Mark J. Ready : Citation Profile


Are you Mark J. Ready?

University of Wisconsin-Madison

10

H index

11

i10 index

1633

Citations

RESEARCH PRODUCTION:

12

Articles

RESEARCH ACTIVITY:

   17 years (1991 - 2008). See details.
   Cites by year: 96
   Journals where Mark J. Ready has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 2 (0.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre215
   Updated: 2021-03-01    RAS profile: 2009-08-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark J. Ready.

Is cited by:

Subrahmanyam, Avanidhar (22)

Theissen, Erik (18)

PASCUAL, ROBERTO (12)

Michayluk, David (11)

Hautsch, Nikolaus (10)

Bartram, Söhnke (9)

Chakravarty, Sugato (9)

André, Francisco (8)

Engle, Robert (8)

Bessembinder, Hendrik (7)

Stulz, René (7)

Cites to:

Bessembinder, Hendrik (5)

Fama, Eugene (5)

French, Kenneth (5)

Subrahmanyam, Avanidhar (4)

Titman, Sheridan (3)

Stambaugh, Robert (2)

Viswanathan, S (2)

Marcus, Alan (2)

Kyle, Albert (2)

Chakravarty, Sugato (2)

Lee, Charles (2)

Main data


Where Mark J. Ready has published?


Journals with more than one article published# docs
Review of Financial Studies4
Journal of Finance3
Journal of Financial Economics2

Recent works citing Mark J. Ready (2021 and 2020)


YearTitle of citing document
2021Counterparty credit limits: An effective tool for mitigating counterparty risk?. (2017). Hautsch, Nikolaus ; Porter, Mason A ; Howison, Sam D ; Gould, Martin D. In: Papers. RePEc:arx:papers:1709.08238.

Full description at Econpapers || Download paper

2020Market Making under a Weakly Consistent Limit Order Book Model. (2019). Viens, Frederi ; Law, Baron . In: Papers. RePEc:arx:papers:1903.07222.

Full description at Econpapers || Download paper

2020Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010. (2020). Lerner, P B. In: Papers. RePEc:arx:papers:2004.06200.

Full description at Econpapers || Download paper

2020Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367.

Full description at Econpapers || Download paper

2020Strategic insider trading around earnings announcements in Australia. (2020). Katselas, Dean. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3709-3741.

Full description at Econpapers || Download paper

2020Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804.

Full description at Econpapers || Download paper

2020Trade signing in fast markets. (2020). Kolay, Madhuparna ; Carrion, Allen. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:385-404.

Full description at Econpapers || Download paper

2020Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763.

Full description at Econpapers || Download paper

2020Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs. (2020). Shkilko, Andriy ; Sokolov, Konstantin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2899-2927.

Full description at Econpapers || Download paper

2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

Full description at Econpapers || Download paper

2020Information asymmetry and leverage adjustments: a semiparametric varying‐coefficient approach. (2020). Kumbhakar, Subal ; Zhao, Shunan ; Jin, Man. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:2:p:581-605.

Full description at Econpapers || Download paper

2020Superconsistent estimation of points of impact in non‐parametric regression with functional predictors. (2020). Eisenbarth, Hedwig ; Kneip, Alois ; Liebl, Dominik ; Poss, Dominik ; Barrett, Lisa Feldman ; Wager, Tor D. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:4:p:1115-1140.

Full description at Econpapers || Download paper

2020Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896.

Full description at Econpapers || Download paper

2020The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603.

Full description at Econpapers || Download paper

2020The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Xu, Liao ; Zhao, Yang ; Shi, Yukun ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408.

Full description at Econpapers || Download paper

2021Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

Full description at Econpapers || Download paper

2020What is the best proxy for liquidity in the presence of extreme illiquidity?. (2020). Będowska-Sójka, Barbara ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302080.

Full description at Econpapers || Download paper

2020Investor participation and the volatility-volume relation: Evidence from an emerging market. (2020). Fong, Wai-Ming ; Chan, Ka Lok ; Bian, Jiangze. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s156601411930264x.

Full description at Econpapers || Download paper

2020Testing moving average trading strategies on ETFs. (2020). Huang, Jingzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32.

Full description at Econpapers || Download paper

2020Information-based trading and information propagation: Evidence from the exchange traded fund market. (2020). Zhao, Yang ; Xu, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301393.

