17
H index
19
i10 index
2150
Citations
University of Utah | 17 H index 19 i10 index 2150 Citations RESEARCH PRODUCTION: 21 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jonathan Brogaard. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| The Review of Financial Studies | 7 |
| Journal of Financial Economics | 5 |
| Journal of Financial and Quantitative Analysis | 3 |
| Year | Title of citing document | |
|---|---|---|
| 2026 | Monetary Policy Uncertainty and Stock Market Returns in Developed and Emerging Countries: Evidence from a Quantile-on-Quantile Approach. (2026). Jibir, Adamu ; Wong, Wing-Keung ; Khan, Naveed ; Mansoor, Abdul ; Zada, Hassan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:3:p:89-113. Full description at Econpapers || Download paper | |
| 2025 | Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02. Full description at Econpapers || Download paper | |
| 2024 | Promotion through Connections: Favors or Information?. (2024). Huremović, Kenan ; Bramoullé, Yann. In: Papers. RePEc:arx:papers:1708.07723. Full description at Econpapers || Download paper | |
| 2024 | The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper. (2024). Xu, Ziyi ; Cheng, Xue. In: Papers. RePEc:arx:papers:2304.13985. Full description at Econpapers || Download paper | |
| 2024 | Interpretable ML for High-Frequency Execution. (2024). Ragel, Vincent ; Fabre, Timoth'Ee. In: Papers. RePEc:arx:papers:2307.04863. Full description at Econpapers || Download paper | |
| 2024 | Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon. (2024). He, Yifan ; Rachev, Svetlozar ; Fabozzi, Frank ; Shao, Barret ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2404.11722. Full description at Econpapers || Download paper | |
| 2025 | Data-driven measures of high-frequency trading. (2025). Rzayev, K ; Ibikunle, G ; Moews, B. In: Papers. RePEc:arx:papers:2405.08101. Full description at Econpapers || Download paper | |
| 2025 | Market Simulation under Adverse Selection. (2025). Swishchuk, Anatoliy ; Lalor, Luca. In: Papers. RePEc:arx:papers:2409.12721. Full description at Econpapers || Download paper | |
| 2025 | Dissertation Paths: Advisors and Students in the Economics Research Production Function. (2025). Diederichs, Marc ; Angrist, Joshua. In: Papers. RePEc:arx:papers:2501.01533. Full description at Econpapers || Download paper | |
| 2025 | Can AI Solve the Peer Review Crisis? A Large Scale Cross Model Experiment of LLMs Performance and Biases in Evaluating over 1000 Economics Papers. (2025). Powdthavee, Nattavudh ; Pataranutaporn, Pat ; Maes, Pattie. In: Papers. RePEc:arx:papers:2502.00070. Full description at Econpapers || Download paper | |
| 2025 | FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models. (2025). Wang, Yanlong ; Xu, Jian ; Gao, Tiantian ; Zhang, Hongkang ; Huang, Shao-Lun ; Sun, Danny Dongning. In: Papers. RePEc:arx:papers:2503.06928. Full description at Econpapers || Download paper | |
| 2025 | Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2505.01543. Full description at Econpapers || Download paper | |
| 2025 | Classifying and Clustering Trading Agents. (2025). Wilinski, Mateusz ; Kanniainen, Juho ; Iosifidis, Alexandros ; Goel, Anubha. In: Papers. RePEc:arx:papers:2505.21662. Full description at Econpapers || Download paper | |
| 2025 | Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766. Full description at Econpapers || Download paper | |
| 2025 | Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach. (2025). Lindquist, Brent W ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Monico, Chris ; Deep, Akash. In: Papers. RePEc:arx:papers:2507.16701. Full description at Econpapers || Download paper | |
| 2025 | Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects. (2025). Takahashi, Makoto. In: Papers. RePEc:arx:papers:2508.06788. Full description at Econpapers || Download paper | |
| 2026 | Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective. (2025). Guhr, Thomas ; Heckens, Anton J ; Henrichs, Luca. In: Papers. RePEc:arx:papers:2509.10376. Full description at Econpapers || Download paper | |
| 2025 | When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making. (2025). Jafree, Ali Raza ; Firoozye, Nick ; Jain, Konark. In: Papers. RePEc:arx:papers:2510.27334. Full description at Econpapers || Download paper | |
| 2025 | Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data. (2025). Nefzi, Nourhaine ; Abid, Abir. In: Papers. RePEc:arx:papers:2511.05315. Full description at Econpapers || Download paper | |
| 2025 | Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025). (2025). Singha, Mainak ; Aguilera-Toste, Jose ; Lahiri, Vinayak. In: Papers. RePEc:arx:papers:2511.08571. Full description at Econpapers || Download paper | |
| 2026 | Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects. (2026). Huang, Jun ; Roan, Jinshyang ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2601.01783. Full description at Econpapers || Download paper | |
| 2026 | Warp speed price moves: Jumps after earnings announcements. (2026). Veliyev, Bezirgen ; Christensen, Kim ; Timmermann, Allan. In: Papers. RePEc:arx:papers:2601.08962. Full description at Econpapers || Download paper | |
