Charles M. Jones : Citation Profile

Deceased: 2022-12-15

18

H index

20

i10 index

3274

Citations

RESEARCH PRODUCTION:

24

Articles

15

Papers

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 109
   Journals where Charles M. Jones has often published
   Relations with other researchers
   Recent citing documents: 437.    Total self citations: 6 (0.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo446
   Updated: 2023-03-02    RAS profile:    
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Relations with other researchers

Works with:

van Kervel, Vincent (2)

Ranaldo, Angelo (2)

Dimpfl, Thomas (2)

Jalkh, Naji (2)

Jurkatis, Simon (2)

Adrian, Tobias (2)

Kearney, Fearghal (2)

Moinas, Sophie (2)

Hautsch, Nikolaus (2)

Reitz, Stefan (2)

Bohorquez Correa, Santiago (2)

Vogel, Sebastian (2)

Theissen, Erik (2)

Lajaunie, Quentin (2)

Dumitrescu, Ariadna (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Pelizzon, Loriana (2)

Tonks, Ian (2)

Abudy, Menachem (2)

Walther, Thomas (2)

Roy, Saurabh (2)

Liew, Chee (2)

Alexeev, Vitali (2)

Horenstein, Alex (2)

Zhou, Chen (2)

Verousis, Thanos (2)

CAPELLE-BLANCARD, Gunther (2)

Davies, Ryan (2)

Heath, Davidson (2)

Taylor, Nick (2)

Park, Andreas (2)

Holzmeister, Felix (2)

Xia, Shuo (2)

Bos, Charles (2)

Ait-Sahalia, Yacine (2)

Xiu, Dacheng (2)

He, Xuezhong (Tony) (2)

Prokopczuk, Marcel (2)

Nielsson, Ulf (2)

Pastor, Lubos (2)

Stefanova, Denitsa (2)

Menkveld, Albert (2)

Dreber, Anna (2)

Harris, Jeffrey (2)

LINTON, OLIVER (2)

Foucault, Thierry (2)

Hjalmarsson, Erik (2)

Putnins, Talis (2)

Frijns, Bart (2)

Sarno, Lucio (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Wilhelmsson, Anders (2)

Rakowski, David (2)

Bouri, Elie (2)

Wolff, Christian (2)

Gehrig, Thomas (2)

Rinne, Kalle (2)

Schenk-Hoppé, Klaus (2)

Brownlees, Christian (2)

Lopez-Lira, Alejandro (2)

FERROUHI, EL MEHDI (2)

Chernov, Mikhail (2)

Johannesson, Magnus (2)

Lof, Matthijs (2)

Talavera, Oleksandr (2)

Palan, Stefan (2)

Chow, Nikolai Sheung-Chi (2)

Deku, Solomon (2)

Colliard, Jean-Edouard (2)

Smales, Lee (2)

Gorbenko, Arseny (2)

Ferrara, Gerardo (2)

Hurlin, Christophe (2)

Sojli, Elvira (2)

Vilkov, Grigory (2)

Regis, Luca (2)

Mihet, Roxana (2)

Kassner, Bernhard (2)

Pasquariello, Paolo (2)

Schwarz, Marco (2)

Gerritsen, Dirk (2)

Deev, Oleg (2)

Patton, Andrew (2)

Caporin, Massimiliano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Charles M. Jones.

Is cited by:

Blau, Benjamin (28)

Subrahmanyam, Avanidhar (25)

Filis, George (25)

Nguyen, Duc Khuong (24)

AROURI, Mohamed (21)

Degiannakis, Stavros (19)

Theissen, Erik (17)

Biais, Bruno (16)

Menkveld, Albert (16)

Ratti, Ronald (16)

Foucault, Thierry (14)

Cites to:

French, Kenneth (13)

Fama, Eugene (11)

Bollerslev, Tim (11)

Campbell, John (11)

Engle, Robert (10)

Boehmer, Ekkehart (10)

Lamont, Owen (9)

Keim, Donald (7)

Stambaugh, Robert (7)

Reed, Adam (7)

zhang, xiaoyan (6)

Main data

Where Charles M. Jones has published?

