Mark Coppejans

BlackRock, Inc

San Francisco, CA

United States

Barclays Global Investors

45 Fremont Street

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 22,431

SSRN RANKINGS

Top 22,431

in Total Papers Downloads

2,819

SSRN CITATIONS
Rank 27,912

SSRN RANKINGS

Top 27,912

in Total Papers Citations

1

CROSSREF CITATIONS

32

Scholarly Papers (10)

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 1,225 (21,109)
Citation 34

Abstract:

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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 1,091 (25,042)
Citation 4

Abstract:

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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 147 (248,056)

Abstract:

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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 105 (318,040)
Citation 2

Abstract:

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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 96 (337,209)

Abstract:

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Gasoline Demand, Splines

6.

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 61 (436,486)

Abstract:

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7.

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

NBER Working Paper No. w9073
Number of pages: 38 Posted: 20 Jul 2002 Last Revised: 18 Apr 2021
Mark Coppejans, Mark Coppejans and Holger Sieg
Barclays Global InvestorsBlackRock, Inc and University of Pennsylvania - Department of Economics
Downloads 57 (451,015)

Abstract:

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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: 21 Mar 2021
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 37 (537,075)
Citation 2

Abstract:

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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.

Abstract:

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Transaction costs, trading, alpha, portfolio management

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.

Abstract:

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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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