John J. Shim

University of Notre Dame - Mendoza College of Business

P.O. Box 399

Notre Dame, IN 46556-0399

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 24,981

in Total Papers Downloads

3,829

SSRN CITATIONS
Rank 7,330

SSRN RANKINGS

Top 7,330

in Total Papers Citations

204

CROSSREF CITATIONS

29

Scholarly Papers (7)

1.

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response

Chicago Booth Research Paper No. 14-03
Number of pages: 85 Posted: 30 Jan 2014 Last Revised: 02 Mar 2018
Eric B. Budish, Peter Cramton and John J. Shim
University of Chicago - Booth School of Business, University of Maryland - Department of Economics and University of Notre Dame - Mendoza College of Business
Downloads 1,868 (16,836)
Citation 133

Abstract:

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2.

Arbitrage Comovement

Number of pages: 67 Posted: 12 Dec 2018 Last Revised: 16 May 2022
John J. Shim
University of Notre Dame - Mendoza College of Business
Downloads 896 (49,560)
Citation 2

Abstract:

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Comovement, Empirical Asset Pricing, Arbitrage, ETFs, Algorithmic Trading

A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-72, Chicago Booth: George J. Stigler Center for the Study of the Economy & the State Working Paper No. 46, Chicago Booth Research Paper No. 20-19, Initiative on Global Markets Paper No. 183
Number of pages: 61 Posted: 05 Jun 2019 Last Revised: 23 Jul 2020
Eric B. Budish, Robin S. Lee and John J. Shim
University of Chicago - Booth School of Business, Harvard University - Department of Economics and University of Notre Dame - Mendoza College of Business
Downloads 346 (159,265)
Citation 3

Abstract:

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market design, innovation, financial exchanges, industrial organization, platform markets, high-frequency trading

A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

NBER Working Paper No. w25855
Number of pages: 32 Posted: 22 May 2019 Last Revised: 23 Feb 2023
Eric B. Budish, Robin S. Lee and John J. Shim
University of Chicago - Booth School of Business, Harvard University - Department of Economics and University of Notre Dame - Mendoza College of Business
Downloads 55 (690,671)

Abstract:

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4.

Do Active Funds Do Better in What They Trade?

Number of pages: 85 Posted: 29 Nov 2023 Last Revised: 07 Dec 2023
Marco Sammon and John J. Shim
Harvard Business School and University of Notre Dame - Mendoza College of Business
Downloads 298 (190,131)

Abstract:

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Mutual Funds, Active Management

5.

ETFs, Illiquid Assets, and Fire Sales

Number of pages: 84 Posted: 16 Jul 2021 Last Revised: 27 Nov 2023
John J. Shim and Karamfil Todorov
University of Notre Dame - Mendoza College of Business and Bank for International Settlements
Downloads 240 (235,841)
Citation 3

Abstract:

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ETFs, bonds, fire sales, liquidity, COVID

6.

Who Clears the Market When Passive Investors Trade?

Number of pages: 81 Posted: 15 Apr 2024
Marco Sammon and John J. Shim
Harvard Business School and University of Notre Dame - Mendoza College of Business
Downloads 93 (521,729)

Abstract:

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Market Clearing, Mutual Funds, ETFs, Passive Ownership, Active Management, Institutional Investors

7.

Do Electronic Markets Improve Execution If You Cannot Identify Yourself?

Number of pages: 72 Posted: 18 Mar 2021 Last Revised: 22 Feb 2023
John J. Shim and Yenan Wang
University of Notre Dame - Mendoza College of Business and Amsterdam Business School, University of Amsterdam
Downloads 33 (826,533)

Abstract:

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Commitment Power, Optimal Execution, Trading Frequency