Tālis J. Putniņš

University of Technology Sydney (UTS)

PO Box 123

Broadway

Sydney

Australia

Stockholm School of Economics, Riga

Strelnieku iela 4a

Riga, LV 1010

Latvia

SCHOLARLY PAPERS

50

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49,099

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Top 5,223

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173

CROSSREF CITATIONS

82

Scholarly Papers (50)

1.

Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed Through Cryptocurrencies?

Review of Financial Studies, Forthcoming
Number of pages: 63 Posted: 17 Jan 2018 Last Revised: 15 Dec 2018
Sean Foley, Jonathan R. Karlsen and Tālis J. Putniņš
Macquarie University, The University of Western Australia and University of Technology Sydney (UTS)
Downloads 14,215 (393)
Citation 116

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blockchain, bitcoin, detection controlled estimation, illegal trade, black market

2.
Downloads 5,822 ( 1,792)

Non-Standard Errors

University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 08 Apr 2022
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, HEC Montreal, University of Adelaide, Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Consultant, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU University Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, VU University Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, VU University Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 5,822 (1,869)

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non-standard errors, multi-analyst approach, liquidity

3.

Dark Trading and Price Discovery

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 02 Dec 2012 Last Revised: 26 Jun 2015
Carole Comerton-Forde and Tālis J. Putniņš
University of Melbourne - Department of Finance and University of Technology Sydney (UTS)
Downloads 2,489 (7,943)
Citation 30

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dark pool, price discovery, information share, efficiency

4.

The Active World of Passive Investing

Review of Finance (forthcoming)
Number of pages: 57 Posted: 27 Jul 2018 Last Revised: 15 Jul 2021
David Easley, David Michayluk, Maureen O'Hara and Tālis J. Putniņš
Cornell University - Department of Economics, University of Technology Sydney (UTS) - School of Finance and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Technology Sydney (UTS)
Downloads 2,135 (10,174)
Citation 5

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exchange-traded fund, ETF, Activeness Index, passive investing, index investing

5.

A New Wolf in Town? Pump-and-Dump Manipulation in Cryptocurrency Markets

Review of Finance, Forthcoming
Number of pages: 57 Posted: 24 Sep 2020 Last Revised: 18 Jan 2022
Anirudh Dhawan and Tālis J. Putniņš
Indian Institute of Management Bangalore and University of Technology Sydney (UTS)
Downloads 1,889 (12,422)

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market manipulation, pump-and-dump, cryptocurrencies, overconfidence, gambling

6.

What Moves Stock Prices? The Role of News, Noise, and Information

Review of Financial Studies, Forthcoming
Number of pages: 65 Posted: 29 Jan 2018 Last Revised: 18 Nov 2021
Jonathan Brogaard, Huong Nguyen, Tālis J. Putniņš and Eliza Wu
University of Utah - David Eccles School of Business, Faculty of Finance, University of Economics, The University of Danang, Vietnam, University of Technology Sydney (UTS) and The University of Sydney - Business School
Downloads 1,581 (16,399)
Citation 5

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variance decomposition, firm-specific information, market-wide information, stock return synchronicity

7.

Free Markets to Fed Markets: How Modern Monetary Policy Impacts Equity Markets

Financial Analysts Journal, Forthcoming
Number of pages: 50 Posted: 08 Jun 2020 Last Revised: 12 Jan 2022
Tālis J. Putniņš
University of Technology Sydney (UTS)
Downloads 1,567 (16,629)

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stock markets, monetary policy, quantitative easing, liquidity, COVID-19

8.

How Much Insider Trading Happens in Stock Markets?

American Finance Association (AFA) Annual Meeting
Number of pages: 57 Posted: 09 Feb 2021 Last Revised: 11 Aug 2022
Vinay Patel and Tālis J. Putniņš
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 1,297 (22,091)
Citation 1

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insider trading, prosecution, detection controlled estimation, M&A, earnings

9.

Price Discovery in Stock and Options Markets

Journal of Financial Markets, Forthcoming
Number of pages: 55 Posted: 15 Aug 2014 Last Revised: 07 Sep 2021
Vinay Patel, Tālis J. Putniņš, David Michayluk and Sean Foley
University of Technology Sydney (UTS), University of Technology Sydney (UTS), University of Technology Sydney (UTS) - School of Finance and Economics and Macquarie University
Downloads 1,236 (23,757)
Citation 7

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price discovery, stock, option, information share, insider trading

10.

