Pamela C. Moulton

Cornell University - SC Johnson College of Business

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

18

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CITATIONS
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Top 4,536

in Total Papers Citations

120

Scholarly Papers (18)

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 2,523 (4,774)
Citation 1

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
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 1,594 (10,346)
Citation 1

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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 1,338 (13,723)
Citation 58

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

4.
Downloads 726 ( 33,493)
Citation 8

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 726 (32,999)
Citation 8

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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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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 529 (50,306)
Citation 1

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, Pamela C. Moulton and David T. Ng
T. Rowe Price, Cornell University - SC Johnson College of Business and Johnson College of Business
Downloads 168 (175,705)

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Return predictability, anomalies, institutional ownership, institutional trading

6.

Attention Effects in a High-Frequency World

Number of pages: 64 Posted: 25 Jul 2015 Last Revised: 11 Apr 2019
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 533 (50,536)
Citation 2

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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 496 (55,206)
Citation 8

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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 441 (64,065)
Citation 4

Abstract:

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private information, analyst recommendations, institutional trading, individual trading

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 250 (120,226)
Citation 10

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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

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 248 (121,682)
Citation 9

Abstract:

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Multimarket trading, Cross-listing, Trading volume, Integration

11.

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 237 (127,411)
Citation 9

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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 225 (133,732)
Citation 19

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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 176 (168,555)
Citation 9

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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

14.

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

Number of pages: 61 Posted: 09 Apr 2019
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business, University of Oklahoma - Michael F. Price College of Business, Students and Saint Louis University - Chaifetz School of Business
Downloads 133 (215,471)

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

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
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 86 (288,502)
Citation 88

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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 63 (343,861)

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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