Patrick J. Dennis

University of Virginia - McIntire School of Commerce

Assistant Professor

P.O. Box 400173

Charlottesville, VA 22904-4173

United States

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

1.

The Effect of Stock Splits on Liquidity: Evidence from Shareholder Ownership Composition

Working Papers Series, 98-1
Number of pages: 35 Posted: 01 Jun 1998
Patrick J. Dennis and Deon Strickland
University of Virginia - McIntire School of Commerce and Arizona State University (ASU) - Finance Department
Downloads 1,717 (9,184)
Citation 3

Abstract:

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2.

Common Ownership Does Not Have Anti-Competitive Effects in the Airline Industry

Number of pages: 74 Posted: 02 Nov 2017 Last Revised: 05 Feb 2018
Patrick J. Dennis, Kristopher Gerardi and Carola Schenone
University of Virginia - McIntire School of Commerce, Federal Reserve Bank of Atlanta and University of Virginia - McIntire School
Downloads 1,228 (15,642)
Citation 9

Abstract:

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Common Owners, Competition, Airlines

3.

Who's Informed? An Analysis of Stock Ownership and Informed Trading

AFA 2002 Atlanta Meetings
Number of pages: 33 Posted: 30 Apr 2001
Patrick J. Dennis and James Weston
University of Virginia - McIntire School of Commerce and Rice University - Jesse H. Jones Graduate School of Business
Downloads 1,037 (20,146)
Citation 56

Abstract:

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Microstructure, institutional ownership, informed trading

4.

Who Blinks in Volatile Markets, Individuals or Institutions?

Dice Center Working Paper No. 2000-7
Number of pages: 38 Posted: 17 Jul 2000
Patrick J. Dennis and Deon Strickland
University of Virginia - McIntire School of Commerce and Arizona State University (ASU) - Finance Department
Downloads 465 (59,855)
Citation 46

Abstract:

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5.

A Model for Valuing Multiple Employee Stock Options Issued by the Same Company

University of North Carolina Kenan-Flagler Business School Working Paper
Number of pages: 38 Posted: 16 Apr 2003
Patrick J. Dennis and Richard J. Rendleman
University of Virginia - McIntire School of Commerce and University of North Carolina at Chapel Hill
Downloads 348 (84,440)
Citation 3

Abstract:

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6.

Microstructural Biases in Empirical Tests of Option Pricing Models

EFA 2004 Maastricht Meetings Paper No. 4875
Number of pages: 42 Posted: 03 Aug 2004
Patrick J. Dennis and Stewart Mayhew
University of Virginia - McIntire School of Commerce and Cornerstone Research
Downloads 270 (111,400)
Citation 12

Abstract:

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Does Trading Anonymously Enhance Liquidity?

Number of pages: 53 Posted: 01 Nov 2014 Last Revised: 16 May 2019
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia
Downloads 83 (297,365)

Abstract:

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Anonymity, Transparency, Post-trade reporting, Liquidity, Broker ID

Does Trading Anonymously Enhance Liquidity?

Riksbank Research Paper Series No. 119, Sveriges Riksbank Working Paper Series No. 288
Posted: 15 Feb 2015 Last Revised: 13 Oct 2017
Patrick J. Dennis and Patrik Sandås
University of Virginia - McIntire School of Commerce and University of Virginia

Abstract:

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Anonymity, Transparency, Liquidity, Broker ID

8.

The Role of 'Prominent Numbers' in Open Numerical Judgment: Strained Decision Makers Choose from a Limited Set of Accessible Numbers

Number of pages: 70 Posted: 22 Mar 2018
Benjamin A. Converse and Patrick J. Dennis
University of Virginia - Frank Batten School of Leadership and Public Policy and University of Virginia - McIntire School of Commerce
Downloads 29 (466,090)

Abstract:

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judgment, decision making, prominent numbers, round numbers, number representation

9.

Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon

Journal of Financial and Quantitative Analysis, Vol. 41, pp. 381-406, June 2006
Posted: 06 Sep 2005
Chris T. Stivers, Patrick J. Dennis and Stewart Mayhew
University of Louisville, University of Virginia - McIntire School of Commerce and Cornerstone Research

Abstract:

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Implied Volatility, Asymmetric Volatility Phenomenon

10.

Stock Splits and Liquidity: The Case of the Nasdaq-100 Index Tracking Stock

Financial Review, Vol. 38, No. 3, August 2003
Posted: 23 Jul 2003
Patrick J. Dennis
University of Virginia - McIntire School of Commerce

Abstract:

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11.

The Effect of Stock Splits on Liquidity and Excess Returns: Evidence from Shareholder Ownership Composition

Journal of Financial Research, Vol. 26, pp. 355-370, Fall 2003
Posted: 31 Oct 2002
Patrick J. Dennis and Deon Strickland
University of Virginia - McIntire School of Commerce and Arizona State University (ASU) - Finance Department

Abstract:

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