Author Page for Craig W. Holden

Spreadsheet Modeling in Finance and Investment Courses

Number of pages: 6 Posted: 12 Sep 2000

Craig W. Holden and Kent L. Womack

Indiana University - Kelley School of Business - Department of Finance and University of Toronto - Rotman School of Management (Deceased)

Downloads 2,473 (4,988)

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2.

Do Liquidity Measures Measure Liquidity?

Journal of Financial Economics (JFE), Vol. 92, No. 153-181, 2009

Number of pages: 68 Posted: 24 Mar 2008 Last Revised: 02 Sep 2017

Ruslan Goyenko, Craig W. Holden and Charles Trzcinka

McGill University - Desautels Faculty of Management, Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

Downloads 1,847 (8,190)

Citation 13

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3.

Do Stock Splits Improve Liquidity?

EFA 2006 Zurich Meetings Paper

Number of pages: 39 Posted: 04 Mar 2005

Ruslan Goyenko, Craig W. Holden and Andrey Ukhov

McGill University - Desautels Faculty of Management, Indiana University - Kelley School of Business - Department of Finance and Cornell University

Downloads 1,631 (10,053)

Citation 7

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4.

What Are the Best Liquidity Proxies for Global Research?

Review of Finance 21, 1355-1401, 2017.

Number of pages: 66 Posted: 05 Mar 2010 Last Revised: 02 Sep 2017

Kingsley Y. L. Fong, Craig W. Holden and Charles Trzcinka

University of New South Wales - School of Banking and Finance, Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

Downloads 1,585 (10,532)

Citation 40

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The Empirical Analysis of Liquidity

Foundations and Trends in Finance 8, No 4, 263-365, 2015, Kelley School of Business Research Paper No. 2014-09

Number of pages: 102 Posted: 28 Feb 2014 Last Revised: 18 Sep 2017

Craig W. Holden, Stacey E. Jacobsen and Avanidhar Subrahmanyam

Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of California, Los Angeles (UCLA) - Finance Area

Downloads 1,186 (16,644)

Citation 5

Abstract:

6.

Do Acceptance and Publication Times Differ Across Finance Journals?

Review of Corporate Finance Studies 6, 102-126, 2017.

Number of pages: 28 Posted: 20 Dec 2015 Last Revised: 02 Sep 2017

Craig W. Holden

Indiana University - Kelley School of Business - Department of Finance

Downloads 1,109 (18,456)

Abstract:

7.

Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers

Downloads 948 ( 23,232)

Citation 14

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Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers

Management Science 15, 413-431, 2012.

Number of pages: 45 Posted: 15 Mar 2010 Last Revised: 02 Sep 2017

Utpal Bhattacharya, Craig W. Holden and Stacey E. Jacobsen

Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department

Downloads 512 (52,811)

Citation 1

Abstract:

Penny Wise, Dollar Foolish: The Left-Digit Effect in Security Trading

Number of pages: 40 Posted: 19 Nov 2008 Last Revised: 12 May 2014

Utpal Bhattacharya, Craig W. Holden and Stacey E. Jacobsen

Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department

Downloads 436 (64,553)

Abstract:

8.

The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence

Number of pages: 34 Posted: 19 Jul 2000

Pamela S. Stuerke and Craig W. Holden

University of Rhode Island and Indiana University - Kelley School of Business - Department of Finance

Downloads 735 (33,203)

Citation 1

Abstract:

9.

Order Dynamics: Recent Evidence from the NYSE

Journal of Empirical Finance, Vol. 14, No. 636-661, 2007

Number of pages: 40 Posted: 07 Aug 2003 Last Revised: 02 Sep 2017

Andrew Ellul, Pankaj K. Jain, Craig W. Holden and Robert H. Jennings

Indiana University - Kelley School of Business - Department of Finance, University of Memphis - Fogelman College of Business and Economics, Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

Downloads 697 (35,685)

Citation 8

Abstract:

10.

Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

Journal of Finance 69, 1747-1785, 2014.

Number of pages: 58 Posted: 29 Sep 2012 Last Revised: 02 Sep 2017

Craig W. Holden and Stacey E. Jacobsen

Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department

Downloads 470 (59,482)

Citation 7

Abstract:

11.

Pegged Limit Orders

Number of pages: 40 Posted: 17 Jun 2005

David P. Brown and Craig W. Holden

University of Wisconsin - Madison - Department of Finance, Investment and Banking and Indiana University - Kelley School of Business - Department of Finance

Downloads 329 (90,589)

Abstract:

12.

Do the LCAPM Predictions Hold? Replication and Extension Evidence

Craig W. Holden and Jayoung Nam, Do the LCAPM Predictions Hold? Replication and Extension Evidence, Critical Finance Review, Forthcoming

Number of pages: 48 Posted: 08 Oct 2016 Last Revised: 08 Nov 2018

Craig W. Holden and Jayoung Nam

Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business

Downloads 264 (114,825)

Abstract:

13.

A Theory of Optimal Institutional Trading

Kelley School of Business Research Paper No. 2014-24

Number of pages: 55 Posted: 24 Jul 2014 Last Revised: 29 Apr 2015

Craig W. Holden

Indiana University - Kelley School of Business - Department of Finance

Downloads 257 (118,051)

Abstract:

14.

Costly Trading, Managerial Myopia, and Long-Term Investment

Journal of Empirical Finance, Vol. 16, No. 126-135, 2009

Number of pages: 28 Posted: 06 Oct 2005 Last Revised: 02 Sep 2017

Leonard L. Lundstrum and Craig W. Holden

Northern Illinois University and Indiana University - Kelley School of Business - Department of Finance

Downloads 252 (120,519)

Citation 1

Abstract:

15.