| 2026 | An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring. (2026). Neela, Sandeep. In: Papers. RePEc:arx:papers:2601.15304. Full description at Econpapers || Download paper | |
| 2026 | Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models. (2026). Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2601.21447. Full description at Econpapers || Download paper | |
| 2026 | Do designated market makers provide liquidity during downward extreme price movements?. (2026). Bellia, Mario ; Reno, Roberto ; Pelizzon, Loriana ; Kolokolov, Aleksey ; Christensen, Kim. In: Papers. RePEc:arx:papers:2602.01817. Full description at Econpapers || Download paper | |
| 2026 | Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI. (2026). Fan, Zheqi ; Huang, Allen Yikuan. In: Papers. RePEc:arx:papers:2603.14288. Full description at Econpapers || Download paper | |
| 2026 | Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets. (2026). Chen, Xupeng ; Meng, Shuchen. In: Papers. RePEc:arx:papers:2604.03272. Full description at Econpapers || Download paper | |
| 2026 | The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book. (2026). Dubach, Philipp D. In: Papers. RePEc:arx:papers:2604.24366. Full description at Econpapers || Download paper | |
| 2026 | From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets. (2026). Ye, Yifan ; Hu, Kaiqi ; Fan, Zheqi ; Huang, Yikuan. In: Papers. RePEc:arx:papers:2604.26747. Full description at Econpapers || Download paper | |
| 2026 | AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets. (2026). Chen, Xupeng ; Meng, Shuchen. In: Papers. RePEc:arx:papers:2605.23905. Full description at Econpapers || Download paper | |
| 2025 | Doing More for Less? New Evidence from the United States on Lobbying and Government Contracts. (2025). Li, Fuhong ; Igan, Deniz ; Aca, Enay ; Mishra, Prachi. In: Working Papers. RePEc:ash:wpaper:141. Full description at Econpapers || Download paper | |
| 2026 | The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate. (2026). Massimo, Mingwei Liang. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26263. Full description at Econpapers || Download paper | |
| 2025 | Communication as policy and firm uncertainty: evidence from randomised control trial. (2025). Akarsu, Okan ; Torun, Huzeyfe ; Karahan, Fatih. In: BIS Papers chapters. RePEc:bis:bisbpc:163-10. Full description at Econpapers || Download paper | |
| 2024 | Decentralised dealers? examining liquidity provision in decentralised exchanges. (2024). Gambacorta, Leonardo ; Aquilina, Matteo ; Foley, Sean ; Krekel, William. In: BIS Working Papers. RePEc:bis:biswps:1227. Full description at Econpapers || Download paper | |
| 2024 | Through stormy seas: how fragile is liquidity across asset classes and time?. (2024). Aquilina, Matteo ; Aliyev, Nihad ; Rzayev, Khaladdin ; Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1229. Full description at Econpapers || Download paper | |
| 2025 | Corporate governance, blockholders, and financial distress: Global evidence. (2025). Yilmaz, Neslihan ; Ugurlu, Mine ; Celiktas, Mehmet. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:2:p:1347-1398. Full description at Econpapers || Download paper | |
| 2026 | How Do Corporate Factors Affect Price Discovery Process Between Equity and Credit Markets?. (2026). Cummins, Mark ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:551-574. Full description at Econpapers || Download paper | |
| 2026 | The Power of Colour: Does the Visual Communication of ESG Disclosure Promote Stock Liquidity?. (2026). Qin, Ping ; Xiao, Qiyong ; Wang, Tingting. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:722-737. Full description at Econpapers || Download paper | |
| 2024 | When forgiveness beats permission: Exploring the scholarly ethos of clinical faculty in economics. (2024). Upadhyaya, Kamal ; Mixon, Franklin. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:1:p:75-91. Full description at Econpapers || Download paper | |
| 2025 | Power of R&D Expert and Narrative Innovation Disclosure. (2025). Si, YI ; Yu, Minfeng ; Fan, Mengna ; Tian, Gaoliang. In: Australian Accounting Review. RePEc:bla:ausact:v:35:y:2025:i:2:p:121-159. Full description at Econpapers || Download paper | |
| 2024 | Climate transition risk and enterprise default probability. (2024). Sun, Haibo ; He, Shuguang ; Cheng, Nan ; Liu, Zhonglu. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8929-8945. Full description at Econpapers || Download paper | |
| 2024 | Academic publishing behavior and pay across business fields. (2024). Hammoudeh, Mosab ; Garfinkel, Jon A ; Weston, James. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:31-58. Full description at Econpapers || Download paper | |
| 2024 | The determinants of limit order cancellations. (2024). Dahlstrom, Petter ; Norden, Lars L ; Hagstromer, Bjorn. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:181-201. Full description at Econpapers || Download paper | |
