Yashar H. Barardehi

Chapman University - The George L. Argyros College of Business and Economics

1 University Drive

Orange, CA 92866

United States

http://sites.google.com/site/barardehi/

U.S. Securities and Exchange Commission

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 17,419

SSRN RANKINGS

Top 17,419

in Total Papers Downloads

5,372

SSRN CITATIONS
Rank 29,633

SSRN RANKINGS

Top 29,633

in Total Papers Citations

30

CROSSREF CITATIONS

7

Scholarly Papers (11)

1.

What Drives Momentum and Reversal? Evidence from Day and Night Signals

Number of pages: 54 Posted: 29 Apr 2022 Last Revised: 06 Feb 2023
Yashar H. Barardehi, Vincent Bogousslavsky and Dmitriy Muravyev
Chapman University - The George L. Argyros College of Business and Economics, Boston College - Department of Finance and Michigan State University - Department of Finance
Downloads 1,771 (18,325)
Citation 1

Abstract:

Loading...

Momentum, Reversal, Intraday, Overnight, Underreaction

2.

Internalized Retail Order Imbalances and Institutional Liquidity Demand

Number of pages: 72 Posted: 18 Nov 2021 Last Revised: 22 Dec 2023
Yashar H. Barardehi, Dan Bernhardt, Zhi Da and Mitch Warachka
Chapman University - The George L. Argyros College of Business and Economics, University of Illinois at Urbana-Champaign - Department of Economics, University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros College of Business and Economics
Downloads 762 (61,789)
Citation 4

Abstract:

Loading...

Retail Trade, Institutional Trade, Payment for Order Flow, Internalization, Liquidity, Microstructure

3.

The Night and Day of Amihud's (2002) Liquidity Measure

The Review of Asset Pricing Studies 11 (2), 269-308
Number of pages: 57 Posted: 26 Feb 2019 Last Revised: 21 Feb 2024
Yashar H. Barardehi, Dan Bernhardt, Thomas Ruchti and Marc Weidenmier
Chapman University - The George L. Argyros College of Business and Economics, University of Illinois at Urbana-Champaign - Department of Economics, Government of the United States of America - Office of Financial Research and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 543 (95,323)
Citation 14

Abstract:

Loading...

Amihud (2002), Liquidity Premia, Overnight Returns, Non-synchronous Trading

4.

Are Short Selling Restrictions Effective?

Number of pages: 64 Posted: 19 Mar 2019 Last Revised: 02 Feb 2023
Yashar H. Barardehi, Andrew Bird, Stephen A. Karolyi and Thomas Ruchti
Chapman University - The George L. Argyros College of Business and Economics, Chapman University - The George L. Argyros College of Business and Economics, Office of the Comptroller of the Currency and Government of the United States of America - Office of Financial Research
Downloads 493 (107,141)
Citation 4

Abstract:

Loading...

short selling, uptick rule, securities regulation, Rule 201, short selling restrictions

5.

Trade-Time Measures of Liquidity

The Review of Financial Studies (32)1, 126-179
Number of pages: 67 Posted: 20 Mar 2016 Last Revised: 20 Jun 2023
Yashar H. Barardehi, Dan Bernhardt and Ryan J. Davies
Chapman University - The George L. Argyros College of Business and Economics, University of Illinois at Urbana-Champaign - Department of Economics and Babson College - Finance Division
Downloads 475 (111,959)
Citation 3

Abstract:

Loading...

Liquidity, Trading costs, Trade time, Liquidity premium

6.

Uncovering the impacts of endogenous liquidity consumption in intraday trading patterns

Number of pages: 52 Posted: 10 Jul 2018 Last Revised: 26 May 2022
Yashar H. Barardehi and Dan Bernhardt
Chapman University - The George L. Argyros College of Business and Economics and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 342 (162,793)
Citation 3

Abstract:

Loading...

trading activity, trade time, calendar time, aggregation, volatility, price impacts, liquidity

7.

Uncovering the Liquidity Premium in Stock Returns Using Sub-Penny Trade Executions

Number of pages: 80 Posted: 28 Mar 2022 Last Revised: 16 Jan 2024
Yashar H. Barardehi, Dan Bernhardt, Zhi Da and Mitch Warachka
Chapman University - The George L. Argyros College of Business and Economics, University of Illinois at Urbana-Champaign - Department of Economics, University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros College of Business and Economics
Downloads 331 (168,617)
Citation 1

Abstract:

Loading...

Cross-section of Stock Returns, Liquidity Premium, Institutional Trading Costs, Internalized Retail Trade, Order Flow Segmentation, Microstructure

8.

The Information in Industry-Neutral Self-Financed Trades

Journal of Financial & Quantitative Analysis, Forthcoming
Number of pages: 63 Posted: 04 May 2020 Last Revised: 09 May 2023
Yashar H. Barardehi, Zhi Da and Mitch Warachka
Chapman University - The George L. Argyros College of Business and Economics, University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros College of Business and Economics
Downloads 183 (301,107)

Abstract:

Loading...

Informed Trading, Self Financing, Industry Neutral, Institutional Investor Skill

9.

Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets

Number of pages: 50 Posted: 02 Feb 2024
Yashar H. Barardehi, Peter Dixon and Qiyu Liu
Chapman University - The George L. Argyros College of Business and Economics, U.S. Securities and Exchange Commission and U.S. Securities and Exchange Commission
Downloads 161 (336,685)

Abstract:

Loading...

Informed Trading, Undercutting, Asset Pricing, Liquidity, Limits to Arbitrage

10.

The Tick Size Tradeoff: Implications for Optimal Tick Sizes and Causal Inference

Number of pages: 63 Posted: 23 Dec 2022 Last Revised: 10 Jan 2024
Yashar H. Barardehi, Peter Dixon, Qiyu Liu and Ariel Lohr
Chapman University - The George L. Argyros College of Business and Economics, U.S. Securities and Exchange Commission, U.S. Securities and Exchange Commission and Arizona State University (ASU) - Finance Department
Downloads 157 (343,745)

Abstract:

Loading...

Tick size tradeoff, Market quality, Liquidity, Arbitrage, Causal inference

11.

A Test of Speculative Arbitrage: Is the Cross-section of Volatility Invariant?

Number of pages: 38 Posted: 15 Jun 2017 Last Revised: 04 Jul 2019
Yashar H. Barardehi, Dan Bernhardt and Thomas Ruchti
Chapman University - The George L. Argyros College of Business and Economics, University of Illinois at Urbana-Champaign - Department of Economics and Government of the United States of America - Office of Financial Research
Downloads 154 (349,348)
Citation 1

Abstract:

Loading...

microstructure, invariance, speculative arbitrage, trade time, volatility