Pamela C. Moulton

Cornell University - SC Johnson College of Business

Ithaca, NY 14853

United States

  • Cornell University - SC Johnson College of Business

SCHOLARLY PAPERS

18

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Top 6,420

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82

CROSSREF CITATIONS

103

Scholarly Papers (18)

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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 ASU WP Carey School of Business
Downloads 2,550 (5,429)
Citation 3

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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
Carole Comerton-Forde, Terrence Hendershott, Charles M. Jones, Pamela C. Moulton and Mark S. Seasholes
UNSW Business School, University of California, Berkeley - Haas School of Business, Columbia Business School, Cornell University - SC Johnson College of Business and ASU WP Carey School of Business
Downloads 1,637 (11,345)
Citation 7

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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 1,358 (15,184)
Citation 24

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

4.

Liquidity: Considerations of a Portfolio Manager

Downloads 733 ( 37,174)
Citation 4

Liquidity: Considerations of a Portfolio Manager

Number of pages: 34 Posted: 20 Oct 2003
Laurie Simon Hodrick and Pamela C. Moulton
Columbia Business School - Finance and Economics and Cornell University - SC Johnson College of Business
Downloads 733 (36,629)
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 Business School - Finance and Economics and Cornell University - SC Johnson College of Business

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5.

Institutional Ownership and Return Predictability Across Economically Unrelated Stocks

Downloads 726 ( 37,672)
Citation 4

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, Pamela C. Moulton and David T. Ng
T. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 544 (54,379)
Citation 2

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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, Pamela C. Moulton and David T. Ng
T. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 182 (181,021)
Citation 3

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Return predictability, anomalies, institutional ownership, institutional trading

6.

Limited Attention and Market Pricing of Earnings in a High Frequency World

Number of pages: 53 Posted: 25 Jul 2015 Last Revised: 14 Apr 2020
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 606 (47,958)
Citation 7

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Limited attention, price efficiency, earnings announcements, high-frequency trading

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 505 (60,433)
Citation 9

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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, University of Geneva - Geneva Finance Research Institute (GFRI) and Cornell University - SC Johnson College of Business
Downloads 467 (66,580)
Citation 6

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private information, analyst recommendations, institutional trading, individual trading

9.

Catch Me If You Can: Improving the Scope and Accuracy of Fraud Prediction

Number of pages: 51 Posted: 09 Apr 2019 Last Revised: 15 Feb 2020
Bidisha Chakrabarty, Pamela C. Moulton, Leonid Pugachev and Xu (Frank) Wang
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business, Rochester Institute of Technology, Saunders College of Business and Saint Louis University - Chaifetz School of Business
Downloads 255 (131,555)
Citation 2

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fraud; accounting quality; Benford’s Law; F-score; earnings manipulation; earnings misstatement

10.

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
Stockholm School of Economics & Swedish House of Finance, Cornell University - SC Johnson College of Business and University of Cyprus - Department of Accounting and Finance
Downloads 252 (133,158)
Citation 8

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Multimarket trading, Cross-listing, Trading volume, Integration

11.

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

Downloads 252 (133,158)

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 252 (132,577)
Citation 6

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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 239 (140,327)
Citation 1

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Substitutes, Cross-listing, Specialist, Liquidity externalities

13.

Earnings Announcements and Attention Constraints: The Role of Market Design

Downloads 230 (145,676)

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 230 (145,212)
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

14.

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

Downloads 192 (172,496)

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 192 (172,380)
Citation 10

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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
Carole Comerton-Forde, Terrence Hendershott, Charles M. Jones, Pamela C. Moulton and Mark S. Seasholes
UNSW Business School, University of California, Berkeley - Haas School of Business, Columbia Business School, Cornell University - SC Johnson College of Business and ASU WP Carey School of Business
Downloads 90 (309,155)
Citation 15

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16.

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 65 (372,791)

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

17.

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

18.

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