Tavy Ronen

Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics

Assistant Professor of Finance

1 Washington Park

Newark, NJ 07102

United States

http://https://www.business.rutgers.edu/faculty/tavy-ronen

SCHOLARLY PAPERS

9

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3,685

CITATIONS
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Top 32,109

in Total Papers Citations

17

Scholarly Papers (9)

1.

Where Did All the Information Go? Trade in the Corporate Bond Market

Second Singapore International Conference on Finance 2008, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 23 Jan 2014 Last Revised: 28 May 2016
Tavy Ronen and Xing (Alex) Zhou
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Board of Governors of the Federal Reserve System
Downloads 1,016 (20,970)
Citation 3

Abstract:

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Fixed Income, Credit Markets, Corporate Bond Prices, Informational Efficiency, Bond Market Liquidity, Institutional/Retail Investors

2.

The Effect of Tick Size on Volatility, Trader Behavior, and Market Quality

Number of pages: 37 Posted: 15 Feb 1998
Tavy Ronen and Daniel G. Weaver
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Rutgers Business School
Downloads 928 (23,965)
Citation 2

Abstract:

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3.

The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis

Number of pages: 42 Posted: 03 Jan 2000
Tavy Ronen and Edith S. Hotchkiss
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Boston College - Carroll School of Management
Downloads 823 (28,456)
Citation 6

Abstract:

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4.

Unfair 'Fair Value' in an Opaque Credit Default Swap Market: How Marking-to-Market Pushed the International Credit Crunch

Number of pages: 40 Posted: 17 Jan 2012 Last Revised: 05 Mar 2012
New York University (NYU) - Department of Accounting, Brock University-Goodman School of Business, New York University (NYU) - Department of Accounting and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 513 (53,308)
Citation 4

Abstract:

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mark-to-market, FAS 157, fair valuation, credit markets, credit default swaps, write-down

5.

On the Tension between Full Revelation and Earnings Management: A Reconsderation of the Revelation Principle

Number of pages: 36 Posted: 18 Jan 2003
Tavy Ronen and Varda Lewinstein Yaari
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and affiliation not provided to SSRN
Downloads 317 (94,359)

Abstract:

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revelation principle, earnings management, principal agent, communication

6.

Bootstrap Refinements in Tests of Microstructure Frictions

Review of Quantitative Finance and Accounting, Vol. 35, pp. 47-79, 2010
Number of pages: 34 Posted: 10 Mar 2008 Last Revised: 06 Jul 2010
University of Houston - Department of Finance, Nanyang Technological University (NTU) and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 75 (315,282)

Abstract:

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bootstrap, microstructure, variance ratios

7.

Unfair 'Fair Value' in Illiquid Markets: Excessive Spillover Effects in Times of Crisis

Number of pages: 50 Posted: 17 May 2019 Last Revised: 09 Aug 2019
New York University (NYU) - Department of Accounting, Brock University-Goodman School of Business, New York University (NYU) - Department of Accounting and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 13 (560,521)

Abstract:

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Fair Values, Financial Crisis, Impairment, Spillover, Information Transfer

8.

Preface to 'Advances in Quantitative Analysis in Financial and Accounting: Essays in Microstructure' in Honor of David K. Whitcomb (Vol. 3)

Advances in Quantitative Analysis of Finance and Accounting, I. Brick, T.. Ronen, C. Lee, ESSAYS IN MICROSTRUCTURE, Vol. 3, World Scientific, 2006
Posted: 03 Oct 2009
Ivan E. Brick, Tavy Ronen and Cheng-Few Lee
Rutgers Business School, Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

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Liquidity, Volatility, Limit Orders, Microstructure, Trading Structure

9.

On the Tension between Full Revelation and Earnings Management: A Reconsideration of the Revelation Principle

Journal of Accounting Auditing and Finance, September 2002
Posted: 18 Jan 2003
Tavy Ronen and Varda Lewinstein Yaari
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and affiliation not provided to SSRN

Abstract:

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revelation principle, earnings management, principal agent, communication