Full description at Econpapers || Download paper

2020An analysis of technical trading rules: The case of MENA markets. (2020). Saad, Mohsen ; Bley, Jorg. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319304143.

Full description at Econpapers || Download paper

2020Trading aggressiveness and market efficiency. (2020). Klein, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418117302264.

Full description at Econpapers || Download paper

2020Do short sellers exploit risky business models of banks? Evidence from two banking crises. (2020). Lin, Tse-Chun ; Bui, Dien Giau. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306709.

Full description at Econpapers || Download paper

2020Does low synchronicity mean more or less informative prices? Evidence from an emerging market. (2020). Zhang, Luxiu ; Peng, Hongfeng ; Liu, Desheng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920301200.

Full description at Econpapers || Download paper

2020Informed trading in hybrid bond markets. (2020). Valseth, Siri. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028318300073.

Full description at Econpapers || Download paper

2020VPIN, liquidity, and return volatility in the U.S. equity markets. (2020). van Ness, Robert ; Yildiz, Serhat. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302679.

Full description at Econpapers || Download paper

2020Does the media help or hurt retail investors during the IPO quiet period?. (2020). Cedergren, Matthew ; Bushee, Brian ; Michels, Jeremy. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300564.

Full description at Econpapers || Download paper

2020Market efficiency in real time: Evidence from low latency activity around earnings announcements. (2020). Miao, Bin ; Chordia, Tarun. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s0165410120300379.

Full description at Econpapers || Download paper

2020Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

Full description at Econpapers || Download paper

2020The life of U’s: Order revisions on NASDAQ. (2020). Nikolsko-Rzhevska, Olena ; Black, Jeffrey R ; Nikolsko-Rzhevskyy, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302973.

Full description at Econpapers || Download paper

2020The effects of an increase in equity tick size on stock and option transaction costs. (2020). Griffith, Todd ; Shang, Danjue ; Roseman, Brian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300509.

Full description at Econpapers || Download paper

2020Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

Full description at Econpapers || Download paper

2020Is information risk priced? Evidence from abnormal idiosyncratic volatility. (2020). Yang, Yung Chiang ; Zhang, Chu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:528-554.

Full description at Econpapers || Download paper

2020A comparison of some structural models of private information arrival. (2020). Young, Lance ; Hu, Edwin ; Duarte, Jefferson. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:795-815.

Full description at Econpapers || Download paper

2020Does the stock market make firms more productive?. (2020). Stulz, René ; Wang, Zexi ; Bennett, Benjamin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:281-306.

Full description at Econpapers || Download paper

2020Pre-trade hedging: Evidence from the issuance of retail structured products. (2020). Pearson, Neil D ; Henderson, Brian J ; Wang, LI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:108-128.

Full description at Econpapers || Download paper

2020Why does public news augment information asymmetries?. (2020). Crego, Julio A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:72-89.

Full description at Econpapers || Download paper

2020Liquidity risk and exchange-traded fund returns, variances, and tracking errors. (2020). Kim, Daejin ; Bae, Kyounghun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:222-253.

Full description at Econpapers || Download paper

2020When low beats high: Riding the sales seasonality premium. (2020). Kaba, Yamil ; Grullon, Gustavo ; Nuez-Torres, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:572-591.

Full description at Econpapers || Download paper

2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

Full description at Econpapers || Download paper

2020Time-varying demand for lottery: Speculation ahead of earnings announcements. (2020). Zhao, Shen ; Yu, Jianfeng ; Wang, Huijun ; Liu, Bibo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:789-817.

Full description at Econpapers || Download paper

2020Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets. (2020). Ahmed, Bouteska. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300190.

Full description at Econpapers || Download paper

2020Earnings dispersion in the spotlight: The effects of media coverage on stock liquidity. (2020). Zhu, Song ; Wu, Peng ; Gao, Feng ; Shyu, Hawfeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x17304900.

Full description at Econpapers || Download paper

2020The magnet effect of circuit breakers and its interactions with price limits. (2020). Wong, Kin Ming ; Li, Min ; Kong, Xiao Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19305128.

Full description at Econpapers || Download paper

2020IPO flipping activity in China and its implications. (2020). Zhou, Xiaozhou ; Kooli, Maher. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19307061.

Full description at Econpapers || Download paper

2020Algorithmic trading in turbulent markets. (2020). Frino, Alex ; Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20302201.

