Pamela C. Moulton

Cornell University - SC Johnson College of Business

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

19

DOWNLOADS
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Top 5,396

in Total Papers Downloads

10,910

SSRN CITATIONS
Rank 6,249

SSRN RANKINGS

Top 6,249

in Total Papers Citations

107

CROSSREF CITATIONS

104

Scholarly Papers (19)

1.

Market Maker Inventories and Liquidity

AFA 2008 New Orleans Meetings Paper
Number of pages: 38 Posted: 09 Nov 2006
Terrence Hendershott, Pamela C. Moulton and Mark S. Seasholes
University of California, Berkeley - Haas School of Business, Cornell University - SC Johnson College of Business and Arizona State University (ASU)
Downloads 2,621 (7,069)
Citation 3

Abstract:

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inventory, market makers, capital constraints

2.

Time Variation in Liquidity: The Role of Market Maker Inventories and Revenues

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 31 Dec 2008
University of Melbourne - Department of Finance, University of California, Berkeley - Haas School of Business, Columbia University, Cornell University - SC Johnson College of Business and Arizona State University (ASU)
Downloads 1,676 (14,581)
Citation 7

Abstract:

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Liquidity, Market-Makers

3.

Automation, Speed, and Stock Market Quality: The NYSE’s Hybrid

Number of pages: 59 Posted: 14 Jul 2008 Last Revised: 08 Aug 2015
Terrence Hendershott and Pamela C. Moulton
University of California, Berkeley - Haas School of Business and Cornell University - SC Johnson College of Business
Downloads 1,385 (19,461)
Citation 36

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Speed, Automation, Transaction Costs, Efficiency, Hybrid, NYSE

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Johnson School Research Paper Series No. 15-2013
Number of pages: 58 Posted: 12 Feb 2013 Last Revised: 04 May 2016
George Gao, George Gao, Pamela C. Moulton and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 563 (66,812)
Citation 2

Abstract:

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Return predictability, anomalies, institutional ownership, institutional trading

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Journal of Financial Intermediation, Forthcoming
Number of pages: 55 Posted: 03 Aug 2016
George Gao, George Gao, Pamela C. Moulton and David T. Ng
Cornell University - Samuel Curtis Johnson Graduate School of ManagementT. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 229 (181,981)
Citation 3

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Return predictability, anomalies, institutional ownership, institutional trading

5.
Downloads 747 ( 46,875)
Citation 4

Liquidity: Considerations of a Portfolio Manager

Number of pages: 34 Posted: 20 Oct 2003
Laurie Simon Hodrick and Pamela C. Moulton
Columbia University - Columbia Business School, Finance and Cornell University - SC Johnson College of Business
Downloads 747 (46,249)
Citation 4

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Mutual funds, Liquidity, Active and passive management

Liquidity: Considerations of a Portfolio Manager

Financial Management, Vol. 38, No. 1, pp. 59-74, 2009
Posted: 24 Apr 2009
Laurie Simon Hodrick and Pamela C. Moulton
Columbia University - Columbia Business School, Finance and Cornell University - SC Johnson College of Business

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6.

Attention: How High-Frequency Trading Improves Price Efficiency Following Earnings Announcements

Journal of Financial Markets, Forthcoming
Number of pages: 58 Posted: 25 Jul 2015 Last Revised: 21 Sep 2021
Bidisha Chakrabarty, Pamela C. Moulton and Xu (Frank) Wang
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Saint Louis University - Chaifetz School of Business
Downloads 728 (48,499)
Citation 7

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High-frequency trading, limited attention, price efficiency, earnings announcements

7.

The Performance of Short-term Institutional Trades

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 16 Feb 2013 Last Revised: 19 May 2016
Bidisha Chakrabarty, Pamela C. Moulton and Charles Trzcinka
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 550 (69,552)
Citation 13

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Institutional trading, short-term trades, trading skill, information

8.

Trading in the Presence of Short-Lived Private Information: Evidence from Analyst Recommendation Changes

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 67 Posted: 23 Apr 2014 Last Revised: 25 May 2017
Ohad Kadan, Roni Michaely and Pamela C. Moulton
Washington University in St. Louis - John M. Olin Business School, The University of Hong Kong and Cornell University - SC Johnson College of Business
Downloads 511 (76,184)
Citation 7

Abstract:

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private information, analyst recommendations, institutional trading, individual trading

9.

Catch Me If You Can: In Search of Accuracy, Scope, and Ease of Fraud Prediction

Number of pages: 53 Posted: 09 Apr 2019 Last Revised: 01 Mar 2022
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business, Saunders College of Business and Saint Louis University - Chaifetz School of Business
Downloads 411 (98,644)
Citation 4

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fraud prediction; Benford’s Law; F-score

10.