| 2025 | The price impact of tweets: A high‐frequency study. (2025). Fernandezperez, Adrian ; Yang, NI ; Indriawan, Ivan. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:147-171. Full description at Econpapers || Download paper | |
| 2024 | Does share pledging affect corporate philanthropy? Evidence from China. (2024). Xiong, Jiacai ; Ouyang, Caiyue ; Zhang, Feida ; Chan, Kam C ; Tong, Yixing. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:180-208. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric trading responses to credit rating announcements from issuer‐ versus investor‐paid rating agencies. (2024). Nguyen, Nhut H ; Molchanov, Alexander ; Do, Hung Xuan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:84-112. Full description at Econpapers || Download paper | |
| 2024 | Show Your Hand: The Impacts of Fair Pricing Requirements in Procurement Contracting. (2024). Nathan, Brad. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:4:p:1405-1448. Full description at Econpapers || Download paper | |
| 2024 | The new needs friends: Simmelian strangers and the selection of novelty. (2024). Dahlander, Linus ; Grohsjean, Thorsten ; Kolympiris, Christos ; Lampraki, Athanasia. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:4:p:716-744. Full description at Econpapers || Download paper | |
| 2024 | DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023. Full description at Econpapers || Download paper | |
| 2024 | How Big is Small? The Economic Effects of Access to Small Business Subsidies. (2024). Brown, J. David ; Duchin, Ran ; Denes, Matthew ; Hackney, John. In: Working Papers. RePEc:cen:wpaper:24-28. Full description at Econpapers || Download paper | |
| 2024 | Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384. Full description at Econpapers || Download paper | |
| 2024 | Easing Renegotiation Rules in Public Procurement: Evidence from a Policy Reform. (2024). Titl, Vítězslav ; Šoltés, Michal ; Olts, Michal ; de Jaegher, Kris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11603. Full description at Econpapers || Download paper | |
| 2025 | The Effects of Tenure-Track Systems on Selection and Productivity in Economics. (2025). Pandolfi, Lorenzo ; Nistic, Roberto ; Nieddu, Marco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12090. Full description at Econpapers || Download paper | |
| 2025 | Dissertation Paths: Advisors and Students in the Economics Research Production Function. (2025). Diederichs, Marc ; Angrist, Joshua. In: RF Berlin - CReAM Discussion Paper Series. RePEc:crm:wpaper:2501. Full description at Econpapers || Download paper | |
| 2025 | The Dynamic Relationship between Delinquency Rates, Funding and Market Liquidity and Asset Prices in Private Commercial Real Estate Markets. (2025). van Dijk, Dorinth ; Francke, Marc ; Wang, Yumei. In: Working Papers. RePEc:dnb:dnbwpp:835. Full description at Econpapers || Download paper | |
| 2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper | |
| 2025 | Policy intervention and stock market stability risks: Evidence from carbon emission trading policy on energy firms in China. (2025). Yao, Shujie ; Wang, Haonan ; Ye, Cheng ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000582. Full description at Econpapers || Download paper | |
| 2024 | Wall street watches Washington: Asset pricing implications of policy uncertainty. (2024). Verschoor, Willem ; Verhoeks, Ralph C. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000977. Full description at Econpapers || Download paper | |
| 2024 | Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x. Full description at Econpapers || Download paper | |
| 2025 | Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310. Full description at Econpapers || Download paper | |
| 2025 | Reprint of: Political uncertainty, corporate social responsibility, and firm performance. (2025). Yin, Chao ; Hu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000162. Full description at Econpapers || Download paper | |
| 2024 | The nexus between trade policy uncertainty and corporate financialization: Evidence from China. (2024). Ge, Xinyu ; Yu, Yong ; Zhuang, Jiali ; Si, Deng-Kui. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000026. Full description at Econpapers || Download paper | |
| 2025 | External trade policy uncertainty, corporate risk exposure, and stock market volatility. (2025). Tang, Guohao ; Chen, Jian ; Liu, Hongkui ; Yu, Jiasheng. In: China Economic Review. RePEc:eee:chieco:v:89:y:2025:i:c:s1043951x24002207. Full description at Econpapers || Download paper | |
| 2025 | Publish or perish: Up-or-out rules and research performance of universities. (2025). Liu, Ruiming ; Yang, Bingyan ; Shi, Yang. In: China Economic Review. RePEc:eee:chieco:v:89:y:2025:i:c:s1043951x24002268. Full description at Econpapers || Download paper | |
| 2024 | Partisan conflict and corporate credit spreads: The role of political connection. (2024). Wang, Liyao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300175x. Full description at Econpapers || Download paper | |
