Peter Dixon

U.S. Securities and Exchange Commission

450 Fifth Street, NW

Washington, DC 20549-1105

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,827

SSRN CITATIONS
Rank 47,456

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Top 47,456

in Total Papers Citations

18

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Business Cycle Variation in Short Selling Strategies: Picking During Expansions and Timing During Recessions

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 52 Posted: 31 Aug 2017 Last Revised: 12 Jul 2021
Peter Dixon and Eric K. Kelley
U.S. Securities and Exchange Commission and University of Tennessee, Knoxville
Downloads 386 (144,056)

Abstract:

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Short Selling, Rational Inattention, Inattention, Business Cycles, Asset Pricing, Return Predictability

2.

To Own or Not to Own: Stock Loans Around Dividend Payments

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 25 Jul 2020
Peter Dixon, Corbin Fox and Eric K. Kelley
U.S. Securities and Exchange Commission, James Madison University- Department of Finance and University of Tennessee, Knoxville
Downloads 349 (160,998)

Abstract:

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equity lending, short selling, dividends, liquidity

3.

Large Trade Anticipation

Number of pages: 56 Posted: 25 Apr 2016 Last Revised: 13 Apr 2019
Kyoung-hun Bae, Peter Dixon and Eun Jung Lee
Ulsan National Institute of Science and Technology, U.S. Securities and Exchange Commission and Hanyang University
Downloads 303 (187,050)

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High Frequency Trading, Large Trade Execution, Order Anticipation, Information Leakage

4.

Why do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?

Review of Asset Pricing Studies
Number of pages: 63 Posted: 08 Nov 2018 Last Revised: 01 Mar 2021
Peter Dixon
U.S. Securities and Exchange Commission
Downloads 283 (200,892)
Citation 8

Abstract:

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Adverse Selection, Price Efficiency, Short Selling, Short Selling Ban, Short Selling Regulation, Liquidity, Transaction Costs, Effective Spread, Price Impact, Realized Spread

5.

Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets

Number of pages: 57 Posted: 02 Feb 2024 Last Revised: 17 May 2024
Yashar H. Barardehi, Peter Dixon and Qiyu Liu
Chapman University - The George L. Argyros College of Business and Economics, U.S. Securities and Exchange Commission and U.S. Securities and Exchange Commission
Downloads 191 (292,886)

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Informed Trading, Undercutting, Asset Pricing, Liquidity, Limits to Arbitrage

6.

Do Investors Use Options and Futures to Trade on Different Types of Information? Evidence from an Aggregate Stock Index

Journal of Futures Markets
Number of pages: 53 Posted: 21 Apr 2016 Last Revised: 29 Aug 2017
Kyoung-hun Bae and Peter Dixon
Ulsan National Institute of Science and Technology and U.S. Securities and Exchange Commission
Downloads 158 (345,457)

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Options, Futures, Institutional Investors, Retail Investors, Aggregate Stock Returns, Volatility, Information

7.

The Tick Size Tradeoff: Implications for Optimal Tick Sizes and Causal Inference

Number of pages: 63 Posted: 23 Dec 2022 Last Revised: 10 Jan 2024
Chapman University - The George L. Argyros College of Business and Economics, U.S. Securities and Exchange Commission, U.S. Securities and Exchange Commission and Arizona State University (ASU) - Finance Department
Downloads 157 (347,322)

Abstract:

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Tick size tradeoff, Market quality, Liquidity, Arbitrage, Causal inference