Brian Roseman

Oklahoma State University

Assistant Professor of Finance

Stillwater, OK 74078

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 38,522

SSRN RANKINGS

Top 38,522

in Total Papers Downloads

1,140

SSRN CITATIONS
Rank 45,247

SSRN RANKINGS

Top 45,247

in Total Papers Citations

5

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

Making Cents of Tick Sizes: An Investigation of the 2016 U.S. SEC Tick Size Pilot on Limit Order Book Liquidity

Journal of Banking and Finance, Vol. 101, 2019
Number of pages: 53 Posted: 22 Dec 2016 Last Revised: 02 Jun 2019
Todd Griffith and Brian Roseman
Utah State University and Oklahoma State University
Downloads 311 (98,554)
Citation 4

Abstract:

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SEC Tick Size Pilot, Limit Order Book, Quotes, Tick Sizes, Pennies, NASDAQ, ITCH, Resilience, CRT

2.

Secondary Market Trading and the Cost of New Debt Issuance

Number of pages: 56 Posted: 20 Apr 2017 Last Revised: 28 Mar 2018
Ryan Davis, David A. Maslar and Brian Roseman
University of Alabama at Birmingham, University of Tennessee, Knoxville - Department of Finance and Oklahoma State University
Downloads 176 (173,200)
Citation 1

Abstract:

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cost of debt, corporate bonds, illiquidity

3.

Odd-Lot Trading in U.S. Equities

Quarterly Review of Economics and Finance, Vol. 69, 2018
Number of pages: 29 Posted: 28 Aug 2015 Last Revised: 14 Dec 2018
Oklahoma State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 126 (228,228)
Citation 2

Abstract:

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odd-lot trading, exchanges

4.

1-Share Orders and Trades

Journal of Banking and Finance, Vol. 75, 2017
Number of pages: 32 Posted: 12 Oct 2014 Last Revised: 26 Apr 2018
University of Alabama at Birmingham, Oklahoma State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 122 (233,841)

Abstract:

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One Share trades; One Share orders; trades; orders; NASDAQ

5.

Odd Lot Order Aggressiveness and Stealth Trading

Journal of Financial Research, Vol. 40, No. 2, 2017
Number of pages: 42 Posted: 10 Mar 2016 Last Revised: 26 Apr 2018
Hardy Johnson and Brian Roseman
Kansas State University and Oklahoma State University
Downloads 106 (258,703)
Citation 1

Abstract:

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Odd lot orders, aggressive orders, stealth trading

6.

Clearly Erroneous Executions

Journal of Financial Markets, Vol. #34, 2017
Number of pages: 31 Posted: 30 Oct 2014 Last Revised: 13 Dec 2018
Stephen Jurich, David A. Maslar and Brian Roseman
Dalton State College, University of Tennessee, Knoxville - Department of Finance and Oklahoma State University
Downloads 92 (284,241)
Citation 1

Abstract:

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clearly erroneous executions, clearly erroneous trades, CEE, broken trades, cancelled trades, busted trades

7.

Market Information and Price Clustering: Evidence from SEC Rule 201

Journal of Financial Services Research, Vol. 54, No. 3, 2018
Number of pages: 33 Posted: 09 Jan 2015 Last Revised: 14 Dec 2018
Ryan Davis, Stephen Jurich, Brian Roseman and Ethan Watson
University of Alabama at Birmingham, Dalton State College, Oklahoma State University and University of North Carolina (UNC) at Wilmington
Downloads 91 (286,288)
Citation 2

Abstract:

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Price clustering, orders, short selling

8.

The Reaction of European Credit Default Swap Spreads to the U.S. Credit Rating Downgrade

International Review of Economics & Finance, Vol. 34, 2014
Number of pages: 28 Posted: 17 May 2013 Last Revised: 26 Apr 2018
Benjamin M. Blau and Brian Roseman
Utah State University - Huntsman School of Business and Oklahoma State University
Downloads 87 (294,485)

Abstract:

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Credit Default Swaps, Sovereign Credit Ratings

9.

Passive Informed Trading Around Earnings Announcements

Number of pages: 47 Posted: 17 Nov 2018
Brian Roseman and James Upson
Oklahoma State University and University of Texas at El Paso
Downloads 29 (479,773)

Abstract:

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Informed Trading, Limit Order Book, Earnings Announcements

Other Papers (1)

Total Downloads: 0
1.

Passive Informed Trading Around Earnings Announcements

Number of pages: 47 Posted: 18 Dec 2018
James Upson and Brian Roseman
University of Texas at El Paso and Oklahoma State University
Downloads 0

Abstract:

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Informed Trading, Limit Order Book, Earnings Announcements