| 2024 | Buffing firm innovation by lobbying. (2024). Jiao, Anqi ; Lu, Juntai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000191. Full description at Econpapers || Download paper | |
| 2024 | Liquid stock as an acquisition currency. (2024). nanda, vikram ; Huang, Sheng ; Maharjan, Johan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245. Full description at Econpapers || Download paper | |
| 2024 | Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294. Full description at Econpapers || Download paper | |
| 2024 | ISDS disputes, adjudication and cross-border M&As. (2024). Zhang, Yifei ; Du, Julan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000567. Full description at Econpapers || Download paper | |
| 2024 | Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers || Download paper | |
| 2024 | Do options trading activities affect underlying firms asymmetric cost behavior?. (2024). Jalali, Zahra ; Zadeh, Mohammad Hendijani. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924001196. Full description at Econpapers || Download paper | |
| 2025 | Polarized corporate boards. (2025). Zhang, LE ; Hoang, Thao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001597. Full description at Econpapers || Download paper | |
| 2025 | Does stakeholder orientation mitigate shareholder-employee conflicts? Evidence from a quasi-natural experiment. (2025). Cumming, Douglas ; Xu, Limin ; Yu, Chia-Feng ; Lu, Fanyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000045. Full description at Econpapers || Download paper | |
| 2025 | Government contracts and labor investment efficiency. (2025). Suleymanov, Masim ; Monteiro, Pedro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000392. Full description at Econpapers || Download paper | |
| 2025 | The good and evil of algos: Investment-to-price sensitivity and the learning hypothesis. (2025). Aliyev, Nihad ; Huseynov, Fariz ; Rzayev, Khaladdin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001026. Full description at Econpapers || Download paper | |
| 2025 | Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166. Full description at Econpapers || Download paper | |
| 2026 | The real effects of tick-size adjustments: Evidence from the 2016 tick-size pilot. (2026). Lin, Chen ; Yao, Wentao ; Zou, Hong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001580. Full description at Econpapers || Download paper | |
| 2026 | Strategic flexibility: How rent-seeking behavior enables firms to adapt to uncertainty. (2026). Liu, Siming ; Kyriacou, Kyriacos ; Mase, Bryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001816. Full description at Econpapers || Download paper | |
| 2024 | Political connections and misallocation of procurement contracts: Evidence from Ecuador. (2024). Giambra, Samuele ; Brugues, Javier. In: Journal of Development Economics. RePEc:eee:deveco:v:170:y:2024:i:c:s0304387824000452. Full description at Econpapers || Download paper | |
| 2024 | Sharks in the dark: Quantifying HFT dark pool latency arbitrage. (2024). Aquilina, Matteo ; Ruf, Thomas ; Foley, Sean ; O'Neill, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001926. Full description at Econpapers || Download paper | |
| 2024 | Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143. Full description at Econpapers || Download paper | |
| 2025 | Ambiguity and information tradeoffs. (2025). Aliyev, Nihad. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001460. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty, risk perception and stock price crash risk: Evidence from China. (2024). Xu, Zhongyue ; Ma, Yong ; Liu, Xiaojun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:865-876. Full description at Econpapers || Download paper | |
| 2025 | Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277. Full description at Econpapers || Download paper | |
| 2024 | Decarbonization policy and high-carbon enterprise default risk: Evidence from China. (2024). Liu, Zhonglu ; Pang, Tengfei ; Sun, Haibo. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000415. Full description at Econpapers || Download paper | |
| 2024 | Signature size and individual preferences. (2024). Chen, Yuan ; Cui, Yingjie ; Li, Xun ; Yu, Qikexin ; Zhang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:137:y:2024:i:c:s0264999324001299. Full description at Econpapers || Download paper | |
| 2024 | Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839. Full description at Econpapers || Download paper | |
| 2025 | What do sentiments of budget speeches mean for stock returns?. (2025). Shah, Raashid ; Manjhi, Ganesh. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001518. Full description at Econpapers || Download paper | |
| 2025 | Insuring legitimacy: The role of uncertainty perceptions in shaping corporate insurance demand. (2025). Liu, Yijun ; Xu, Xingmei. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s026499932500152x. Full description at Econpapers || Download paper | |
| 2025 | Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967. Full description at Econpapers || Download paper | |
