Author Page for John J. Shim

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 2,202 (14,989)

Citation 133

Abstract:

2.

Who Clears the Market When Passive Investors Trade?

Number of pages: 98 Posted: 15 Apr 2024

Marco Sammon and John J. Shim

Harvard Business School and University of Notre Dame - Mendoza College of Business

Downloads 1,783 (20,966)

Abstract:

3.

Index Rebalancing and Stock Market Composition: Do Index Funds Incur Adverse Selection Costs?

Number of pages: 55 Posted: 09 Jan 2025 Last Revised: 16 Feb 2025

Marco Sammon and John J. Shim

Harvard Business School and University of Notre Dame - Mendoza College of Business

Downloads 1,364 (31,403)

Abstract:

4.

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 1,129 (41,430)

Citation 1

Abstract:

5.

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 630 (90,962)

Abstract:

6.

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 563 (105,286)

Citation 3

Abstract:

7.

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

Downloads 451 (137,565)

Citation 3

2

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 383 (164,210)

Citation 3

Abstract:

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 68 (726,809)

Abstract:

8.

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 55 (796,213)

Abstract:

9.

Do Fast Electronic Markets Improve Execution If You Cannot Identify Yourself?

Number of pages: 69 Posted: 07 Oct 2024

John J. Shim and Yenan Wang

University of Notre Dame - Mendoza College of Business and University of Amsterdam

Downloads 35 (966,992)

John J. Shim

University of Notre Dame - Mendoza College of Business

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Scholarly Papers (9)

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

Abstract:

Who Clears the Market When Passive Investors Trade?

Abstract:

Index Rebalancing and Stock Market Composition: Do Index Funds Incur Adverse Selection Costs?

Abstract:

Arbitrage Comovement

Abstract:

Do Active Funds Do Better in What They Trade?

Abstract:

ETFs, Illiquid Assets, and Fire Sales

Abstract:

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

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

Abstract:

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

Abstract:

Do Electronic Markets Improve Execution If You Cannot Identify Yourself?

Abstract:

Do Fast Electronic Markets Improve Execution If You Cannot Identify Yourself?

Abstract: