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

8

DOWNLOADS
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SSRN RANKINGS

Top 21,881

in Total Papers Downloads

2,226

SSRN CITATIONS
Rank 35,303

SSRN RANKINGS

Top 35,303

in Total Papers Citations

7

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.

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

Number of pages: 28 Posted: 07 Nov 1996
Arizona State University, University of Delaware - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and Wayne State University
Downloads 1,595 (10,862)
Citation 1

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 328 (93,577)
Citation 16

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 303 (102,109)
Citation 5

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

The Financial Review, Vol. 34, Iss. 4, November 1999
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
Arizona State University, 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.

Futures Price Volatility and Spot Price Stationarity: Reevaluating the Samuelson Hypothesis

Posted: 10 Oct 1998
Arizona State University, University of Delaware - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and Wayne State University

Abstract:

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8.

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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