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

13

DOWNLOADS
Rank 16,355

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Top 16,355

in Total Papers Downloads

5,522

SSRN CITATIONS
Rank 21,366

SSRN RANKINGS

Top 21,366

in Total Papers Citations

45

CROSSREF CITATIONS

12

Scholarly Papers (13)

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 Southern Methodist University (SMU) - Finance Department
Downloads 1,085 (36,659)
Citation 6

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 1,000 (41,151)
Citation 3

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 913 (46,699)
Citation 35

Abstract:

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4.

“Show Me!” The Informativeness of Images

Number of pages: 88 Posted: 08 Nov 2021 Last Revised: 06 Dec 2023
Rutgers Business School - Rutgers University, New York University (NYU) - Department of Accounting, Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Virginia Commonwealth University
Downloads 564 (87,761)
Citation 2

Abstract:

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Visual informativeness, annual reports, images, image information content, information dissemination, content reinforcement, analyst forecast accuracy, analyst dispersion

5.

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 553 (89,989)
Citation 5

Abstract:

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

6.

Machine Learning in the Corporate Bond Market and Beyond: A New Classifier

Number of pages: 57 Posted: 18 May 2021 Last Revised: 09 Jun 2021
Mark Fedenia, Seunghan Nam and Tavy Ronen
University of Wisconsin - Madison - Department of Finance, Investment and Banking, New York Institute of Technology and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 514 (98,502)

Abstract:

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Machine Learning, Trade Direction Classifiers, Trade Signing, Corporate Bonds, Equity Market, Big Data

7.

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 345 (156,017)

Abstract:

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revelation principle, earnings management, principal agent, communication

8.

The Informational Role of Imagery in Financial Decision Making: A New Approach

Number of pages: 77 Posted: 07 Sep 2019 Last Revised: 06 Sep 2023
Joshua Ronen, Tavy Ronen, Mi Zhou and Susan Gans
New York University (NYU) - Department of Accounting, Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics, Virginia Commonwealth University and West Chester University of Pennsylvania
Downloads 186 (287,085)
Citation 1

Abstract:

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Visual characteristics; image informativeness; equity crowdfunding; machine learning, image-text interactions.

9.

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

NYU Stern School of Business
Number of pages: 61 Posted: 17 May 2019 Last Revised: 31 Mar 2020
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 139 (366,736)

Abstract:

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

10.

Machine Learning and Trade Direction Classification: Insights Fromthe Corporate Bond Market

Number of pages: 58 Posted: 08 Sep 2022
Tavy Ronen, Mark Fedenia and Seunghan Nam
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics, University of Wisconsin - Madison - Department of Finance, Investment and Banking and New York Institute of Technology
Downloads 126 (395,549)

Abstract:

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Machine Learning, Trade Direction Classifiers, Trade Signing, Corporate Bonds, Equity Market, Big Data

11.

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 Business School, Nanyang Technological University and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 97 (477,682)

Abstract:

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bootstrap, microstructure, variance ratios

12.

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

13.

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

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