Full description at Econpapers || Download paper

2020Internationalization of futures markets: Lessons from China. (2020). Fernandez-Perez, Adrian ; Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20302560.

Full description at Econpapers || Download paper

2020Sequential forecasting of downside extreme risk during overnight and daytime: Evidence from the Chinese Stock Market?. (2020). Zhu, Zhican ; Li, Xupei ; Jian, Zhihong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306661.

Full description at Econpapers || Download paper

2020Estimation of level-I hidden liquidity using the dynamics of limit order-book. (2020). Sim, Min Kyu ; Deng, Shijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119315407.

Full description at Econpapers || Download paper

2020Market liquidity and macro announcement around intraday jumps: Evidence from Chinese stock index futures markets. (2020). Gao, Yang ; Sun, Bianxia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318539.

Full description at Econpapers || Download paper

2020Price stabilization, short selling, and IPO secondary market liquidity. (2020). Braga-Alves, Marcus V ; Boulton, Thomas J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:278-291.

Full description at Econpapers || Download paper

2020A review on municipal solid waste-to-energy trends in the USA. (2020). Slagley, J ; Mbonimpa, E G ; Denney, J ; Mukherjee, C ; Bhowmik, R. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:119:y:2020:i:c:s1364032119307208.

Full description at Econpapers || Download paper

2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

Full description at Econpapers || Download paper

2020Intraday sentiment and market returns. (2020). Liu, Xihua ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:48-62.

Full description at Econpapers || Download paper

2020Measuring the effectiveness of volatility auctions. (2020). Agudelo, Diego A ; Castro, Carlos ; Preciado, Sergio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:566-581.

Full description at Econpapers || Download paper

2020High-frequency trading and stock liquidity: An intraday analysis. (2020). Hellara, Slaheddine ; ben Ammar, Imen ; Ghadhab, Imen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309249.

Full description at Econpapers || Download paper

2020Do aggressive orders affect liquidity? An evidence from an emerging market. (2020). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303780.

Full description at Econpapers || Download paper

2021Conditional volatility persistence and volatility spillovers in the foreign exchange market. (2021). Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920301094.

Full description at Econpapers || Download paper

2020Machine learning and credit ratings prediction in the age of fourth industrial revolution. (2020). Xiong, Deping ; Rahat, Birjees ; Mirza, Nawazish ; Li, Jing-Ping. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311355.

Full description at Econpapers || Download paper

2020Temporal optimisation of signals emitted automatically by securities exchange indicators. (2020). Perez, Enrique Ventura ; Garcia, Rodrigo Martin ; Sanz, Raquel Arguedas. In: Cuadernos de Gestión. RePEc:ehu:cuader:49124.

Full description at Econpapers || Download paper

2020Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-39.

Full description at Econpapers || Download paper

2020Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange. (2020). Olbrys, Joanna ; Majewska, Elbieta . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:328-:d:465813.

Full description at Econpapers || Download paper

2020Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds. (2020). Jurdi, Doureige J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:118-:d:367863.

Full description at Econpapers || Download paper

2020Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities. (2020). Odening, Martin ; Filler, Gunther ; Volkenand, Steffen. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:75-:d:383140.

Full description at Econpapers || Download paper

2020A Review of the Post-Earnings-Announcement Drift. (2020). Fink, Josef. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2020-04.

Full description at Econpapers || Download paper

2020Illiquidity and Price Informativeness. (2020). Sadka, Ronnie ; Kerr, Jon. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:334-351.

Full description at Econpapers || Download paper

2020Information Aggregation and P-Hacking. (2020). Zhong, Xun ; Rytchkov, Oleg. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1605-1626.

Full description at Econpapers || Download paper

2020Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market. (2020). Zhu, Yichao ; van der Heijden, Thijs ; Hameed, Allaudeen ; Grundy, Bruce D ; Goncalves-Pinto, Luis. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3903-3926.

Full description at Econpapers || Download paper

2021Asymmetric Attention and Stock Returns. (2021). Wu, Thomas ; Mondria, Jordi ; Cziraki, Peter. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:48-71.

Full description at Econpapers || Download paper

2021Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1183-1198.

Full description at Econpapers || Download paper

2020How to survive and compete: the impact of information asymmetry on productivity. (2020). Kumbhakar, Subal C ; Tian, Huiting ; Jin, Man. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:1:d:10.1007_s11123-019-00562-9.

