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 22,909

in Total Papers Downloads

2,268

SSRN CITATIONS
Rank 30,674

SSRN RANKINGS

Top 30,674

in Total Papers Citations

13

CROSSREF CITATIONS

11

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 1,622 (11,361)
Citation 3

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 337 (96,506)
Citation 18

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 309 (106,183)
Citation 9

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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