| 2025 | Hedge funds network and stock price crash risk. (2025). Borjigin, Sumuya ; Xiang, Youtao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002134. Full description at Econpapers || Download paper | |
| 2025 | Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389. Full description at Econpapers || Download paper | |
| 2025 | Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468. Full description at Econpapers || Download paper | |
| 2025 | Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach. (2025). Zhu, Hongliang ; Wang, Liming ; Sun, Xuchu ; Li, Tangrong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002857. Full description at Econpapers || Download paper | |
| 2025 | Do economists think about climate change and inequality? Semantic analysis and topic modeling of top five economics journals. (2025). Schor, Juliet B ; el Tinay, Hassan. In: Ecological Economics. RePEc:eee:ecolec:v:232:y:2025:i:c:s092180092500031x. Full description at Econpapers || Download paper | |
| 2024 | Algorithmic trading and mini flash crashes: Evidence from Austria. (2024). Theissen, Erik ; Steffen, Viktoria ; Mestel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400466x. Full description at Econpapers || Download paper | |
| 2024 | Climate risks, corporate bonds, and economic uncertainty. (2024). Lalwani, Vaibhav. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004683. Full description at Econpapers || Download paper | |
| 2025 | The comeback effect: Market responses to Trumps 2024 election victory. (2025). Ahmed, Shaker ; Hasan, Mostafa M ; Hossain, Ashrafee T ; Saadi, Samir. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000072. Full description at Econpapers || Download paper | |
| 2025 | Trading on government contracts: The investment potential of public procurement awards. (2025). Pyun, Chaehyun. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001727. Full description at Econpapers || Download paper | |
| 2026 | Asymptotic inference for Hasbrouck information shares. (2026). Schweikert, Karsten. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005932. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Do Economists Swing for the Fences after Tenure? In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 29 |
| 2018 | High frequency trading and extreme price movements In: LIDAM Reprints LFIN. [Citation analysis] | paper | 89 |
| 2018 | High frequency trading and extreme price movements.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
| 2014 | High-Frequency Trading Competition In: Staff Working Papers. [Full Text][Citation analysis] | paper | 49 |
| 2019 | High-Frequency Trading Competition.(2019) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2014 | High-Frequency Trading and the Execution Costs of Institutional Investors In: The Financial Review. [Full Text][Citation analysis] | article | 31 |
| 2019 | Price Discovery without Trading: Evidence from Limit Orders In: Journal of Finance. [Full Text][Citation analysis] | article | 115 |
| 2019 | Risk and Return in High-Frequency Trading In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 71 |
| 2023 | Machine Learning and the Stock Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
| 2013 | High frequency trading and price discovery In: Working Paper Series. [Full Text][Citation analysis] | paper | 460 |
| 2014 | High-Frequency Trading and Price Discovery.(2014) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 460 | article | |
| 2019 | Do upgrades matter? Evidence from trading volume In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 4 |
| 2014 | Networks and productivity: Causal evidence from editor rotations In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 108 |
| 2017 | High frequency trading and the 2008 short-sale ban In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 32 |
| 2017 | Stock liquidity and default risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 184 |
| 2021 | A BIT goes a long way: Bilateral investment treaties and cross-border mergers In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 19 |
| 2015 | The Asset-Pricing Implications of Government Economic Policy Uncertainty In: Management Science. [Full Text][Citation analysis] | article | 657 |
| 2018 | Institutions and Deposit Insurance: Empirical Evidence In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 11 |
| 2015 | Trading Fast and Slow: Colocation and Liquidity In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 106 |
| 2019 | The Economic Impact of Index Investing In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 25 |
| 2020 | Global Political Uncertainty and Asset Prices In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 79 |
| 2021 | Political Influence and the Renegotiation of Government Contracts In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 32 |
| 2022 | Dark Pool Trading and Information Acquisition In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 12 |
| 2022 | What Moves Stock Prices? The Roles of News, Noise, and Information In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 32 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team