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

  • University of Oklahoma

  • Rutgers University

    • Email
    • Tel: +18562256647
SCHOLARLY PAPERS

10

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Rank 30,115

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Top 30,115

in Total Papers Downloads

3,626

TOTAL CITATIONS
Rank 13,617

SSRN RANKINGS

Top 13,617

in Total Papers Citations

66

Scholarly Papers (10)

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1.

Is There Price Discovery in Equity Options?

Downloads 1,457 (28,564)
Citation 56

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
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Oklahoma
Downloads 1,068 (44,151)
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
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Oklahoma
Downloads 389 (161,550)
Citation 54

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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 and Mika Vaihekoski
University of Oklahoma and University of Turku, Turku School of Economics
Downloads 773 (69,902)
Citation 4

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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 563 (104,919)

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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 264 (246,892)
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 185 (347,462)

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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 and Mika Vaihekoski
University of Oklahoma and University of Turku, Turku School of Economics
Downloads 143 (432,968)
Citation 4

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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 104 (553,751)

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Migration, style, value, growth

8.

Stablecoin Market Growth and Sensitivity to Interbank Lending Rates: Projections for wholesale CBDC Adoption

Number of pages: 32 Posted: 21 Jun 2024
Tatja Karkkainen and John Paul Broussard
Ulster University - Business School and University of Oklahoma
Downloads 70 (709,907)
Citation 1

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9.

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 39 (938,128)

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10.

The Market Ecosystem in the Age of Algorithms: An Analysis of Trading Dynamics and Market Quality

Number of pages: 60 Posted: 12 Jun 2023
Andrei Nikiforov, John Paul Broussard and Sergey Osmekhin
affiliation not provided to SSRN, University of Oklahoma and Hanken School of Economics
Downloads 28 (1,043,860)

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Algorithmic Trading, HFT, Market Quality, market microstructure