Are Volatility Over Volume Liquidity Proxies Useful for Global or US Research?

Kelley School of Business Research Paper No. 17-49

Number of pages: 60 Posted: 20 Jun 2017 Last Revised: 06 Mar 2018

Kingsley Y. L. Fong, Craig W. Holden and Ondrej Tobek

University of New South Wales - School of Banking and Finance, Indiana University - Kelley School of Business - Department of Finance and University of Cambridge - Faculty of Economics

Downloads 234 (129,877)

Citation 4

Abstract:

16.

The Breakdown of Standard Microstructure Techniques: And What to Do About it

Number of pages: 52 Posted: 18 Aug 2011 Last Revised: 13 May 2014

Craig W. Holden and Stacey E. Jacobsen

Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department

Downloads 232 (130,967)

Citation 5

Abstract:

17.

Performance Share Plans: Valuation and Empirical Tests

Journal of Corporate Finance, Vol. 44, No. 99-125, 2017

Number of pages: 66 Posted: 18 Nov 2012 Last Revised: 02 Sep 2017

Craig W. Holden and Daniel Sungyeon Kim

Indiana University - Kelley School of Business - Department of Finance and Peking University HSBC Business School

Downloads 227 (133,813)

Citation 1

Abstract:

18.

An International Welfare Analysis of Inflation-Indexed Government Bonds

Number of pages: 34 Posted: 17 Jun 2005

Michael Gapen and Craig W. Holden

International Monetary Fund (IMF) - International Capital Markets Department and Indiana University - Kelley School of Business - Department of Finance

Downloads 194 (155,309)

Abstract:

19.

New Low-Frequency Spread Measures

Journal of Financial Markets, Vol. 12, No. 778-813, 2009

Number of pages: 46 Posted: 28 May 2009 Last Revised: 02 Sep 2017

Craig W. Holden

Indiana University - Kelley School of Business - Department of Finance

Downloads 192 (156,780)

Citation 4

Abstract:

20.

Can the Performance of Structural Corporate Bond Models Be Improved?

Number of pages: 58 Posted: 19 Mar 2010

Craig W. Holden and Zhongyan Zhu

Indiana University - Kelley School of Business - Department of Finance and Monash University

Downloads 154 (190,162)

Abstract:

21.

Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets

Kelley School of Business Research Paper No. 18-53

Number of pages: 36 Posted: 24 Jun 2018

Craig W. Holden, Yifei Mao and Jayoung Nam

Indiana University - Kelley School of Business - Department of Finance, Cornell University - SC Johnson College of Business - Finance Department and Southern Methodist University (SMU) - Edwin L. Cox School of Business

Downloads 149 (195,454)

Citation 2

Abstract:

22.

Liquidity Measure Distortions in Fast Markets: Expensive and Cheap Solutions

Number of pages: 48 Posted: 10 Mar 2012

Craig W. Holden and Stacey E. Jacobsen

Indiana University - Kelley School of Business - Department of Finance and Southern Methodist University (SMU) - Finance Department

Downloads 96 (270,710)

Abstract:

23.

The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence About Determinants of Demand for Predisclosure Information

Journal of Business Finance & Accounting, Vol. 35, Issue 7-8, pp. 860-888, September/October 2008

Number of pages: 29 Posted: 02 Oct 2008

Craig W. Holden and Pamela S. Stuerke

Indiana University - Kelley School of Business - Department of Finance and University of Missouri at Saint Louis

Downloads 6 (604,631)

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Abstract:

24.

News Events, Information Acquisition, and Serial Correlation

The Journal of Business, Vol. 75, No. 1, January 2002

Posted: 19 Jan 2002

Avanidhar Subrahmanyam and Craig W. Holden

University of California, Los Angeles (UCLA) - Finance Area and Indiana University - Kelley School of Business - Department of Finance

Abstract:

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Two Thumbs Up: An Excel-Based 'Movie' to Teach Term Structure Dynamics

Posted: 18 Sep 1996

Scott Smart and Craig W. Holden

Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

Abstract:

26.

An Integrated Model of Market and Limit Orders

Downloads 0 (666,530)

2

An Integrated Model of Market and Limit Orders

JOURNAL OF FINANCIAL INTERMEDIATION, Vol 4 No 3

Posted: 14 Jun 1995

Sugato Chakravarty and Craig W. Holden

Purdue University and Indiana University - Kelley School of Business - Department of Finance

Abstract:

An Integrated Model of Market and Limit Orders

Posted: 12 Jan 1995

Sugato Chakravarty and Craig W. Holden

Purdue University and Indiana University - Kelley School of Business - Department of Finance

Abstract:

27.

Risk Aversion, Liquidity, and Endogenous Short Horizons

Downloads 0 (666,530)

2

Risk Aversion, Liquidity, and Endogenous Short Horizons

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 2

Posted: 24 Jul 1996

Avanidhar Subrahmanyam and Craig W. Holden

University of California, Los Angeles (UCLA) - Finance Area and Indiana University - Kelley School of Business - Department of Finance

Abstract:

Risk Aversion, Liquidity, and Endogenous Short Horizons

Posted: 13 Jun 1994

Avanidhar Subrahmanyam and Craig W. Holden

University of California, Los Angeles (UCLA) - Finance Area and Indiana University - Kelley School of Business - Department of Finance

Craig W. Holden

Indiana University - Kelley School of Business - Department of Finance

Professor of Finance and Boquist-Meyer Faculty Fellow

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Scholarly Papers (27)

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The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence About Determinants of Demand for Predisclosure Information

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