (13,100)
Citation 4

Abstract:

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2.

Specialist Profits and the Minimum Price Increment

Number of pages: 46 Posted: 30 Apr 2004
Jay F. Coughenour and Lawrence Harris
University of Delaware - Department of Finance and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 355 (106,730)
Citation 1

Abstract:

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NYSE Specialists, Decimalization, Trading Profits, Spectral Analysis

3.

Limited Attention and the Allocation of Effort in Securities Trading

Number of pages: 50 Posted: 05 Jun 2005 Last Revised: 07 Jul 2008
Shane A. Corwin and Jay F. Coughenour
University of Notre Dame - Mendoza College of Business and University of Delaware - Department of Finance
Downloads 318 (120,509)
Citation 11

Abstract:

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Limited Attention, Microstructure, Specialists, Transaction Costs

4.

Liquidity Provision and the Organizational Form of NYSE Specialist Firms

Journal of Finance, Vol. 57, pp. 841-869, 2002
Posted: 28 Dec 2003
Jay F. Coughenour and Daniel Deli
University of Delaware - Department of Finance and Securities and Exchange Commission (SEC)

Abstract:

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5.

Symposium on Market Microstructure: A Review of Empirical Research

Posted: 17 Nov 1999
Jay F. Coughenour and Kuldeep Shastri
University of Delaware - Department of Finance and University of Pittsburgh - Finance Group

Abstract:

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6.

Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure

Posted: 06 Sep 1999
W.P. Carey School of Business, University of Delaware - Department of Finance, Wayne State University and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

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7.

On the Organizational Form of NYSE Specialist Firms

Posted: 07 May 1998
Jay F. Coughenour and Daniel Deli
University of Delaware - Department of Finance and Securities and Exchange Commission (SEC)

Abstract:

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