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 17,003

SSRN RANKINGS

Top 17,003

in Total Papers Downloads

2,753

CITATIONS
Rank 9,783

SSRN RANKINGS

Top 9,783

in Total Papers Citations

44

Scholarly Papers (10)

1.

Liquidity in an Automated Auction

AFA 2002 Atlanta Meetings
Number of pages: 46 Posted: 05 Jan 2002
Mark Coppejans, Ian Domowitz and Ananth Madhavan
BlackRock, Inc, ITG, Inc. and BlackRock, Inc.
Downloads 1,199 (16,063)
Citation 25

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 and Ian Domowitz
BlackRock, Inc and ITG, Inc.
Downloads 1,076 (18,931)
Citation 5

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
BlackRock, Inc
Downloads 139 (203,434)

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 and A. Ronald Gallant
BlackRock, Inc and Duke University - Fuqua School of Business, Economics Group
Downloads 97 (264,726)
Citation 6

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
BlackRock, Inc
Downloads 95 (268,328)
Citation 2

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
BlackRock, Inc
Downloads 60 (348,888)
Citation 1

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: 04 Apr 2015
Mark Coppejans and Holger Sieg
BlackRock, Inc and University of Pennsylvania - Department of Economics
Downloads 53 (370,166)
Citation 1

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: 20 Sep 2010
BlackRock, 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 34 (439,066)
Citation 4

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 and Ananth Madhavan
BlackRock, Inc and BlackRock, Inc.

Abstract:

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Transaction costs, trading, alpha, portfolio management