Volume Dynamics and Multimarket Trading

AFA 2011 Denver Meetings Paper
Number of pages: 44 Posted: 23 Sep 2009 Last Revised: 20 May 2011
University of Luxembourg, Cornell University - SC Johnson College of Business and University of Pittsburgh - Katz Graduate School of BusinessUniversity of Cyprus - Department of Accounting and Finance
Downloads 263 (159,497)
Citation 8

Abstract:

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Multimarket trading, Cross-listing, Trading volume, Integration

You Can't Always Get What You Want: Trade-Size Clustering and Quantity Choice in Liquidity

Number of pages: 47 Posted: 28 Dec 2003
Pamela C. Moulton
Cornell University - SC Johnson College of Business
Downloads 256 (163,215)
Citation 7

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Liquidity, Trade-size clustering, Round lots, Odd lots, Order flow, Price impact, Foreign exchange

You Can't Always Get What You Want: Trade-Size Clustering and Quantity Choice in Liquidity

Journal of Financial Economics, Vol. 78, No. 1, pp. 89-119, 2005
Posted: 09 Nov 2004
Pamela C. Moulton
Cornell University - SC Johnson College of Business

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Liquidity, trade-size clustering, round lots, odd lots, order flow, price impact, foreign exchange

12.

A Tale of Two Time Zones: The Impact of Substitutes on Cross-Listed Stock Liquidity

Journal of Financial Markets, Vol. 12, No. 4, 2009
Number of pages: 32 Posted: 28 Sep 2005 Last Revised: 02 Jun 2010
Pamela C. Moulton and Li Wei
Cornell University - SC Johnson College of Business and New York Stock Exchange NYSE - Strategy and Research
Downloads 243 (172,301)
Citation 1

Abstract:

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Substitutes, Cross-listing, Specialist, Liquidity externalities

Earnings Announcements and Attention Constraints: The Role of Market Design

Number of pages: 53 Posted: 11 Mar 2009 Last Revised: 12 Jan 2012
Bidisha Chakrabarty and Pamela C. Moulton
Saint Louis University - Richard A. Chaifetz School of Business and Cornell University - SC Johnson College of Business
Downloads 239 (174,633)
Citation 8

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earnings announcements, disclosure, attention constraints, limited attention, dedicated market makers, liquidity

Earnings Announcements and Attention Constraints: The Role of Market Design

Journal of Accounting & Economics (JAE), Forthcoming
Posted: 22 Jan 2012
Bidisha Chakrabarty and Pamela C. Moulton
Saint Louis University - Richard A. Chaifetz School of Business and Cornell University - SC Johnson College of Business

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earnings announcements, liquidity, attention constraints, market microstructure

Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited

Number of pages: 42 Posted: 07 Feb 2011 Last Revised: 12 Jan 2012
Bidisha Chakrabarty, Pamela C. Moulton and Andriy Shkilko
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 223 (186,581)
Citation 11

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Trade Classification, Short Sales, Lee-Ready, Trade Initiation

Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited

Journal of Financial Markets, Forthcoming
Posted: 22 Jan 2012
Bidisha Chakrabarty, Pamela C. Moulton and Andriy Shkilko
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Wilfrid Laurier University - Lazaridis School of Business and Economics

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trade classification, short sales, long sales, Lee-Ready algorithm, short sale aggressiveness

15.

Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues

Journal of Finance, Vol. 65, No. 1, pp. 295-331, 2010
Number of pages: 59 Posted: 26 Oct 2011 Last Revised: 03 Dec 2012
University of Melbourne - Department of Finance, University of California, Berkeley - Haas School of Business, Columbia University, Cornell University - SC Johnson College of Business and Arizona State University (ASU)
Downloads 102 (350,459)
Citation 19

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16.

Do Proprietary Traders Provide Liquidity?

Swiss Finance Institute Research Paper No. 20-109
Number of pages: 42 Posted: 17 Nov 2020 Last Revised: 02 Mar 2022
Nittai Bergman, Ohad Kadan, Roni Michaely and Pamela C. Moulton
Tel Aviv University - Berglas School of Economics, Washington University in St. Louis - John M. Olin Business School, The University of Hong Kong and Cornell University - SC Johnson College of Business
Downloads 95 (366,700)

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Liquidity, Proprietary Traders, Volcker Rule

17.

Trading System Upgrades and Short-Sale Bans: Uncoupling the Effects of Technology and Regulation

Journal of Empirical Finance, Forthcoming
Number of pages: 43 Posted: 27 Jan 2016 Last Revised: 24 May 2017
Bidisha Chakrabarty, Pamela C. Moulton and Roberto Pascual
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Universidad de las Islas Baleares
Downloads 68 (444,884)
Citation 1

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Technological Upgrades, SIBE-Smart, Colocation, Short-Sale Ban, High-Speed Trading, Equity Market Liquidity

18.

Automation, Speed, and Stock Market Quality: The NYSE's Hybrid

Journal of Financial Markets, Forthcoming
Posted: 25 Mar 2011
Terrence Hendershott and Pamela C. Moulton
University of California, Berkeley - Haas School of Business and Cornell University - SC Johnson College of Business

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Automation, Liquidity, Speed, Transparency, Latency, Adverse selection

19.

Relative Repo Specialness in U.S. Treasuries

Journal of Fixed Income, Vol. 14, No. 1, pp. 40-47, 2004
Posted: 21 Mar 2004
Pamela C. Moulton
Cornell University - SC Johnson College of Business

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Repo, Specials, Treasury bonds, Liquidity, Repo squeeze