Journals with more than one article published# docs
Journal of Financial Economics6
Journal of Finance5
Review of Financial Studies5
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Charles M. Jones (2022 and 2021)

YearTitle of citing document
2021Macro-Economic Variables and Stock Market: are they Co-integrated? - A Study on NSE India. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:2:p:25-30.

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2022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022009.

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2022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002.

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2021Superstar Returns. (2021). Kohl, Sebastian ; Schularick, Moritz ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:131.

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2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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2022When is the Order to Trade Ratio fee effective?. (2022). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:11.

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2022When is the Order to Trade fee effective?. (2021). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:8.

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2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

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2022Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:116.

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2022Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2021Adversarial Attacks on Machine Learning Systems for High-Frequency Trading. (2020). Goldstein, Tom ; Patel, Ankit B ; Schwarzschild, Avi ; Goldblum, Micah. In: Papers. RePEc:arx:papers:2002.09565.

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2021Margin trading, short selling and corporate green innovation. (2021). You, Da-Ming ; Wu, Ge-Zhi. In: Papers. RePEc:arx:papers:2107.11255.

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2021A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik. In: Papers. RePEc:arx:papers:2109.10950.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2022Pricing Stocks with Trading Volumes. (2022). Zhang, Ran ; Lu, Yang ; Li, Yutian ; Duan, Ben. In: Papers. RePEc:arx:papers:2208.12067.

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2022Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827.

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2022Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2022). Streicher, Sina ; Polivka, Jeannine ; Halbleib, Roxana ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2212.11833.

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2023Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362.

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2021Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167.

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2021Quantifying the high-frequency trading arms race. (2021). O'Neill, Peter ; Budish, Eric ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:955.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2021Who detects corporate fraud under the thriving of the new media? Evidence from Chinese?listed firms. (2021). Wu, Weixing ; Sun, Xiaoting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1313-1343.

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2022Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2021Is faster or slower trading better? An examination of order type execution speed and costs. (2021). Wu, Fei ; Huang, Tao ; Garvey, Ryan. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:326-363.

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2022Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612.

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2022Individual investors dispersion in beliefs and stock returns. (2022). Lu, Lei ; Li, Xindan ; Ma, Junjun ; Xiong, Xiong ; Wu, Weixing. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:929-953.

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2021Do volatility extensions improve the quality of closing call auctions?. (2021). Hagstromer, Bjorn ; Felezvias, Ester. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:385-406.

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2021Investor awareness or information asymmetry? Wikipedia and IPO underpricing. (2021). Shohfi, Thomas ; Francis, Bill B ; Boulton, Thomas ; Xin, Daqi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:535-561.

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2022Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94.

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2022Stock splits and retail trading. (2022). van Ness, Bonnie ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:731-750.

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2021Are firm characteristics priced differently between opposite short?sales regimes?. (2021). Bai, Min. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:95-118.

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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2022The Wisdom of the Robinhood Crowd. (2022). welch, ivo. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1489-1527.

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2022Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. (2022). Pollet, Joshua M ; Pearson, Neil D ; Muravyev, Dmitriy. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1787-1828.

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2021Round?number biases on trading time: Evidence from international markets. (2021). Chen, Tao. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:469-495.

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2021When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

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2022Short selling and options trading: A tale of two markets. (2022). Harrison, David M ; Cashman, George D ; Sheng, Hainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:313-338.

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2022Periodicity of trading activity in foreign exchange markets. (2022). Chen, Tao ; Chang, Haodong. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:445-465.

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2021Responding to Activist Short Sellers: Allegations, Firm Responses, and Outcomes. (2021). Ryans, James ; Brendel, Janja. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:2:p:487-528.

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2021Option Trading and REIT Returns. (2021). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:332-389.

