Mark J. Ready : Citation Profile


Are you Mark J. Ready?

University of Wisconsin-Madison

10

H index

10

i10 index

1455

Citations

RESEARCH PRODUCTION:

12

Articles

RESEARCH ACTIVITY:

   17 years (1991 - 2008). See details.
   Cites by year: 85
   Journals where Mark J. Ready has often published
   Relations with other researchers
   Recent citing documents: 195.    Total self citations: 2 (0.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre215
   Updated: 2020-03-21    RAS profile: 2009-08-13    
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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 (21)

Theissen, Erik (18)

PASCUAL, ROBERTO (12)

Michayluk, David (11)

Hautsch, Nikolaus (10)

Chakravarty, Sugato (9)

Bartram, Söhnke (9)

Escribano, Alvaro (7)

Bessembinder, Hendrik (7)

André, Francisco (7)

Engle, Robert (7)

Cites to:

French, Kenneth (5)

Fama, Eugene (5)

Bessembinder, Hendrik (5)

Subrahmanyam, Avanidhar (4)

Titman, Sheridan (3)

Kyle, Albert (2)

Viswanathan, S (2)

Korajczyk, Robert (2)

Marcus, Alan (2)

Hodrick, Laurie (2)

Grinblatt, Mark (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 (2018 and 2017)


YearTitle of citing document
2017Cross-impact and no-dynamic-arbitrage. (2017). Schneider, Michael ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1612.07742.

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2020Counterparty 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.

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

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2018Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Staff Working Papers. RePEc:bca:bocawp:18-3.

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2019Evaluating fund capacity: issues and methods. (2019). O'Neill, Michael J ; Warren, Geoffrey J. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:773-800.

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2018The components of the bid†ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao . In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

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2017Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806.

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2018Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2018Are Low Equity R2 Firms More or Less Transparent? Evidence from the Corporate Bond Market. (2018). Hao, Wei ; Wongchoti, Udomsak ; Prevost, Andrew. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:865-909.

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2017Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions. (2017). Suardi, Sandy ; Nilsson, Birger ; Ding, Mingfa . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:1:p:101-144.

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2017Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394.

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2019FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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2018The cross-sectional spillovers of single stock circuit breakers. (2018). LINTON, OLIVER ; Pedace, Lucas ; Noss, Joseph ; Brugler, James . In: Bank of England working papers. RePEc:boe:boeewp:0759.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1714.

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2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1714.

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2018Measuring the effectiveness of volatility auctions. (2018). Castro, Carlos ; Preciado, Sergio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016943.

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2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016944.

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2018Measuring the effectiveness of volatility auctions. (2018). Agudelo, Diego ; Preciado, Sergio ; Castro, Carlos. In: Documentos de Trabajo CIEF. RePEc:col:000122:016988.

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2017How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio. In: Documentos de Trabajo CIEF. RePEc:col:000122:016990.

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2017Firm Risk and Disclosures about Dispersion in Asset Values:. (2017). Badia, Marc ; Ormazabal, Gaizka ; Duro, Miguel ; Barth, Mary E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12144.

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2017A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12417.

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2017Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2018Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12685.

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2018Chasing Private Information. (2018). Kacperczyk, Marcin ; Pagnotta, Emiliano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12871.

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2019Corporate cash holdings: Stock liquidity and the repurchase motive. (2019). Wang, Zexi ; Nyborg, Kjell G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13791.

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2017Risk and Return in High-Frequency Trading. (2017). Kirilenko, Andrei ; Hagstromer, Bjorn ; Baron, Matthew. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_018.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2019A Microstructure Study of Circuit Breakers in the Chinese Stock Markets. (2019). Xu, Kuan ; Zhang, Hao ; Wang, Steven Shuye. In: Working Papers. RePEc:dal:wpaper:daleconwp2019-02.

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2018Gulf Cooperation Council Energy Sectors Governance and Dividend Policy. (2018). Abdelatif, Bahaa Sobhi ; Mousa, Allam Mohammed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-21.

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2018Disclosure of provisions for decommissioning costs in annual reports of oil and gas companies: A content analysis and stakeholder views. (2018). Abdo, Hafez ; Hunt, David ; Needham, Graham ; Mangena, Musa . In: Accounting forum. RePEc:eee:accfor:v:42:y:2018:i:4:p:341-358.