Measuring Closing Price Manipulation

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 23 Aug 2007 Last Revised: 28 Apr 2010
Carole Comerton-Forde and Tālis J. Putniņš
University of Melbourne - Department of Finance and University of Technology Sydney (UTS)
Downloads 1,069 (29,270)
Citation 14

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manipulation, closing price, high-closing, index

11.

Should We Be Afraid of the Dark? Dark Trading and Market Quality

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 16 Jun 2013 Last Revised: 08 Feb 2016
Sean Foley and Tālis J. Putniņš
Macquarie University and University of Technology Sydney (UTS)
Downloads 1,038 (30,570)
Citation 22

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dark pool, dark trading, regulation, liquidity, market efficiency, transparency

12.

Market Manipulation: A Survey

Journal of Economic Surveys, Forthcoming
Number of pages: 30 Posted: 12 Apr 2011
Tālis J. Putniņš
University of Technology Sydney (UTS)
Downloads 1,021 (31,303)
Citation 6

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market manipulation, regulation, survey

13.

Only Gamble in Town: Stock Market Gambling Around the World and Market Efficiency

Number of pages: 56 Posted: 10 Nov 2020 Last Revised: 10 Nov 2021
Alok Kumar, Huong Nguyen and Tālis J. Putniņš
University of Miami - Miami Herbert Business School, Faculty of Finance, University of Economics, The University of Danang, Vietnam and University of Technology Sydney (UTS)
Downloads 990 (32,668)

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stock market gambling, casino, state lottery, liquidity, informational efficiency

14.

Insider Trading in Cryptocurrency Markets

Number of pages: 15 Posted: 12 Aug 2022
Ester Félez-Viñas, Luke Johnson and Tālis J. Putniņš
University of Technology Sydney, University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 963 (46,014)

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Cryptocurrency, decentralized exchange, insider trading, listing announcement

15.

Market Efficiency in the Age of Machine Learning

NYU Stern School of Business Forthcoming
Number of pages: 70 Posted: 02 Mar 2021 Last Revised: 29 Jun 2022
University of Edinburgh, Wharton Research Data Services (WRDS), University of Technology Sydney (UTS) and New York University - Leonard N. Stern School of Business
Downloads 894 (37,769)

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Market efficiency; Information acquisition; Machine learning; Informed trading; Algorithmic trading

16.

The Good, the Bad, and the Ugly: How algorithmic traders impact institutional trading costs

NBER Big Data and Securities Markets Conference
Number of pages: 48 Posted: 26 Jul 2016 Last Revised: 15 Dec 2020
Tālis J. Putniņš and Joseph Barbara
University of Technology Sydney (UTS) and Australian Securities and Investments Commission (ASIC)
Downloads 840 (41,141)

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Algorithmic Trading, High-Frequency Trading, Liquidity, Transaction Costs, Implementation Shortfall, Predatory Trading

17.

An Overview of Market Manipulation

Forthcoming in: Handbook of Corruption and Fraud in Financial Markets: Malpractice, Misconduct and Manipulation
Number of pages: 46 Posted: 14 Jun 2019
Tālis J. Putniņš
University of Technology Sydney (UTS)
Downloads 765 (46,593)

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market manipulation, spoofing, layering, pump and dump, painting the tape, bear raid

18.

Stock Price Manipulation: Prevalence and Determinants

Forthcoming, Review of Finance
Number of pages: 54 Posted: 21 Aug 2008 Last Revised: 11 Oct 2012
Carole Comerton-Forde and Tālis J. Putniņš
University of Melbourne - Department of Finance and University of Technology Sydney (UTS)
Downloads 751 (47,786)
Citation 8

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manipulation, prosecution, closing price, high-closing, detection controlled estimation

19.

Naked Short Sales and Fails to Deliver: An Overview of Clearing and Settlement Procedures for Stock Trades in the US

Journal of Securities Operations and Custody, Forthcoming
Number of pages: 17 Posted: 07 Mar 2010
Tālis J. Putniņš
University of Technology Sydney (UTS)
Downloads 641 (58,786)
Citation 7

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Clearing, Settlement, Fail to Deliver, Naked Short Selling, National Securities Clearing Corporation (NSCC), Depository Trust Company (DTC)

20.

Asset Pricing with Downside Liquidity Risks

Management Science, Forthcoming
Number of pages: 46 Posted: 22 Dec 2012 Last Revised: 24 Dec 2015
Sean A. Anthonisz and Tālis J. Putniņš
The University of Sydney and University of Technology Sydney (UTS)
Downloads 587 (65,760)
Citation 1

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liquidity risk, liquidity spiral, conditional moment, pricing kernel, downside risk

21.

What Do Price Discovery Metrics Really Measure?

