Julia Reynolds

U.S. Securities and Exchange Commission

  • U.S. Securities and Exchange Commission

SCHOLARLY PAPERS

5

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929

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (5)

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1.

Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets

Number of pages: 47 Posted: 29 Mar 2018 Last Revised: 08 Jul 2020
Julia Reynolds, Leopold Sögner and Martin Wagner
U.S. Securities and Exchange Commission, Institute for Advanced Studies (IHS) and Department of Economics, University of Klagenfurt
Downloads 351 (119,519)
Citation 2

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Triangular Arbitrage Parity, Foreign Exchange Markets, Cryptocurrencies, Cointegration, Monitoring

2.

CDS Market Transparency and Equity Market Quality

Number of pages: 32 Posted: 15 May 2015 Last Revised: 27 Aug 2020
Marlene Haas and Julia Reynolds
Independent and U.S. Securities and Exchange Commission
Downloads 316 (133,595)
Citation 2

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Market Transparency, Credit Default Swaps, Market Quality, Information Spillovers, Market Regulation

3.

In for the Long Haul: Activist Hedge Funds and Fragility Risk

Number of pages: 47 Posted: 04 Jun 2016 Last Revised: 27 Aug 2020
Julia Reynolds
U.S. Securities and Exchange Commission
Downloads 156 (259,333)
Citation 1

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Institutional Investors, Blockholders, Hedge Funds, Hedge Fund Activism, Liquidity

4.

Hedge Fund Redemption Restrictions and Stock Price Fragility

Number of pages: 43 Posted: 15 Oct 2020 Last Revised: 25 May 2021
Julia Reynolds
U.S. Securities and Exchange Commission
Downloads 83 (402,962)

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Price Fragility, Institutional Investors, Hedge Funds, Redemption Restrictions, Liquidity Shocks

5.

Can Market Structure Impact Systemic Risk? Evidence from Trade-Through Prohibition

Number of pages: 44 Posted: 05 Oct 2021
Sean Foley and Julia Reynolds
Macquarie University and U.S. Securities and Exchange Commission
Downloads 23 (671,842)

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Liquidity, Liquidity Commonality, Regulation NMS, Trade-Through Prohibition, Market Quality