Author Page for Patrick J. Dennis

1.

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

Downloads 2,806 ( 7,567)

Citation 27

2

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

Journal of Finance, Forthcoming

Number of pages: 76 Posted: 02 Nov 2017 Last Revised: 02 Sep 2021

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 2,653 (8,142)

Citation 10

Abstract:

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

FRB Atlanta Working Paper No. 2019-15

Number of pages: 65 Posted: 25 Jul 2019 Last Revised: 29 Apr 2020

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 153 (305,862)

Citation 16

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2.

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 1,810 (15,230)

Citation 3

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3.

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

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 1,150 (30,149)

Citation 59

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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 504 (90,588)

Citation 21

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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 363 (132,799)

Citation 2

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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 293 (166,916)

Citation 7

Abstract:

7.

Lazy Dividends

Number of pages: 52 Posted: 17 Sep 2020 Last Revised: 25 Feb 2022

Patrick J. Dennis and James Weston

University of Virginia - McIntire School of Commerce and Rice University - Jesse H. Jones Graduate School of Business

Downloads 173 (275,460)

Abstract:

8.

Does Trading Anonymously Enhance Liquidity?

Downloads 163 (289,667)

2

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 163 (289,865)

Citation 3

Abstract:

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

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9.

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 58 (571,946)

Citation 5

Abstract:

10.

A Surrebuttal: There Are No Anti-Competitive Effects of Common Ownership in the Airline Industry

Number of pages: 16 Posted: 29 Dec 2022

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 52 (601,434)

Abstract:

11.

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

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12.

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

Posted: 23 Jul 2003

Patrick J. Dennis

University of Virginia - McIntire School of Commerce

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13.

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

Patrick J. Dennis

University of Virginia - McIntire School of Commerce

Assistant Professor

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Scholarly Papers (13)

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