PO Box 873906
Tempe, AZ 85207
United States
Arizona State University
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
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
ETFs, Predictable Order Flow, Frontrunning, Volatility
Microstructure Noise, Illiquidity, Asset Pricing, Return Premium
designated market maker, affirmative obligation, information asymmetry
Trade execution costs, dealer versus auction markets, trade reporting lags
Trading Costs, Market Fragmentation, Time-Price Priority, Best Execution
predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures
stock dividends, stock splits, special dividends, dividend increases, predictability, return anomaly
abnormal returns after corporate events, predicted returns, firm characteristics
designated market maker, affirmative obligation, information asymmetry, firm value
ABS, MBS, Structured Products, Transparency, mortgage-backed, asset-backed
firm characteristics, long-run stock returns, BHARs, wealth relative, calendar time portfolio method, event study
Upstairs market, Limit order book, Electronic exchange, Crossing rules
futures, commodities, roll yield
Designated Market Maker, Firm Value, Market Quality, Regression Discontinuity
bond market; dealer networks; trading costs; market making; transparency
