Mark Coppejans

BlackRock, Inc

San Francisco, CA

United States

Barclays Global Investors

45 Fremont Street

San Francisco, CA 94105

United States

  • BlackRock, Inc

  • Barclays Global Investors

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 30,406

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1

CROSSREF CITATIONS

32

Scholarly Papers (10)

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1.

Liquidity in an Automated Auction

Number of pages: 46 Posted: 05 Jan 2002
Mark Coppejans, Mark Coppejans, Ian Domowitz and Ananth Madhavan
Barclays Global InvestorsBlackRock, Inc, ITG, Inc. and BlackRock, Inc.
Downloads 1,301 (27,280)
Citation 34

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Electronic trading, liquidity, execution costs, return dynamics

2.

Screen Information, Trader Activity, and Bid-Ask Spreads in a Limit Order Market

Number of pages: 48 Posted: 11 Oct 1999
Mark Coppejans, Mark Coppejans and Ian Domowitz
Barclays Global InvestorsBlackRock, Inc and ITG, Inc.
Downloads 1,132 (33,441)
Citation 4

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3.

Breaking the Curse of Dimensionality

Duke Economics Working Paper No. 00-13
Number of pages: 30 Posted: 22 Nov 2000
Mark Coppejans and Mark Coppejans
Barclays Global InvestorsBlackRock, Inc
Downloads 172 (297,754)

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4.

Cross Validated Snp Density Estimates

Duke Economics Working Paper No 00-10
Number of pages: 36 Posted: 22 Nov 2000
Mark Coppejans, Mark Coppejans and A. Ronald Gallant
Barclays Global InvestorsBlackRock, Inc and Duke University - Fuqua School of Business, Economics Group
Downloads 132 (369,416)
Citation 3

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5.

Flexible But Parsimonious Demand Designs: The Case of Gasoline

Duke Economics Working Paper No. 00-07
Number of pages: 27 Posted: 11 Sep 2000
Mark Coppejans and Mark Coppejans
Barclays Global InvestorsBlackRock, Inc
Downloads 119 (399,261)

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Gasoline Demand, Splines

6.

Price Uncertainty, Tax Policy, and Addiction: Evidence and Implications

NBER Working Paper No. w9073
Number of pages: 38 Posted: 20 Jul 2002 Last Revised: 17 Oct 2022
Mark Coppejans, Mark Coppejans and Holger Sieg
Barclays Global InvestorsBlackRock, Inc and University of Pennsylvania - Department of Economics
Downloads 81 (516,477)

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7.

Effective Nonparametric Estimation in the Case of Severely Discretized Data

Duke Economics Working Paper No. 00-03
Number of pages: 33 Posted: 22 Nov 2000
Mark Coppejans and Mark Coppejans
Barclays Global InvestorsBlackRock, Inc
Downloads 81 (516,477)

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8.

Consumer Demand Under Price Uncertainty: Empirical Evidence from the Market for Cigarettes

NBER Working Paper No. w12156
Number of pages: 57 Posted: 18 May 2006 Last Revised: 19 Sep 2022
Mark Coppejans, Mark Coppejans, Donna B. Gilleskie, Holger Sieg and Koleman S. Strumpf
Barclays Global InvestorsBlackRock, Inc, University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Pennsylvania - Department of Economics and Wake Forest University, Department of Economics
Downloads 59 (612,352)
Citation 2

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9.

The Value of Transaction Cost Forecasts: Another Source of Alpha

Journal of Investment Management, Vol. 5, No. 1, First Quarter 2007
Posted: 28 Mar 2007
Mark Coppejans, Mark Coppejans and Ananth Madhavan
Barclays Global InvestorsBlackRock, Inc and BlackRock, Inc.

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Transaction costs, trading, alpha, portfolio management

10.

Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market

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Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market

Posted: 18 Dec 1996
Mark Coppejans, Mark Coppejans and Ian Domowitz
Barclays Global InvestorsBlackRock, Inc and ITG, Inc.

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Liquidity Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market

Posted: 16 Oct 1996
Mark Coppejans, Mark Coppejans and Ian Domowitz
Barclays Global InvestorsBlackRock, Inc and ITG, Inc.

Abstract:

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