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/

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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 14,537

SSRN RANKINGS

Top 14,537

in Total Papers Downloads

7,171

TOTAL CITATIONS
Rank 29,000

SSRN RANKINGS

Top 29,000

in Total Papers Citations

39

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

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

Number of pages: 71 Posted: 29 Apr 2022 Last Revised: 27 Sep 2024
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 University of Illinois at Urbana-Champaign - Department of Finance
Downloads 2,329 (13,685)
Citation 2

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 942 (53,349)
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 623 (92,116)
Citation 19

Abstract:

Loading...

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

4.

Are Short Selling Restrictions Effective?

OFR 23-08
Number of pages: 64 Posted: 19 Mar 2019 Last Revised: 08 Oct 2024
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 593 (98,020)
Citation 5

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 531 (112,680)
Citation 3

Abstract:

Loading...

Liquidity, Trading costs, Trade time, Liquidity premium

6.

Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns

Number of pages: 101 Posted: 28 Mar 2022 Last Revised: 02 Jan 2025
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 444 (139,925)
Citation 2

Abstract:

Loading...

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

7.

Revisiting the U-Shaped Patterns in Volatility and Price Impacts: Novel Results Using Trade-Time Estimates

Number of pages: 49 Posted: 10 Jul 2018 Last Revised: 12 Dec 2024
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 388 (163,173)
Citation 3

Abstract:

Loading...

trading activity, trade time, calendar time, volatility, Kyle's lambda, liquidity provision

8.

Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets

Number of pages: 72 Posted: 02 Feb 2024 Last Revised: 09 Dec 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 384 (165,066)

Abstract:

Loading...

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

9.

You can Only Lend What you Own: Inferring Daily Institutional Trading from Security Lending Supply

Number of pages: 50 Posted: 25 Nov 2024 Last Revised: 13 Mar 2025
Yashar H. Barardehi, Zhi Da, Peter Dixon and Junbo L. Wang
Chapman University - The George L. Argyros College of Business and Economics, University of Notre Dame - Mendoza College of Business, U.S. Securities and Exchange Commission and Louisiana State University, Baton Rouge
Downloads 289 (224,548)

Abstract:

Loading...

Institutional Trading, Security Lending, Lendable Equity, Proxy, Machine Learning

10.

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: 15 Dec 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 275 (236,383)

Abstract:

Loading...

Liquidity, Tick Size, Transaction Costs, Market Microstructure, Price Efficiency

11.

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 207 (312,435)

Abstract:

Loading...

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

12.

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 166 (381,446)
Citation 1

Abstract:

Loading...

microstructure, invariance, speculative arbitrage, trade time, volatility