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2022Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders. (2022). Liaudinskas, Karolis. In: Working Paper. RePEc:bno:worpap:2022_6.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2021Venture Capital Booms and Startup Financing. (2021). Nanda, Ramana ; Rhodes-Kropf, M ; Janeway, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2147.

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2022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2214.

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2022.

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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2021The Contrarian Put. (2021). guimaraes, bernardo ; Giovannetti, Bruno ; Chague, Fernando. In: Discussion Papers. RePEc:cfm:wpaper:2106.

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2021The Macroeconomics of Financial Speculation. (2021). Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15733.

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2021International Asset Pricing with Strategic Business Groups. (2021). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15746.

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2021Competition for Attention in the ETF Space. (2021). Ben-David, Itzhak ; Moussawi, Rabih ; Kim, Byungwook ; Franzoni, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15762.

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2021The impact of oil price shocks on latin american stock markets: a behavioral approach. (2021). Ceretta, Paulo Sergio ; Marschner, Paulo F. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00762.

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2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564.

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2022COVID-19 Shock and Sectorial Index Response in South Africa: A Cross-sector Analysis. (2022). Vengesai, Edson. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-16.

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2021The Influence of Oil Price Fluctuations on Stock Market of Developing Economies: A Focus on Nigeria. (2021). Iyoha, Francis O ; Agbo, Elias Igwebuike ; Eluyela, Damilola Felix ; Nwude, Chuke. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-13.

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2021Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-63.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2023Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Paramaiah, CH ; Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56.

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2022Early and late-stage startup funding in hospitality: Effects on incumbents market value. (2022). Liu, Anyu ; Zach, Florian J ; Bianco, Simone. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000871.

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2021Commonality and contrarian trading among algorithmic traders. (2021). Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000393.

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2021Short sales restrictions and market quality: Evidence from Korea. (2021). Hahn, Jaehoon ; Eom, Yunsung ; Sohn, Wook. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000484.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021How do firms attract the attention of individual investors? Shareholder perks and financial visibility. (2021). Ito, Akitoshi ; Miyagawa, Hisao ; Nose, Yoshiaki. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000642.

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2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939.

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2021Institutional trading in firms rumored to be takeover targets. (2021). Khadivar, Hamed ; Davis, Frederick ; Walker, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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2021Short-term debt catering. (2021). Lugo, Stefano. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302613.

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2021Do short sellers anticipate late filings?. (2021). Zhao, Xinlei ; Zaiats, Nataliya ; Li, Ting ; Dai, Rui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s092911992100167x.

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2022Short seller attention. (2022). Zaiats, Nataliya ; Ng, Lilian ; Dai, Rui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002716.

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2022Bank funding strategy after the bail-in announcement. (2022). Fiordelisi, Franco ; Scardozzi, Giulia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s092911992200058x.

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2022Information acquisition and expected returns: Evidence from EDGAR search traffic. (2022). Sun, Chengzhu ; Li, Frank Weikai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000884.

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2021Analyzing causality between epidemics and oil prices: Role of the stock market. (2021). Gong, Qiang ; Jang, Chyi-Lu ; Chang, Chun-Ping ; Sui, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:148-158.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2022ETFs, arbitrage activity, and stock market efficiency: Evidence from Chinese CSI 300 ETFs. (2022). Pu, Wenyan ; Xu, Liao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:1-9.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022Counteracting large-scale asset purchase program: The Bank of Japan’s ETF purchases and securities lending. (2022). Takahashi, Koji ; Shino, Junnosuke ; Maeda, Kou. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:563-576.

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2022Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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2022Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420.

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2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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2021Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675.

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2021Short-term institutions’ information advantage and overvaluation. (2021). Vianna, Andre ; Serrano, Alejandro ; Du, Brian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301893.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000255.

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2022Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

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2022Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602.

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2022Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882.

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2022Modeling the unintended consequences of short selling for innovation investment. (2022). Wang, Hongli ; Gao, Han ; Huang, Wenli ; Peng, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001085.

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2021Supply and demand shifts of shorts before Fed announcements during QE1–QE3. (2021). Neely, Christopher ; Planchon, Jade ; McInish, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s016517652030478x.

