Yashar H. Barardehi

Chapman University - The George L. Argyros School of Business & Economics

333 N. Glassell

Orange, CA 92866

United States

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

U.S. Securities and Exchange Commission

  • Chapman University - The George L. Argyros School of Business & Economics

  • U.S. Securities and Exchange Commission

SCHOLARLY PAPERS

12

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3,933

SSRN CITATIONS
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SSRN RANKINGS

Top 41,133

in Total Papers Citations

12

CROSSREF CITATIONS

5

Scholarly Papers (12)

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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 School of Business & Economics, Boston College - Department of Finance and Michigan State University - Department of Finance
Downloads 1,091 (31,469)

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Momentum, Reversal, Intraday, Overnight, Underreaction

2.

Internalized Retail Order Imbalances and Institutional Liquidity Demand

Number of pages: 72 Posted: 18 Nov 2021 Last Revised: 02 Jan 2023
Yashar H. Barardehi, Dan Bernhardt, Zhi Da and Mitch Warachka
Chapman University - The George L. Argyros School of Business & 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 School of Business & Economics
Downloads 502 (88,279)

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

3.

Trade-Time Measures of Liquidity

The Review of Financial Studies (32)1, 126-179
Number of pages: 67 Posted: 20 Mar 2016 Last Revised: 18 Dec 2020
Yashar H. Barardehi, Dan Bernhardt and Ryan J. Davies
Chapman University - The George L. Argyros School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics and Babson College - Finance Division
Downloads 436 (104,066)
Citation 3

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Liquidity, Trading costs, Trade time, Liquidity premium

4.

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: 12 Jul 2021
Yashar H. Barardehi, Dan Bernhardt, Thomas Ruchti and Marc Weidenmier
Chapman University - The George L. Argyros School of Business & 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 431 (105,480)
Citation 3

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

5.

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 School of Business & Economics, Chapman University - The George L. Argyros School of Business & Economics, Office of the Comptroller of the Currency and Government of the United States of America - Office of Financial Research
Downloads 386 (119,754)
Citation 4

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

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 School of Business & Economics and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 304 (155,209)
Citation 3

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

7.

Uncovering the Liquidity Premium in Stock Returns Using Retail Liquidity Provision

Number of pages: 101 Posted: 28 Mar 2022 Last Revised: 23 Mar 2023
Yashar H. Barardehi, Dan Bernhardt, Zhi Da and Mitch Warachka
Chapman University - The George L. Argyros School of Business & 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 School of Business & Economics
Downloads 174 (272,492)

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

8.

The Information in Industry-Neutral Self-Financed Trades

Number of pages: 63 Posted: 04 May 2020 Last Revised: 22 Jun 2022
Yashar H. Barardehi, Zhi Da and Mitch Warachka
Chapman University - The George L. Argyros School of Business & Economics, University of Notre Dame - Mendoza College of Business and Chapman University - The George L. Argyros School of Business & Economics
Downloads 160 (283,818)

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

9.

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 School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics and Government of the United States of America - Office of Financial Research
Downloads 136 (323,621)
Citation 1

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microstructure, invariance, speculative arbitrage, trade time, volatility

10.

The Dynamics of Intraday Trade-time Outcomes

Number of pages: 49 Posted: 29 Sep 2016 Last Revised: 25 Jun 2018
Yashar H. Barardehi and Dan Bernhardt
Chapman University - The George L. Argyros School of Business & Economics and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 132 (331,055)

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Trading Activity, Volatilty, Trade time, Time-of-Day Pattern, Liquidity

11.

Trading Costs and Priced Illiquidity in High Frequency Trading Markets

Number of pages: 56 Posted: 09 Jun 2015
Yashar H. Barardehi, Dan Bernhardt and Ryan J. Davies
Chapman University - The George L. Argyros School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics and Babson College - Finance Division
Downloads 116 (363,987)

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liquidity, bid-ask spreads, Amihud, trading costs

12.

When Does the Tick Size Help or Harm Market Quality? Evidence from the Tick Size Pilot

Number of pages: 57 Posted: 23 Dec 2022 Last Revised: 30 Jan 2023
Yashar H. Barardehi, Peter Dixon, Qiyu Liu and Ariel Lohr
Chapman University - The George L. Argyros School of Business & Economics, U.S. Securities and Exchange Commission, U.S. Securities and Exchange Commission and Arizona State University (ASU) - Finance Department
Downloads 65 (519,110)

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Tick Size, Market Quality, Price Efficiency, Tick Size Pilot, Liquidity, Minimum Pricing Increment, Undercutting, Pennying