Justin Cox

Appalachian State University

Assistant Professor of Finance

416 Howard Street

Boone, NC North Carolina 28604

United States

SCHOLARLY PAPERS

10

DOWNLOADS

915

SSRN CITATIONS

0

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 260 (131,921)
Citation 4

Abstract:

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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 149 (219,326)
Citation 3

Abstract:

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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 120 (259,694)

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Order Imbalance; Commonality; Intermarket Sweep Orders; Returns

4.

Pre-IPO Cash Flow Volatility and Aftermarket Valuation

Number of pages: 40 Posted: 27 Mar 2017
Justin Cox
Appalachian State University
Downloads 89 (317,759)

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

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 73 (357,465)

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Dark Fragmentation, Lit Fragmentation, Earnings Announcement, Price Discovery

6.

NASDAQ and the NYSE: A Trade Reporting Facility Comparison

Number of pages: 32 Posted: 08 May 2019
Justin Cox
Appalachian State University
Downloads 71 (362,884)

Abstract:

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

7.

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 62 (389,581)

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

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 54 (416,313)

Abstract:

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

9.

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

Number of pages: 38 Posted: 15 Oct 2019
Saint Louis University - Richard A. Chaifetz School of Business, Appalachian State University and University of Texas at El Paso
Downloads 37 (484,205)

Abstract:

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

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 (739,831)
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tick size, maker‐taker, algorithmic trading, hidden liquidity