Journal of Empirical Finance, Forthcoming
Number of pages: 39 Posted: 06 May 2013 Last Revised: 16 May 2013
Tālis J. Putniņš
University of Technology Sydney (UTS)
Downloads 561 (69,620)
Citation 3

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price discovery, information share, component share, information leadership share

22.

Shorting at Close Range: A Tale of Two Types

Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper, Columbia Business School Research Paper No. 12/22
Number of pages: 50 Posted: 21 Mar 2011 Last Revised: 26 Jun 2015
Carole Comerton-Forde, Charles M. Jones and Tālis J. Putniņš
University of Melbourne - Department of Finance, Columbia University and University of Technology Sydney (UTS)
Downloads 558 (70,104)
Citation 7

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short selling, information content, market quality, high-frequency trading

23.

The Value of ETF Liquidity

European Finance Association 2020 Helsinki
Number of pages: 76 Posted: 06 Apr 2020 Last Revised: 16 May 2022
Marta Khomyn, Tālis J. Putniņš and Marius Zoican
University of Adelaide, University of Technology Sydney (UTS) and University of Toronto at Mississauga - Department of Management
Downloads 523 (76,011)
Citation 2

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ETFs, liquidity, competition, trading volume

24.

Economics of State-Owned Enterprises

Forthcoming, International Journal of Public Administration
Number of pages: 40 Posted: 25 Oct 2014
Tālis J. Putniņš
University of Technology Sydney (UTS)
Downloads 500 (80,533)
Citation 3

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state-owned enterprise, government, market failure, efficiency, social welfare

25.

High Frequency Trading and Co-Movement in Financial Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 23 Aug 2016 Last Revised: 11 Feb 2019
Laura Malceniece, Kārlis Malcenieks and Tālis J. Putniņš
Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS)
Downloads 477 (84,984)
Citation 7

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high frequency trading, HFT, co-movement, commonality, synchronicity, liquidity

26.

Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives

SAFE Working Paper No. 253
Number of pages: 62 Posted: 28 May 2019 Last Revised: 25 Jun 2019
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Goethe University Frankfurt - Department of Finance and University of Vienna - Department of Finance
Downloads 469 (86,711)
Citation 4

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Dark Pools, Dark Trading, Liquidity, Price Efficiency, MiFID II, Double Volume Caps

27.

The “Waterfall Illusion” in Financial Markets: Evidence from the Laboratory and the Field

UNSW Business School Research Paper No. 04, 2019
Number of pages: 51 Posted: 24 Jan 2015 Last Revised: 02 Nov 2021
Elise Payzan-LeNestour, Lionnel Pradier and Tālis J. Putniņš
University of New South Wales, UNSW Australia Business School and University of Technology Sydney (UTS)
Downloads 454 (90,126)
Citation 1

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behavioral economics, neuro-economics, risk perception, decision making under uncertainty, adaptive normalization

28.

Who Sets the Price of Gold? London or New York?

Journal of Futures Markets (Forthcoming)
Number of pages: 38 Posted: 16 May 2015 Last Revised: 03 Feb 2016
Martin Hauptfleisch, Tālis J. Putniņš and Brian M. Lucey
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and Trinity Business School, Trinity College Dublin
Downloads 390 (107,419)
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Price Discovery, Gold, Gold Futures, Market Microstructure

29.

Why Do Traders Choose to Trade Anonymously?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 45 Posted: 28 Feb 2011
Carole Comerton-Forde, Tālis J. Putniņš and Kar Mei Tang
University of Melbourne - Department of Finance, University of Technology Sydney (UTS) and University of Sydney - Discipline of Finance
Downloads 323 (132,202)
Citation 4

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Anonymity, execution cost, broker identity, strategic trading

30.

Pricing Accuracy, Liquidity and Trader Behavior with Closing Price Manipulation

Experimental Economics, Forthcoming
Number of pages: 32 Posted: 10 Nov 2008 Last Revised: 12 Oct 2010
Carole Comerton-Forde and Tālis J. Putniņš
University of Melbourne - Department of Finance and University of Technology Sydney (UTS)
Downloads 296 (144,789)
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manipulation, closing price, high-closing, experimental market

31.

Information Flows and Systematic Risk

Society for Financial Studies Cavalcade, Forthcoming
Number of pages: 41 Posted: 08 Jul 2021 Last Revised: 04 Mar 2022
Cornell University - Department of Economics, University of Technology Sydney (UTS) - School of Finance and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 291 (147,420)
Citation 1

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information flows, asset pricing, return premium, systematic risk

32.

