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
Long Run Stock Returns, Return Skewness, Return Momentum
Capital commitment, corporate bonds, dealer behavior, Dodd-Frank Act, financial crisis, liquidity, microstructure, transparency, TRACE, transaction costs
Long Horizon Returns, Shareholder Wealth, Technology Stocks
Asset Pricing, Factors, Complexity, Time series variation, Diversity
corporate bonds, transparency, TRACE
transparency, corporate bonds, trace, microstructure,
Bonds, microstructure, transparency, liquidity externalities
futures, commodities, roll yield
Hidden Order, Order Exposure, Limit Order Book, Iceberg Order, Electronic Exchange
Bid-Ask Spreads, Liquidity, Asset Pricing, Beta Estimation
bond market; dealer networks; trading costs; market making; transparency
Long Horizon Returns, Return Forecasts, Shareholder Wealth
Microstructure Noise, Illiquidity, Asset Pricing, Return Premium
abnormal returns after corporate events, predicted returns, firm characteristics
designated market maker, affirmative obligation, information asymmetry
predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures
Trade execution costs, dealer versus auction markets, trade reporting lags
firm characteristics, long-run stock returns, BHARs, wealth relative, calendar time portfolio method, event study
stock dividends, stock splits, special dividends, dividend increases, predictability, return anomaly
Trading Costs, Market Fragmentation, Time-Price Priority, Best Execution
Fund flow, Fund Return, Disappointment
ABS, MBS, Structured Products, Transparency, mortgage-backed, asset-backed
Compound Returns, Skewness, Rebalancing, Diversification
designated market maker, affirmative obligation, information asymmetry, firm value
alpha, beta, investment horizon, fund performance
Upstairs market, Limit order book, Electronic exchange, Crossing rules
Asset Pricing, Factors, Data Mining, Replication, Sharpe Ratios, Anomalies
hedging, risk management, debt, covenants, credit boom, fracking
Value Estimation, Discounted Cash Flow, Net Present Value, Bias
Capital Budgeting, Corporate Investment, Uncertainty, Discount Rate, Overinvestment
Designated Market Maker, Firm Value, Market Quality, Regression Discontinuity
Underwriting Syndicate; Primary Allocation; Overallocation; Price Stabilization; Corporate Bonds; UnderPricing; Liquidity
Asset Pricing Factors, Dimension Reduction, Spanning Tests, Factor Databases
ETFs, Predictable Order Flow, Frontrunning, Volatility
