Justin Cox

Appalachian State University

Assistant Professor of Finance

416 Howard Street

Boone, NC North Carolina 28604

United States

SCHOLARLY PAPERS

10

DOWNLOADS

1,155

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

Political Uncertainty and Market Liquidity: Evidence from the Brexit Referendum and the 2016 U.S. Presidential Election

Number of pages: 37 Posted: 03 Jan 2018 Last Revised: 20 Feb 2018
Justin Cox and Todd Griffith
Appalachian State University and Utah State University
Downloads 299 (130,734)
Citation 5

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Political Uncertainty, Elections, Market Liquidity, Adverse Selection, Volatility

2.

Increasing the Tick: Examining the Impact of the Tick Size Change on Market Fee Venues

Number of pages: 54 Posted: 11 Oct 2017 Last Revised: 26 Oct 2017
Appalachian State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 176 (217,175)
Citation 3

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Tick Size, Maker-Taker, Algorithmic Trading, Hidden Liquidity

3.

ISO Order Imbalances and Individual Stock Returns

Number of pages: 29 Posted: 30 Jun 2018 Last Revised: 21 Sep 2018
Justin Cox
Appalachian State University
Downloads 149 (249,696)

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Order Imbalance; Commonality; Intermarket Sweep Orders; Returns

4.

NASDAQ and the NYSE: A Trade Reporting Facility Comparison

Number of pages: 32 Posted: 08 May 2019
Justin Cox
Appalachian State University
Downloads 117 (300,138)

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Trade Reporting Facility, Off-Exchange Markets, Market Quality, Preferencing

5.

Market Fragmentation and Post-Earnings Announcements Drift

Number of pages: 33 Posted: 01 Nov 2018 Last Revised: 29 Apr 2019
Justin Cox
Appalachian State University
Downloads 100 (334,163)

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Dark Fragmentation, Lit Fragmentation, Earnings Announcement, Price Discovery

6.

Pre-IPO Cash Flow Volatility and Aftermarket Valuation

Number of pages: 40 Posted: 27 Mar 2017
Justin Cox
Appalachian State University
Downloads 95 (345,355)

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IPOs, Cash Flow Volatility, Uncertainty, Risk Management, Investment

7.

Tick Size Pilot Program and the Information Structure of US Stock Markets

Number of pages: 43 Posted: 15 Oct 2019 Last Revised: 02 Mar 2021
Saint Louis University - Richard A. Chaifetz School of Business, Appalachian State University and University of Texas at El Paso
Downloads 83 (375,499)

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Tick size pilot program, Information structure, ISO, Price Discovery

8.

The Dark Side of IPOs: Examining Where and Who Trades in the IPO Secondary Market

Number of pages: 46 Posted: 22 Apr 2018
Appalachian State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 72 (407,228)

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Dark Trading, Lit Fragmentation, Hidden Trading, Algorithmic Trading, IPOs

9.

Do Firms Still Save Cash out of Cash Flows? An Updated Investigation into the Cash Flow Sensitivity of Cash

Number of pages: 35 Posted: 23 Dec 2016
Justin Cox
Appalachian State University
Downloads 64 (433,427)

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Cash Flow Sensitivity of Cash, Financial Constraints, Cash Policy, Macroeconomic Innovations

10.

Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models

Financial Review, Vol. 54, Issue 3, pp. 417-449, 2019
Number of pages: 33 Posted: 20 May 2020
Appalachian State University, University of Mississippi and University of Mississippi - Department of Finance
Downloads 0 (819,510)
Citation 1
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tick size, maker‐taker, algorithmic trading, hidden liquidity