2018 Oxford Business Law Blog Round-Up: Top 20 Most Read Posts

Oxford Legal Studies Research Paper Forthcoming
Number of pages: 56 Posted: 28 Aug 2019
Center for Contract and Economic Organization, White & Case LLP, Max Planck Institute for Innovation and Competition, Macquarie University, Technische Universität München (TUM) - TUM School of Management, Melbourne Law School, University of Virginia School of Law, Singapore Management University - School of Law, European University Viadrina Frankfurt (Oder) - European New School of Digital Studies, City University of Hong Kong (CityU) – School of Law; Centre for Public Affairs and Law; Centre for Chinese and Comparative Law, National University of Singapore (NUS) - Faculty of Law, Hogan Lovells, Hogan Lovells, Tel Aviv University - Cegla Center for Interdisciplinary Research of the LawThe Hadar Jabotinsky Center for Interdisciplinary Research of Financial Markets, Crises and Technology (HJC), Cleary Gottlieb Steen & Hamilton LLP, Public Sector Credit Solutions, The University of Western Australia, BI Norwegian Business School, White & Case LLP, Latham & Watkins, White & Case LLP, TUM School of Management, Tilburg University - Tilburg Institute for Law, Technology, and Society, Latham & Watkins, London School of Economics - Law School, Independent, University of California, Berkeley - School of Law, Cleary Gottlieb Steen & Hamilton LLP, Cleary Gottlieb Steen & Hamilton LLP, University of Technology Sydney (UTS), Melbourne Law School - University of Melbourne, Morrison & Foerster LLP, University of Vienna, Faculty of Law, City University of Hong Kong (CityU) - Centre for Chinese & Comparative Law, University of Melbourne - Law School, London School of Economics & Political Science (LSE), Students and White & Case LLP
Downloads 284 (151,140)

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Bitcoin, Blockchain, GDPR, ICOs, Cryptocurrencies, MiFID II, EU law, Limited partnership, Private equity, Side-pockets, Liquidity, Brexit, Credit rating, Corporate Governance Code, Parent company, Bankruptcy, Securities, Financial regulation, Corporate veil, Autonomation, Courts, Smart contract

33.

Learning about adverse selection in markets

Number of pages: 48 Posted: 13 Dec 2018 Last Revised: 13 Apr 2022
Nihad Aliyev, Xuezhong He and Tālis J. Putniņš
University of Technology Sydney (UTS) - School of Finance and Economics, Xi'an Jiaotong-Liverpool University (XJTLU) and University of Technology Sydney (UTS)
Downloads 278 (154,392)
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Adverse selection, market instability, multidimensional learning.

34.

Evading Capital Controls via Cryptocurrencies: Evidence from the Blockchain

Number of pages: 52 Posted: 08 Nov 2021 Last Revised: 27 Dec 2021
Maggie Hu, Adrian D. Lee and Tālis J. Putniņš
The Chinese University of Hong Kong, Deakin University - Department of Finance (Property and Real Estate) and University of Technology Sydney (UTS)
Downloads 259 (165,891)

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bitcoin, blockchain, capital flight, cryptocurrency

35.

Welfare Costs of Informed Trade

AFA 2016 San Francisco Meetings, Columbia Business School Research Paper No. 16-58
Number of pages: 46 Posted: 23 Aug 2016 Last Revised: 02 Jan 2020
Lawrence R. Glosten and Tālis J. Putniņš
Columbia University and University of Technology Sydney (UTS)
Downloads 233 (183,663)
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market microstructure, welfare, liquidity, informed trading, insider trading

36.

When do informed traders provide liquidity?

Number of pages: 41 Posted: 20 Aug 2013 Last Revised: 24 Jan 2019
Tālis J. Putniņš and David Michayluk
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 228 (187,468)
Citation 1

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liquidity, price discovery, informed trading, limit order, market order

37.

The Effects of Market Makers and Stock Analysts in Emerging Markets

International Review of Finance, Forthcoming
Number of pages: 29 Posted: 24 Aug 2011
Stockholm School of Economics, Riga, Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS)
Downloads 199 (212,833)

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liquidity, informational efficiency, market makers, stock analysts

38.

Measuring the Shadow Economy Using Company Managers

Journal of Comparative Economics, Forthcoming
Number of pages: 41 Posted: 11 Apr 2014
Tālis J. Putniņš and Arnis Sauka
University of Technology Sydney (UTS) and Stockholm School of Economics, Riga
Downloads 167 (247,529)
Citation 1

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shadow economy; tax evasion; company managers; new EU members; GDP

39.