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2022Intertemporal variation in abnormal volume around earnings announcements: “Distraction” or “flocking-and-dispersing”?. (2022). Nikiforov, Andrei L ; Ph, Ivo. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s016517652200249x.

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2022A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:399-422.

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2022Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1050-1066.

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2021The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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More than 100 citations found, this list is not complete...

Works by Charles M. Jones:

YearTitleTypeCited
1997Transaction Costs and Price Volatility: Evidence from Commission Deregulation. In: American Economic Review.
[Full Text][Citation analysis]		article114
Transaction Costs and Price Volatility: Evidence from Commission Deregulation.() In: Home Pages.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114		paper
2012Shorting Restrictions: Revisiting the 1930s In: The Financial Review.
[Full Text][Citation analysis]		article10
1996 Oil and the Stock Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article872
2008Which Shorts Are Informed? In: Journal of Finance.
[Full Text][Citation analysis]		article284
2010Time Variation in Liquidity: The Role of Market?Maker Inventories and Revenues In: Journal of Finance.
[Full Text][Citation analysis]		article145
2011Does Algorithmic Trading Improve Liquidity? In: Journal of Finance.
[Full Text][Citation analysis]		article502
2008Does algorithmic trading improve liquidity?.(2008) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 502		paper
2021Tracking Retail Investor Activity In: Journal of Finance.
[Full Text][Citation analysis]		article18
The Price of Diversifiable Risk in Venture Capital and Private Equity In: GSIA Working Papers.
[Full Text][Citation analysis]		paper75
2013The Price of Diversifiable Risk in Venture Capital and Private Equity.(2013) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		article
2008Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article28
2005Trade-through prohibitions and market quality In: Journal of Financial Markets.
[Full Text][Citation analysis]		article21
2016Shorting at close range: A tale of two types In: Journal of Financial Economics.
[Full Text][Citation analysis]		article21
2020Potential pilot problems: Treatment spillovers in financial regulatory experiments In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
1994Information, trading, and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article56
1998Macroeconomic news and bond market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article184
Macroeconomic News and Bond Market Volatility.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 184		paper
1996Macroeconomic News and Bond Market Volatility.(1996) In: Home Pages.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184		paper
2001Sixteenths: direct evidence on institutional execution costs In: Journal of Financial Economics.
[Full Text][Citation analysis]		article46
1999Sixteenths: Direct Evidence on Institutional Execution Costs..(1999) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 46		paper
2002Short-sale constraints and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article244
2001Short Sale Constraints and Stock Returns.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 244		paper
1999Execution Costs of Institutional Equity Orders In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article24
1999Execution Costs of Institutional Equity Orders..(1999) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 24		paper
1991The Dividend Puzzel and Tax. In: Australian National University - Department of Economics.
[Citation analysis]		paper0
1999Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX. In: Columbia - Graduate School of Business.
[Citation analysis]		paper6
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2004Do Stock Prices Really Reflect Fundamental Values? The Case of REITs In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
1996Public Information and the Persistence of Bond Market Volatility In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2020What Do Short Sellers Know?* In: Review of Finance.
[Full Text][Citation analysis]		article7
2005Island Goes Dark: Transparency, Fragmentation, and Regulation In: Review of Financial Studies.
[Full Text][Citation analysis]		article108
2013Shackling Short Sellers: The 2008 Shorting Ban In: Review of Financial Studies.
[Full Text][Citation analysis]		article124
2016Revealing Shorts An Examination of Large Short Position Disclosures In: Review of Financial Studies.
[Full Text][Citation analysis]		article16
1994Transactions, Volume, and Volatility. In: Review of Financial Studies.
[Full Text][Citation analysis]		article337
2007Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2002Can channel pattern trading be profitably automated? In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
Continuations, Reversals, and Adverse Selection on the Nasdaq and NYSE/AMEX In: Home Pages.
[Full Text][Citation analysis]		paper0

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