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/

SCHOLARLY PAPERS

12

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7,171

TOTAL CITATIONS
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SSRN RANKINGS

Top 29,000

in Total Papers Citations

39

Scholarly Papers (12)

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

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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: 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

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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

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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:

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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

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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

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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

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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)

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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)

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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)

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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)

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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:

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microstructure, invariance, speculative arbitrage, trade time, volatility