PO Box 873906
Tempe, AZ 85207
United States
Arizona State University
SSRN RANKINGS
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Long horizon returns, return skewness, stock market wealth creation
event study, bond returns, TRACE
G12, G14
Capital commitment, corporate bonds, dealer behavior, Dodd-Frank Act, financial crisis, liquidity, microstructure, transparency, TRACE, transaction costs
corporate bonds, transparency, TRACE
transparency, corporate bonds, trace, microstructure,
Bonds, microstructure, transparency, liquidity externalities
Bid-Ask Spreads, Liquidity, Asset Pricing, Beta Estimation
Hidden Order, Order Exposure, Limit Order Book, Iceberg Order, Electronic Exchange
Microstructure Noise, Illiquidity, Asset Pricing, Return Premium
shareholder wealth, long horizon returns, stock market performance
designated market maker, affirmative obligation, information asymmetry
Trade execution costs, dealer versus auction markets, trade reporting lags
futures, commodities, roll yield
predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures
Trading Costs, Market Fragmentation, Time-Price Priority, Best Execution
stock dividends, stock splits, special dividends, dividend increases, predictability, return anomaly
abnormal returns after corporate events, predicted returns, firm characteristics
bond market; dealer networks; trading costs; market making; transparency
designated market maker, affirmative obligation, information asymmetry, firm value
firm characteristics, long-run stock returns, BHARs, wealth relative, calendar time portfolio method, event study
ABS, MBS, Structured Products, Transparency, mortgage-backed, asset-backed
Upstairs market, Limit order book, Electronic exchange, Crossing rules
Designated Market Maker, Firm Value, Market Quality, Regression Discontinuity
Value Estimation, Discounted Cash Flow, Net Present Value, Bias
Long Horizon Returns, Shareholder Wealth, Technology Stocks
Long Horizon Returns, Return Forecasts, Shareholder Wealth
Underwriting Syndicate; Primary Allocation; Overallocation; Price Stabilization; Corporate Bonds; UnderPricing; Liquidity
ETFs, Predictable Order Flow, Frontrunning, Volatility