Full description at Econpapers || Download paper

2020Retail Raw: Wisdom of the Robinhood Crowd and the Covid Crisis. (2020). welch, ivo. In: NBER Working Papers. RePEc:nbr:nberwo:27866.

Full description at Econpapers || Download paper

2021Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange. (2021). Bdowska-Sojka, Barbara. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03849-5.

Full description at Econpapers || Download paper

2020Firm size proxies and the value relevance of predictive stock return models. (2020). Wakil, Gulraze. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09491-7.

Full description at Econpapers || Download paper

2020Market fragmentation and post-earnings announcement drift. (2020). Cox, Justin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-020-09506-8.

Full description at Econpapers || Download paper

2020High-frequency traders and price informativeness during earnings announcements. (2020). Wang, XU ; Chakrabarty, Bidisha ; Bhattacharya, Nilabhra. In: Review of Accounting Studies. RePEc:spr:reaccs:v:25:y:2020:i:3:d:10.1007_s11142-020-09550-z.

Full description at Econpapers || Download paper

2021Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets. (2021). Serra, Teresa ; He, Xinyue ; Garcia, Philip. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:2:p:743-764.

Full description at Econpapers || Download paper

2021Evaluating active investing with generic trading reactions. (2021). Zoicasienciu, Adrian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1018-1036.

Full description at Econpapers || Download paper

2020Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares. (2020). Xu, QI ; Qin, Shihua ; Yu, Xiaoli ; Luo, Xingguo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1665-1690.

Full description at Econpapers || Download paper

2020Is the synthetic stock price really lower than actual price?. (2020). Hu, Jianfeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:12:p:1809-1824.

Full description at Econpapers || Download paper

2020Programs trades and trade regulation: An evidence of the Korean securities market. (2020). Jordan, Steven J ; Eom, Cheoljun ; Park, Jongwon ; Lee, Woobaik . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:44-66.

Full description at Econpapers || Download paper

2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

Full description at Econpapers || Download paper

2020Flow toxicity of high‐frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market. (2020). Kwon, Kyungyoon ; Kang, Jangkoo ; Kim, Wooyeon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:2:p:164-191.

Full description at Econpapers || Download paper

2020The impact of net buying pressure on VIX option prices. (2020). Tsai, Weiche ; Chuang, Yiwei ; Wu, Minghung. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:2:p:209-227.

Full description at Econpapers || Download paper

2020Arbitrage opportunities, liquidity provision, and trader types in an index option market. (2020). Chiu, Junmao ; Chen, ChinHo ; Chung, Huimin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:279-307.

Full description at Econpapers || Download paper

2020Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives. (2020). Garcia, Michael ; Frino, Alex ; Zhou, Zeyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:749-760.

Full description at Econpapers || Download paper

2020OTC discount. (2020). Monch, Emanuel ; de Roure, Calebe ; Schneider, Michael ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:298.

Full description at Econpapers || Download paper

Works by Mark J. Ready:


YearTitleTypeCited
1991 Inferring Trade Direction from Intraday Data. In: Journal of Finance.
[Full Text][Citation analysis]
article965
1994 Volume, Volatility, and New York Stock Exchange Trading Halts. In: Journal of Finance.
[Full Text][Citation analysis]
article81
1997 On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions. In: Journal of Finance.
[Full Text][Citation analysis]
article71
2006The impact of preferencing on execution quality In: Journal of Financial Markets.
[Full Text][Citation analysis]
article8
1995Optimal Pricing of Depletable, Replaceable Resources: The Case of Landfill Tipping Fees In: Journal of Environmental Economics and Management.
[Full Text][Citation analysis]
article23
2005Profitable predictability in the cross section of stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article18
2008The probability and magnitude of information events In: Journal of Financial Economics.
[Full Text][Citation analysis]
article10
2002Profits from Technical Trading Rules In: Financial Management.
[Citation analysis]
article45
1999The Specialists Discretion: Stopped Orders and Price Improvement. In: Review of Financial Studies.
[Citation analysis]
article27
2006Credit Ratings and Stock Liquidity In: Review of Financial Studies.
[Full Text][Citation analysis]
article46
1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. In: Review of Financial Studies.
[Full Text][Citation analysis]
article297
1996Estimating the Profits from Trading Strategies. In: Review of Financial Studies.
[Full Text][Citation analysis]
article42

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team