Tālis J. Putniņš

University of Technology Sydney (UTS) - Faculty of Business

PO Box 123

Broadway

Sydney

Australia

Stockholm School of Economics, Riga

Strelnieku iela 4a

Riga, LV 1010

Latvia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

27

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CITATIONS
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Top 14,889

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24

Scholarly Papers (27)

1.

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

Number of pages: 58 Posted: 17 Jan 2018 Last Revised: 30 Jan 2018
Sean Foley, Jonathan R. Karlsen and Tālis J. Putniņš
University of Sydney Business School, University of Technology Sydney (UTS), UTS Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 5,568 (1,127)

Abstract:

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blockchain, bitcoin, detection controlled estimation, illegal trade

2.

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
UNSW Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 2,116 (5,928)
Citation 5

Abstract:

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dark pool, price discovery, information share, efficiency

3.

Price Discovery in Stock and Options Markets

Society for Financial Studies (SFS) Cavalcade, 2016
Number of pages: 54 Posted: 15 Aug 2014 Last Revised: 16 Jul 2018
Vinay Patel, Tālis J. Putniņš, David Michayluk and Sean Foley
University of Technology Sydney (UTS), University of Technology Sydney (UTS) - Faculty of Business, University of Technology Sydney (UTS) - School of Finance and Economics and University of Sydney Business School
Downloads 936 (21,865)

Abstract:

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

4.

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
UNSW Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 916 (22,564)
Citation 8

Abstract:

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manipulation, closing price, high-closing, index

5.

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
University of Sydney Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 859 (24,755)
Citation 1

Abstract:

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

6.

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) - Faculty of Business
Downloads 735 (30,791)
Citation 1

Abstract:

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market manipulation, regulation, survey

7.

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
UNSW Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 612 (39,363)

Abstract:

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

8.

Heterogeneity in How Algorithmic Traders Impact Institutional Trading Costs

CIFR Paper No. 113/2016/Project F005
Number of pages: 44 Posted: 26 Jul 2016 Last Revised: 25 Jul 2017
Tālis J. Putniņš and Joseph Barbara
University of Technology Sydney (UTS) - Faculty of Business and Australian Securities and Investments Commission (ASIC)
Downloads 558 (44,462)

Abstract:

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

9.

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) - Faculty of Business
Downloads 517 (49,000)
Citation 3

Abstract:

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

10.

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
UNSW Business School, Columbia Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 470 (55,235)
Citation 3

Abstract:

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

11.

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) - Faculty of Business
Downloads 446 (58,942)

Abstract:

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

12.

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) - Faculty of Business
Downloads 359 (76,319)

Abstract:

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

13.

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) - Faculty of Business and Trinity Business School, Trinity College Dublin
Downloads 298 (94,127)

Abstract:

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Price Discovery, Gold, Gold Futures, Market Microstructure

14.

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

Number of pages: 54 Posted: 29 Jan 2018 Last Revised: 08 Jun 2018
Jonathan Brogaard, Thanh Huong Nguyen, Tālis J. Putniņš and Eliza Wu
University of Utah - David Eccles School of Business, University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS) - Faculty of Business and The University of Sydney - Business School
Downloads 270 (104,636)

Abstract:

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

15.

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
UNSW Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 266 (106,355)
Citation 1

Abstract:

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manipulation, closing price, high-closing, experimental market

16.

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
UNSW Business School, University of Technology Sydney (UTS) - Faculty of Business and University of Sydney - Discipline of Finance
Downloads 263 (107,602)
Citation 2

Abstract:

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Anonymity, execution cost, broker identity, strategic trading

17.

The 'Waterfall Illusion' in the Financial Markets: Risk Perception Is Distorted After Prior Exposure to Extreme Risk

UNSW Business School Research Paper No. 04
Number of pages: 48 Posted: 24 Jan 2015 Last Revised: 30 Sep 2018
Elise Payzan-LeNestour, Lionnel Pradier and Tālis J. Putniņš
University of New South Wales, UNSW Australia Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 226 (125,566)

Abstract:

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neuro-economics, risk perception, efficient coding, normalization, decision making under uncertainty

18.

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) - Faculty of Business
Downloads 206 (137,813)

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

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: 03 Apr 2018
Laura Malceniece, Kārlis Malcenieks and Tālis J. Putniņš
Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS) - Faculty of Business
Downloads 101 (247,171)

Abstract:

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

High Frequency Trading and Co-Movement in Financial Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 26 Apr 2018
Laura Malceniece, Kārlis Malcenieks and Tālis J. Putniņš
Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS) - Faculty of Business
Downloads 81 (285,185)

Abstract:

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

20.

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) - Faculty of Business
Downloads 181 (154,672)

Abstract:

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liquidity, informational efficiency, market makers, stock analysts

21.

Liquidity Provision in Limit Order Book Markets

Number of pages: 40 Posted: 20 Aug 2013 Last Revised: 16 Jan 2016
Tālis J. Putniņš and David Michayluk
University of Technology Sydney (UTS) - Faculty of Business and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 148 (183,971)

Abstract:

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

22.

The Active World of Passive Investing

Number of pages: 35 Posted: 27 Jul 2018 Last Revised: 04 Sep 2018
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) - Faculty of Business
Downloads 113 (227,002)

Abstract:

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exchange traded fund, ETF, active share, passive investing, index investing

23.

Welfare Costs of Informed Trade

AFA 2016 San Francisco Meetings, Columbia Business School Research Paper No. 16-58
Number of pages: 44 Posted: 23 Aug 2016
Lawrence R. Glosten and Tālis J. Putniņš
Columbia Business School - Finance and Economics and University of Technology Sydney (UTS) - Faculty of Business
Downloads 110 (231,419)

Abstract:

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market microstructure, welfare, liquidity, informed trading, insider trading

24.

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) - Faculty of Business and Stockholm School of Economics, Riga
Downloads 104 (240,682)

Abstract:

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

25.

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) - Faculty of Business and Stockholm School of Economics, Riga
Downloads 28 (446,175)

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Shadow Economy, Latvia, Lithuania, Estonia

26.

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) - Faculty of Business, Stockholm School of Economics, Riga and Bucharest University of Economic Studies
Downloads 28 (446,175)

Abstract:

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Shadow Economy, Moldova, Romania, Poland, Baltic States

27.

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) - Faculty of Business
Downloads 1 (601,550)
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Abstract:

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Market manipulation, Regulation, Survey