Justin Cox

University of Mississippi - Department of Finance

Ph.D. Student

Oxford, MS 38677

United States

SCHOLARLY PAPERS

9

DOWNLOADS

722

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (9)

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
University of Mississippi - Department of Finance and Utah State University
Downloads 200 (154,446)
Citation 1

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
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 126 (228,563)
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
University of Mississippi - Department of Finance
Downloads 96 (277,033)

Abstract:

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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
University of Mississippi - Department of Finance
Downloads 81 (308,156)

Abstract:

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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
University of Mississippi - Department of Finance
Downloads 61 (359,987)

Abstract:

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Dark Fragmentation, Lit Fragmentation, Earnings Announcement, Price Discovery

6.

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
University of Mississippi - Department of Finance
Downloads 58 (369,053)

Abstract:

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

7.

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

Number of pages: 46 Posted: 22 Apr 2018
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 46 (409,032)

Abstract:

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

8.

NASDAQ and the NYSE: A Trade Reporting Facility Comparison

Number of pages: 32 Posted: 08 May 2019
Justin Cox
University of Mississippi - Department of Finance
Downloads 35 (452,654)

Abstract:

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

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, University of Mississippi - Department of Finance and University of Texas at El Paso
Downloads 19 (536,927)

Abstract:

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