Marios A. Panayides

University of Pittsburgh - Katz Graduate School of Business

372 Mervis Hall

Pittsburgh, PA 15260

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 12,572

in Total Papers Downloads

3,062

CITATIONS
Rank 9,475

SSRN RANKINGS

Top 9,475

in Total Papers Citations

46

Scholarly Papers (10)

1.

Hidden Liquidity: An Analysis of Order Exposure Strategies in Electronic Stock Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 13 Jan 2007 Last Revised: 11 Feb 2009
Hendrik Bessembinder, Marios A. Panayides and Kumar Venkataraman
Arizona State University, University of Pittsburgh - Katz Graduate School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 667 (25,895)
Citation 14

Abstract:

Hidden Order, Order Exposure, Limit Order Book, Iceberg Order, Electronic Exchange

Do Financial Analysts Restrain Insiders' Informational Advantage?

Number of pages: 68 Posted: 17 May 2008 Last Revised: 25 Jan 2016
Andrew Ellul and Marios A. Panayides
Indiana University - Kelley School of Business - Department of Finance and University of Pittsburgh - Katz Graduate School of Business
Downloads 273 (90,501)
Citation 9

Abstract:

Sell-side Research, Insiders, Insider Trading, Information Asymmetries, Liquidity

Do Financial Analysts Restrain Insiders' Informational Advantage?

EFA 2009 Bergen Meetings Paper
Number of pages: 70 Posted: 19 Feb 2009 Last Revised: 12 May 2014
Marios A. Panayides and Andrew Ellul
University of Pittsburgh - Katz Graduate School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 203 (122,736)
Citation 9

Abstract:

Sell-side research, Insiders, Insider Trading, Information Asymmetries, Liquidity

Do Financial Analysts Restrain Insiders' Informational Advantage?

Number of pages: 70 Posted: 21 Mar 2009 Last Revised: 12 May 2014
Marios A. Panayides and Andrew Ellul
University of Pittsburgh - Katz Graduate School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 144 (167,516)
Citation 9

Abstract:

Sell-side research, Insiders, Insider Trading, Information Asymmetries, Liquidity

3.

The Specialist's Participation in Quoted Prices and the NYSE's Price Continuity Rule

Yale ICF Working Paper No. 04-05
Number of pages: 47 Posted: 27 Jan 2004
Marios A. Panayides
University of Pittsburgh - Katz Graduate School of Business
Downloads 284 (85,749)

Abstract:

Quoted Prices, specialist, limit order book, price continuity rule

4.

Volume Dynamics and Multimarket Trading

AFA 2011 Denver Meetings Paper
Number of pages: 44 Posted: 23 Sep 2009 Last Revised: 20 May 2011
Michael Halling, Pamela C. Moulton and Marios A. Panayides
Swedish House of Finance, Cornell University and University of Pittsburgh - Katz Graduate School of Business
Downloads 224 (103,801)
Citation 2

Abstract:

Multimarket trading, Cross-listing, Trading volume, Integration

5.

When a Halt is Not a Halt: An Analysis of Off-NYSE Trading During NYSE Market Closures

Journal of Financial Intermediation, Forthcoming
Number of pages: 45 Posted: 20 Mar 2007 Last Revised: 15 Jun 2011
Bidisha Chakrabarty, Shane A. Corwin and Marios A. Panayides
Saint Louis University - John Cook School of Business, University of Notre Dame - Mendoza College of Business and University of Pittsburgh - Katz Graduate School of Business
Downloads 189 (115,843)
Citation 3

Abstract:

Trading halt, Price discovery, Off-NYSE trading, ECN

6.

Affirmative Obligations and Market Making with Inventory

Number of pages: 31 Posted: 22 Mar 2006
Marios A. Panayides
University of Pittsburgh - Katz Graduate School of Business
Downloads 156 (151,879)
Citation 18

Abstract:

Quoted Prices, Specialist, Limit Order Book, Price Continuity Rule

Trading Fees and Intermarket Competition

Charles A. Dice Center 2017-03, Fisher College of Business Working Paper No. 2017-03-003
Number of pages: 58 Posted: 03 Feb 2017
Marios A. Panayides, Barbara Rindi and Ingrid M. Werner
University of Pittsburgh - Katz Graduate School of Business, Bocconi University and IGIER and CAREFIN and The Ohio State University - Fisher College of Business
Downloads 90 (237,975)

Abstract:

Trading Fees, Maker-Taker Pricing, Intermarket Competition, Limit Order Book

Trading Fees and Intermarket Competition

BAFFI CAREFIN Centre Research Paper No. 2017-51
Number of pages: 58 Posted: 18 Apr 2017
Marios A. Panayides, Barbara Rindi and Ingrid M. Werner
University of Pittsburgh - Katz Graduate School of Business, Bocconi University and IGIER and CAREFIN and The Ohio State University - Fisher College of Business
Downloads 56 (312,404)

Abstract:

Trading Fees, Maker-Taker Pricing, Intermarket Competition, Limit Order Book

8.

Informed Trading and Price Discovery before Corporate Events

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 03 Jul 2013 Last Revised: 19 Aug 2016
Shmuel Baruch, Marios A. Panayides and Kumar Venkataraman
University of Utah - Department of Finance, University of Pittsburgh - Katz Graduate School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 146 (72,355)

Abstract:

Informed trader; insider trading; trading strategy; short sale; buy-sell asymmetry

9.

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Number of pages: 64 Posted: 11 Oct 2014
Marios A. Panayides, Thomas Shohfi and Jared D. Smith
University of Pittsburgh - Katz Graduate School of Business, Rensselaer Polytechnic Institute (RPI) - Department of Finance and Accounting and North Carolina State University - Poole College of Management
Downloads 51 (92,138)

Abstract:

Bulk Volume Classification, Tick Rule, Lee and Ready

10.

Commonality in Institutional Ownership and Competition in Product Markets

Number of pages: 55 Posted: 10 May 2017
Marios A. Panayides and Shawn Thomas
University of Pittsburgh - Katz Graduate School of Business and University of Pittsburgh - Katz Graduate School of Business
Downloads 0 (381,015)

Abstract:

Ownership, Governance, Competition, Horizontal Integration