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2. Short selling and the pricing of PIN information risk. (2024). Chen, Chen ; Liang, Qiqi ; Sun, Licheng ; Stivers, Chris.
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3. Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases. (2024). Saha, Sounak ; Sun, Licheng ; Stivers, Chris.
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4. Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y.
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5. Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y.
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6. Informed Trading in Dark Pools: Fair-Access Dark Venue vs. Restricted-Access Dark Venues. (2022). Nguyen, Nguyet.
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7. The Bright Side of Dark Markets: Experiments. (2022). Riyanto, Yohanes ; Halim, Edward ; Wang, Yan ; Roy, Nilanjan.
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8. Dark Pool Trading and Information Acquisition. (2022). Brogaard, Jonathan ; Pan, Jing.
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9. The democratization of investment research and the informativeness of retail investor trading. (2022). Markov, Stanimir ; Jame, Russell ; Farrell, Michael ; Green, Clifton T.
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12. Dark Trading and Post-Earnings-Announcement Drift. (2021). Zhu, Wei ; Thomas, Jacob ; Zhang, Frank.
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1. The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts. (2022). Shin, Donghwa ; Rubtsov, Alexey ; Augustin, Patrick.
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16. Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). Tapking, Jens ; Lemke, Wolfgang ; Altavilla, Carlo ; Linzert, Tobias ; von Landesberger, Julian.
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28. Uncovering the time-varying relationship between commonality in liquidity and volatility. (2020). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
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29. Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo ; Ramos, Henrique Pinto.
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30. More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
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31. Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
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34. On the Performance of Cryptocurrency Funds. (2020). Bianchi, Daniele ; Babiak, Mykola.
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38. A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A.
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39. When do low-frequency measures really measure transaction costs?. (2019). Jahan-Parvar, Mohammad ; Zikes, Filip.
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40. Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui.
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41. Seasonality in cryptocurrencies. (2019). Kaiser, Lars.
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42. Option prices and implied volatility in the crude oil market. (2019). Soini, Vesa ; Lorentzen, Sindre.
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43. Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda.
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44. Cycles of Declines and Reversals Following Overnight Market Declines. (2018). Abdi, Farshid.
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45. Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements. (2018). Abdi, Farshid ; Wu, Botao.
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46. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
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47. Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia.
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48. Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Cai, Jun ; Ahn, Hee-Joon ; Yang, Cheol-Won.
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49. Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
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50. New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan.
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