Farshid Abdi

Texas A&M University

Assistant Professor of Finance

Mays Business School | Texas A&M University

210 Olsen Boulevard

College Station, TX 77843-4218

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 39,598

SSRN RANKINGS

Top 39,598

in Total Papers Downloads

2,339

SSRN CITATIONS
Rank 22,140

SSRN RANKINGS

Top 22,140

in Total Papers Citations

55

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

Forthcoming, Review of Financial Studies, University of St. Gallen, School of Finance Research Paper 2016/04
Number of pages: 53 Posted: 02 Feb 2016 Last Revised: 30 Jul 2017
Farshid Abdi and Angelo Ranaldo
Texas A&M University and University of St. Gallen
Downloads 940 (46,162)
Citation 13

Abstract:

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Market liquidity, Transaction cost, Effective spread, TAQ data, Asset pricing

2.

Pre-FOMC Information Asymmetry

NYU Stern School of Business
Number of pages: 53 Posted: 19 Nov 2018 Last Revised: 05 Jan 2023
Farshid Abdi and Botao Wu
Texas A&M University and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 472 (112,319)

Abstract:

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Pre-FOMC Announcement Drift, Informed Trading, Resolution of Uncertainty, TRACE

3.

The President Reacts to News Channel of Government Communication

SAFE Working Paper No. 314
Number of pages: 77 Posted: 06 May 2021 Last Revised: 30 Nov 2023
Texas A&M University, Deutsche Bundesbank, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 433 (124,360)

Abstract:

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Government communication, Social media, Twitter, Machine learning, ETFs

4.

Cycles of Declines and Reversals following Overnight Market Declines

University of St.Gallen, School of Finance Research Paper No. 2018/29, NYU Stern School of Business
Number of pages: 40 Posted: 02 Dec 2018 Last Revised: 08 Feb 2019
Farshid Abdi
Texas A&M University
Downloads 328 (169,573)
Citation 1

Abstract:

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Market Liquidity, Funding Liquidity, Reversals, Effective Spread, TAQ

5.

Internet Appendix to 'A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices'

Number of pages: 21 Posted: 21 Jul 2016 Last Revised: 30 Jul 2017
Farshid Abdi and Angelo Ranaldo
Texas A&M University and University of St. Gallen
Downloads 166 (326,531)

Abstract:

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Market liquidity, Transaction cost, Effective spread, TAQ data, Asset pricing