John Paul Broussard

University of Oklahoma

Rutgers University

Camden, NJ 08102

United States

Estonian Business School

Professor of Finance

A. Lauteri 3

Tallinn, 10114

Estonia

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 25,505

SSRN RANKINGS

Top 25,505

in Total Papers Downloads

2,458

SSRN CITATIONS
Rank 18,503

SSRN RANKINGS

Top 18,503

in Total Papers Citations

48

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.
Downloads 1,148 ( 23,243)
Citation 24

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 837 (35,909)
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 311 (122,393)
Citation 25

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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 595 (57,394)
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 361 (104,532)

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Algorithmic Trading, Microstructure, Behavioral Bias

4.

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 107 (314,225)

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Flash Crash, Hawkes Processes

5.

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 89 (353,873)
Citation 1

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HFT, Algorithmic Trading, Market Quality

6.
Downloads 79 (380,216)
Citation 1

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 79 (384,090)

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Migration, style, value, growth

Style Migration in Europe

European Financial Management, Vol. 22, Issue 5, pp. 797-816, 2016
Number of pages: 20 Posted: 22 Nov 2016
John Paul Broussard, Jussi Mikkonen and Vesa Puttonen
University of Oklahoma, Aalto University and Aalto University - School of Business
Downloads 0
Citation 1
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migration, value, growth, F_SCORE

7.

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 71 (403,768)

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

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 8 (732,249)
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