W. P. Carey School of Business
PO Box 873906
Tempe, AZ 85287-3906
United States
http://isearch.asu.edu/profile/2717225
W.P. Carey School of Business
SSRN RANKINGS
in Total Papers Downloads
Long horizon returns, return skewness, stock market wealth creation
shareholder wealth, long horizon returns, stock market performance
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
Long Run Stock Returns, Return Skewness, Return Momentum
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
Long Horizon Returns, Shareholder Wealth, Technology Stocks
Microstructure Noise, Illiquidity, Asset Pricing, Return Premium
futures, commodities, roll yield
designated market maker, affirmative obligation, information asymmetry
bond market; dealer networks; trading costs; market making; transparency
Trade execution costs, dealer versus auction markets, trade reporting lags
abnormal returns after corporate events, predicted returns, firm characteristics
predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures
Long Horizon Returns, Return Forecasts, Shareholder Wealth
Trading Costs, Market Fragmentation, Time-Price Priority, Best Execution
stock dividends, stock splits, special dividends, dividend increases, predictability, return anomaly
firm characteristics, long-run stock returns, BHARs, wealth relative, calendar time portfolio method, event study
ABS, MBS, Structured Products, Transparency, mortgage-backed, asset-backed
designated market maker, affirmative obligation, information asymmetry, firm value
Upstairs market, Limit order book, Electronic exchange, Crossing rules
Asset Pricing, Factors, Complexity, Time series variation, Diversity
Designated Market Maker, Firm Value, Market Quality, Regression Discontinuity
Value Estimation, Discounted Cash Flow, Net Present Value, Bias
hedging, risk management, debt, covenants, credit boom, fracking
Compound Returns, Skewness, Rebalancing, Diversification
Underwriting Syndicate; Primary Allocation; Overallocation; Price Stabilization; Corporate Bonds; UnderPricing; Liquidity
Capital Budgeting, Corporate Investment, Uncertainty, Discount Rate, Overinvestment
abnormal returns, corporate events, international stocks, predicted returns, firm characteristics
ETFs, Predictable Order Flow, Frontrunning, Volatility