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2018Linguistic tone and the small trader. (2018). Baginski, Stephen P ; Yu, Yingri Julia ; Kausar, Asad ; Demers, Elizabeth. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:21-37.

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2019The quality of governance and momentum profits: International evidence. (2019). Chen, Jiaqi ; Sherif, Mohamed. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300484.

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2018Income smoothing may result in increased perceived riskiness: Evidence from bid-ask spreads around loss announcements. (2018). Yu, Kun ; Stewart, Scott D ; Hagigi, Moshe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:442-459.

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2018Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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2017Disagreement and the risk-return relation. (2017). Jia, Yun ; Yang, Chunpeng. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:97-104.

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2017Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

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2019Sentiment trading, informed trading and dynamic asset pricing. (2019). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:210-222.

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2019Investor trading behavior on agricultural future prices. (2019). Huang, Jialiang ; Zhang, Rixin ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

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2019The effects of trading suspensions in China. (2019). Chong, Terence Tai-Leung ; Wang, Shuwan ; Gan, Jingyun ; He, Qing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830055x.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2017On high frequency estimation of the frictionless price: The use of observed liquidity variables. (2017). Chaker, Selma . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:127-143.

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2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2019). Potiron, Yoann ; Clinet, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:289-337.

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2019Order imbalances and market efficiency: New evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Zhang, Ting. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467.

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2019Government ownership and stock liquidity: Evidence from China. (2019). Suardi, Sandy ; Ding, Mingfa. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:7.

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2017The success of option listings. (2017). Bernales, Alejandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:139-161.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2017A causal link between bond liquidity and stock returns. (2017). Anderson, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:190-208.

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2018Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2017The effect of data breach announcements beyond the stock price: Empirical evidence on market activity. (2017). Cummins, Mark ; Rosati, Pierangelo ; Lynn, Theo ; van der Werff, Lisa ; Gogolin, Fabian ; Deeney, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:146-154.

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2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

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2018Liquidity skewness in the London Stock Exchange. (2018). Li, Youwei ; Wu, Yuliang ; McKillop, Donal G ; Hsieh, Tsung-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:12-18.

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2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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2019Informational role of rating revisions after reputational events and regulation reforms. (2019). Robles, M-Dolores ; Ferreras, Rodrigo ; Abad, Pilar. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:91-103.

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2019Can investor sentiment predict the size premium?. (2019). Aharon, David Y ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:10-26.

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2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

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2017Earnings comparability and informed trading. (2017). Lim, Steve C ; Kim, Sangwan . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:130-136.

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2017Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies. (2017). Harris, Terry . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:223-228.

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2017Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic. (2017). Siikanen, Milla ; Valli, Jaakko ; Kanniainen, Juho. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:264-271.

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2018Informed trading in the Bitcoin market. (2018). Feng, Wenjun ; Zhang, Zhengjun ; Wang, Yiming. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:63-70.

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2017Multiple markets, algorithmic trading, and market liquidity. (2017). Upson, James ; van Ness, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:49-68.

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2017Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16.

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2018Bid- and ask-side liquidity in the NYSE limit order book. (2018). Cenesizoglu, Tolga ; Grass, Gunnar . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:14-38.

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2018The maximum bid-ask spread. (2018). Blau, Benjamin M ; Whitby, Ryan J ; Griffith, Todd G. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:1-16.

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2018The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ. (2018). Dang, Viet Anh ; Pham, Thu Phuong ; Michayluk, David . In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:17-35.

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2019Informed contrarian trades and stock returns. (2019). Chang, Sanders ; Wang, Albert F. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:75-93.

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2019Do upgrades matter? Evidence from trading volume. (2019). Siegel, Andrew F ; Koski, Jennifer L ; Brogaard, Jonathan. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:54-77.

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2019A state-space modeling of the information content of trading volume. (2019). Ibikunle, Gbenga ; Rzayev, Khaladdin. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118302519.

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2018Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113.

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2018Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Marshall, Ben ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:94-111.

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2019Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251.

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2017When does the peer information environment matter?. (2017). Shroff, Nemit ; Yost, Benjamin P ; Verdi, Rodrigo S. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:2:p:183-214.

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2017Discussion of “When does the peer information environment matter?”. (2017). Matsumoto, Dawn A ; Shaikh, Sarah. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:2:p:215-220.