Shadow Economy Index for the Baltic Countries 2009-2016

Number of pages: 51 Posted: 15 May 2018
Tālis J. Putniņš and Arnis Sauka
University of Technology Sydney (UTS) and Stockholm School of Economics, Riga
Downloads 165 (250,095)
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Shadow Economy, Latvia, Lithuania, Estonia

40.

Why Does Entrepreneurial Orientation Affect Company Performance?

Strategic Entrepreneurship Journal, Forthcoming
Number of pages: 47 Posted: 12 Jun 2019
Tālis J. Putniņš and Arnis Sauka
University of Technology Sydney (UTS) and Stockholm School of Economics, Riga
Downloads 139 (287,271)

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entrepreneurial orientation, performance, conceptualization, risk taking, innovativeness, proactiveness

41.

Algos Gone Wild: What Drives the Extreme Order Cancellation Rates in Modern Markets?

Journal of Banking and Finance, Forthcoming
Number of pages: 49 Posted: 30 Dec 2020 Last Revised: 04 May 2021
Marta Khomyn and Tālis J. Putniņš
University of Adelaide and University of Technology Sydney (UTS)
Downloads 127 (307,647)

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order-to-trade ratio, market fragmentation, regulation, liquidity, HFT

42.

Shadow Economy Index for Moldova and Romania 2015-2016

Number of pages: 54 Posted: 15 May 2018
Tālis J. Putniņš, Arnis Sauka and Adriana AnaMaria Davidescu
University of Technology Sydney (UTS), Stockholm School of Economics, Riga and Bucharest University of Economic Studies
Downloads 120 (320,636)
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Shadow Economy, Moldova, Romania, Poland, Baltic States

43.

Noisy Stock Prices and Capital Allocation Efficiency

Number of pages: 42 Posted: 20 Jan 2022
Jonathan Brogaard, Huong Nguyen and Tālis J. Putniņš
University of Utah - David Eccles School of Business, Faculty of Finance, University of Economics, The University of Danang, Vietnam and University of Technology Sydney (UTS)
Downloads 97 (370,206)

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capital allocation, investment-to-Q sensitivity, investment-to-value-added elasticity, informational efficiency

44.

Does DeFi Remove the Need for Trust? Evidence From a Natural Experiment in Stablecoin Lending

Number of pages: 21 Posted: 22 Jul 2022
Kanis Saengchote, Tālis J. Putniņš and Krislert Samphantharak
Department of Banking and Finance, Chulalongkorn Business School, University of Technology Sydney (UTS) and University of California, San Diego - School of Global Policy and Strategy
Downloads 39 (578,684)

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DeFi, stablecoin, trust, incomplete contracts, regulation

45.

How Should We Ring the Closing Bell? Determining Optimal Closing Auction Design

Number of pages: 51 Posted: 06 Apr 2022
Wilfrid Laurier University, University of Technology Sydney, Macquarie University and University of Technology Sydney (UTS)
Downloads 38 (583,934)

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Closing Auction, Auction Design, Market Quality, Market Integrity

46.

Benchmarking Benchmarks

Number of pages: 41 Posted: 23 Jun 2022
Marta Khomyn and Tālis J. Putniņš
University of Adelaide and University of Technology Sydney (UTS)
Downloads 37 (589,426)

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benchmark prices, information shares, price discovery

47.

Activist Short Selling and Product Innovation

Number of pages: 51 Posted: 29 Jul 2022
Claire Liu, Angie Low and Tālis J. Putniņš
University of Sydney, Nanyang Business School, Nanyang Technological University and University of Technology Sydney (UTS)
Downloads 26 (657,765)

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Activist Campaigns, Short Selling, Corporate Innovation, Product Announcements, Real Effects, Stakeholders

48.

The Falling Number of Us Listed Stocks: Is Market Structure to Blame?

Number of pages: 42 Posted: 04 Jun 2022
Man Nguyen and Tālis J. Putniņš
affiliation not provided to SSRN and University of Technology Sydney (UTS)
Downloads 23 (679,849)

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G10, G15, G30

49.

Market Manipulation: A Survey

Journal of Economic Surveys, Vol. 26, Issue 5, pp. 952-967, 2012
Number of pages: 16 Posted: 04 Oct 2012
Tālis J. Putniņš
University of Technology Sydney (UTS)
Downloads 4 (853,945)

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Market manipulation, Regulation, Survey

50.

The Effects of Market Makers and Stock Analysts in Emerging Markets

International Review of Finance, Vol. 12, Issue 3, pp. 305-327, 2012
Number of pages: 23 Posted: 04 Sep 2012
Stockholm School of Economics, Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS)
Downloads 4 (853,945)

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