John Paul Broussard

University of Oklahoma

Norman, OK 73019

United States

http://https://www.ou.edu/price/finance/faculty/john-paul-broussard

Rutgers University

Camden, NJ 08102

United States

Estonian Business School

Professor of Finance

A. Lauteri 3

Tallinn, 10114

Estonia

  • University of Oklahoma

  • Rutgers University

    • Email
    • Tel: +18562256647

  • Estonian Business School

SCHOLARLY PAPERS

8

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2,902

SSRN CITATIONS
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SSRN RANKINGS

Top 14,014

in Total Papers Citations

81

CROSSREF CITATIONS

10

Scholarly Papers (8)

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1.

Is There Price Discovery in Equity Options?

Downloads 1,260 (26,363)
Citation 40

Is There Price Discovery in Equity Options?

Number of pages: 59 Posted: 28 Sep 2010 Last Revised: 01 Sep 2012
Dmitriy Muravyev, Neil D. Pearson and John Paul Broussard
Michigan State University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Oklahoma
Downloads 920 (40,730)
Citation 2

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Price discovery, equity options, market microstructure, high frequency data, put-call parity

Is There Price Discovery in Equity Options?

Number of pages: 57 Posted: 22 Jan 2011 Last Revised: 21 Aug 2011
Dmitriy Muravyev, Neil D. Pearson and John Paul Broussard
Michigan State University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Oklahoma
Downloads 340 (141,587)
Citation 40

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Price Discovery, Equity Options, Market Microstructure, High Frequency Data, Put-Call Parity

2.

Profitability of Pairs Trading Strategy In and Illiquid Market with Multiple Share Classes

Journal of International Financial Markets, Institutions and Money, 2012, Vol. 22, No. 5, 1188-1201.
Number of pages: 26 Posted: 21 Dec 2010 Last Revised: 05 Jun 2013
John Paul Broussard, Mika Vaihekoski and Mika Vaihekoski
University of Oklahoma and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics
Downloads 665 (64,013)
Citation 2

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Pairs, Trading Strategy, Statistical Arbitrage, Short-Selling, Finland, Helsinki Stock Exchange, NASDAQ, OMXH

3.

Human Bias in Algorithmic Trading

Number of pages: 28 Posted: 08 Jan 2014
John Paul Broussard and Andrei L. Nikiforov
University of Oklahoma and Rutgers University
Downloads 456 (102,049)

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Algorithmic Trading, Microstructure, Behavioral Bias

4.

Algorithmic Trading and Market Quality

Number of pages: 35 Posted: 24 Sep 2020
John Paul Broussard, Andrei L. Nikiforov and Sergey Osmekhin
University of Oklahoma, Rutgers University and affiliation not provided to SSRN
Downloads 163 (289,667)
Citation 1

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HFT, Algorithmic Trading, Market Quality

5.

Modeling Flash Crash Behavior in a Stock Market Using Multivariate Hawkes Processes

Number of pages: 36 Posted: 25 Jul 2019 Last Revised: 29 Jun 2020
Feng Shi, John Paul Broussard and G. Geoffrey Booth
Amazon, University of Oklahoma and Michigan State University
Downloads 151 (308,822)

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Flash Crash, Hawkes Processes

6.

Time-Variation of Dual-Class Premia

Number of pages: 31 Posted: 18 Mar 2019
John Paul Broussard, Mika Vaihekoski and Mika Vaihekoski
University of Oklahoma and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics
Downloads 104 (408,230)

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dual-class shares, voting rights, liquidity risk, dividend privileges

7.

Style Migration in Europe

Number of pages: 30 Posted: 30 Jan 2013 Last Revised: 15 Nov 2013
John Paul Broussard, Jussi Mikkonen and Vesa Puttonen
University of Oklahoma, Aalto University and Aalto University - School of Business
Downloads 88 (455,422)

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Migration, style, value, growth

8.

CEO Incentives, Cash Flow, and Investment

Number of pages: 20 Posted: 06 Jan 2005
John Paul Broussard, Sheree A. Buchenroth and Eugene A. Pilotte
University of Oklahoma, affiliation not provided to SSRN and Rutgers Business School - Camden
Downloads 15 (857,312)

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