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2019Disclosure incentives when competing firms have common ownership. (2019). Shroff, Nemit ; Sani, Jalal ; Park, Jihwon ; White, Hal . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:2:p:387-415.

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2019Trade-size clustering and price efficiency. (2019). Chen, Tao. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203.

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2019Price discrimination against retail Investors: Evidence from mini options. (2019). Zhong, Zhaodong ; Zhao, Chen ; Li, Yubin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:50-64.

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2017Information environment and earnings management of dual class firms around the world. (2017). Zaiats, Nataliya ; Li, Ting. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:1-23.

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2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

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2017Shadows in the Sun: Crash risk behind Earnings Transparency. (2017). Hung, Shengmin ; Qiao, Zheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:1-18.

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2017Human vs. high-frequency traders, penny jumping, and tick size. (2017). Mahmoodzadeh, Soheil ; Genay, Ramazan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:69-82.

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2018Jumps, cojumps, and efficiency in the spot foreign exchange market. (2018). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:49-67.

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2018Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets. (2018). Lin, Chu-Bin ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:17-31.

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2018Distilling liquidity costs from limit order books. (2018). Amaya, Diego ; Roch, Alexandre F ; Okou, Cedric ; Filbien, Jean-Yves . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:16-34.

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2018The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures. (2018). Frino, Alex ; Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:27-43.

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2017Stock liquidity and default risk. (2017). Brogaard, Jonathan ; Xia, Ying ; Li, Dan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:486-502.

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2017Shades of darkness: A pecking order of trading venues. (2017). Menkveld, Albert ; Zhu, Haoxiang ; Yueshen, Bart Zhou . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:503-534.

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2017Informed trading and price discovery before corporate events. (2017). Baruch, Shmuel ; Venkataraman, Kumar ; Panayides, Marios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:561-588.

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2018Momentum in Imperial Russia. (2018). Goetzmann, William N ; Huang, Simon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:579-591.

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2019How effective are trading pauses?. (2019). Hautsch, Nikolaus ; Horvath, Akos. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:378-403.

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2019Inverted fee structures, tick size, and market quality. (2019). Zhong, Zhuo ; Gregoire, Vincent ; Comerton-Forde, Carole. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:141-164.

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2018Capital market effects of mandatory IFRS 8 adoption: An empirical analysis of German firms. (2018). Franzen, Nina ; Weissenberger, Barbara E. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:31:y:2018:i:c:p:1-19.

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2018Are the Fama-French factors really compensation for distress risk?. (2018). de Groot, Wilma ; Huij, Joop. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:50-69.

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2019Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market. (2019). Agudelo, Diego ; Yepes-Henao, Paula ; Byder, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:187-203.

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2019Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market?. (2019). Suwanyangyuan, Nattavut ; NOVAK, Jiri ; Hrazdil, Karel ; Chung, Dennis Y. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:15:y:2019:i:1:p:36-52.

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2017How Do Franchise Ownership Structure and Strategic Investment Emphasis Influence Stock Returns and Risks?. (2017). Hsu, Liwu ; Srinivasan, Shuba ; Kaufmann, Patrick. In: Journal of Retailing. RePEc:eee:jouret:v:93:y:2017:i:3:p:350-368.

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

Works by Mark J. Ready:


YearTitleTypeCited
1991 Inferring Trade Direction from Intraday Data. In: Journal of Finance.
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article860
1994 Volume, Volatility, and New York Stock Exchange Trading Halts. In: Journal of Finance.
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article72
1997 On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions. In: Journal of Finance.
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article64
2006The impact of preferencing on execution quality In: Journal of Financial Markets.
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article8
1995Optimal Pricing of Depletable, Replaceable Resources: The Case of Landfill Tipping Fees In: Journal of Environmental Economics and Management.
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article21
2005Profitable predictability in the cross section of stock returns In: Journal of Financial Economics.
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article15
2008The probability and magnitude of information events In: Journal of Financial Economics.
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article5
2002Profits from Technical Trading Rules In: Financial Management.
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article39
1999The Specialists Discretion: Stopped Orders and Price Improvement. In: Review of Financial Studies.
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article26
2006Credit Ratings and Stock Liquidity In: Review of Financial Studies.
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article44
1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis. In: Review of Financial Studies.
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article262
1996Estimating the Profits from Trading Strategies. In: Review of Financial Studies.
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article39

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