Ananth Madhavan : Citation Profile


University of California-Berkeley

24

H index

27

i10 index

3326

Citations

RESEARCH PRODUCTION:

33

Articles

37

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 87
   Journals where Ananth Madhavan has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 8 (0.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma618
   Updated: 2025-04-19    RAS profile: 2025-01-08    
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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 Ananth Madhavan.

Is cited by:

Theissen, Erik (42)

Foucault, Thierry (33)

PASCUAL, ROBERTO (26)

Subrahmanyam, Avanidhar (26)

Menkhoff, Lukas (23)

Chakravarty, Sugato (23)

Gallagher, David (19)

Biais, Bruno (19)

Menkveld, Albert (18)

Lepone, Andrew (16)

Camilleri, Silvio (16)

Cites to:

Shleifer, Andrei (10)

Subrahmanyam, Avanidhar (9)

Christie, William (8)

Amihud, Yakov (8)

Easley, David (7)

Keim, Donald (5)

Lee, Charles (5)

Lyons, Richard (4)

Summers, Lawrence (4)

Biais, Bruno (4)

Waldmann, Robert (4)

Main data


Production by document typebookarticlepaperchapter1985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202305001,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 24Most cited documents12345678910111213141516171819202122232425260200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ananth Madhavan has published?


Journals with more than one article published# docs
Journal of Finance7
The Review of Financial Studies6
Journal of Financial Economics4
Journal of Financial Markets3
Journal of Financial and Quantitative Analysis2
Journal of Food Distribution Research2
Journal of Financial Intermediation2

Recent works citing Ananth Madhavan (2025 and 2024)


Year  ↓Title of citing document  ↓
2024Financial Market Development and the Microstructure of Corporate Bond Markets in Africa: A Survey. (2024). Ojah, Kalu ; Oluoch, Wycliffe. In: The African Finance Journal. RePEc:afj:journl:v:26:y:2024:i:1:p:1-33.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2024Modeling liquidity in corporate bond markets: applications to price adjustments. (2023). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2309.04216.

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2024The Costs of Swapping on the Uniswap Protocol. (2023). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648.

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2024Deep Limit Order Book Forecasting. (2024). Aste, Tomaso ; Bartolucci, Silvia ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267.

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2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2024INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent. (2024). He, Yueru ; Deng, Zhiyang ; Suchow, Jordan W ; Javaji, Shashidhar Reddy ; Xie, Qianqian ; Yu, Yangyang ; Peng, Xueqing ; Cao, Yupeng ; Qian, Lingfei ; Li, Haohang ; Huang, Jimin ; Xiong, Guojun ; Subbalakshmi, Koduvayur ; Zhu, Zining ; Jiang, Yuechen. In: Papers. RePEc:arx:papers:2412.18174.

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2025Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies. (2025). Sunyaev, Ali ; Kannengiesser, Niclas ; Kirste, Daniel ; Drossos, Thanos. In: Papers. RePEc:arx:papers:2501.07828.

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2025Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities. (2025). Chang, Yaming. In: Papers. RePEc:arx:papers:2502.02695.

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2025Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, S R ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625.

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2025Looking into informal currency markets as Limit Order Books: impact of market makers. (2025). Figal, Alejandro Garc'Ia ; Mulet, Roberto ; Castellanos, Alejandro Lage. In: Papers. RePEc:arx:papers:2503.03858.

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2024.

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2024.

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2024.

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2024Financial Education or Incentivizing Learning-By-Doing? Evidence from an RCT with Undergraduate Students. (2024). Kaiser, Tim ; Oberrauch, Luis. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000698.

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2024Stock exchange oversight and investor quotes: Evidence from initial public offering comment letters in China. (2024). Leng, Zhou ; Wu, Yujun ; Tsang, Albert ; Yu, Xiaohong. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838924001008.

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2024Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724.

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2024Nonparametric estimation for high-frequency data incorporating trading information. (2024). Wang, Jiandong ; Hu, Jie ; Cui, Wenhao. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2024Inverted vs maker-taker routing choice and trader information. (2024). Qin, Yaohua ; Garvey, Ryan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000653.

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2024Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Wu, HE ; Gregoriou, Andros ; Zhang, Sijia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485.

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2024State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442.

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2024Can you keep a secret? The dissemination of false rumors and the evolution of bubbles in perceived predatory trading games. (2024). Muck, Matthias ; Herzing, Tobias J. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005246.

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2024Mandatory CSR disclosure and stock liquidity: Evidence from Chinese listed firms. (2024). Ling, Yishu ; Wu, Huilin ; Xue, Shuyu ; Lu, YE. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011893.

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2024Excess return and tracking errors of Chinese ETFs. (2024). Yuan, Zhiqi ; Liang, Hengyue ; Hu, Dongmei. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008882.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2024The icing on the cake: ESG effect on the quality factor portfolios. (2024). Wu, Hsueh-Ling ; Lu, Chia-Wu ; Su, Yu-Hsuan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013333.

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2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024Margin trading, short selling, and information asymmetry. (2024). Zhang, Yeqing ; Xu, Minggang. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000442.

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2024Volatile safe-haven asset: Evidence from Bitcoin. (2024). Yae, James ; Tian, George Zhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891.

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2024Managing decision fatigue: Evidence from analysts’ earnings forecasts. (2024). Jiao, Yawen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000393.

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2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

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2024Uncertainty about what is in the price. (2024). peress, joel ; Schmidt, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001387.

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2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

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2024Transparency in the equity market: Evidence from a natural experiment. (2024). Serrano, Alejandro ; Chiou, Wan-Jiun Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82.

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2025Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648.

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2025Examining Market Quality on the Egyptian Exchange (EGX): An Intraday Liquidity Analysis. (2025). Samak, Nagwa ; Rushdy, Ahmed. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:32-:d:1567350.

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2024The anatomy of government bond yields synchronization in the Eurozone. (2024). Barbieri, Claudio ; Napoletano, Mauro ; Guerini, Mattia. In: Post-Print. RePEc:hal:journl:hal-04530954.

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2024Financial markets anomalies: a research review from the perspective of rational and irrational arguments. (2024). Benslimane, Ismail ; Benjelloun, Sanae ; Oubal, Khadija ; Sifouh, Nabil ; Hniche, Omar ; Elotmani, Yassire. In: Post-Print. RePEc:hal:journl:hal-04936820.

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2024Digital Interventions to Increase Financial Knowledge: Evidence from a Pilot RCT. (2024). Kaiser, Tim ; Oberrauch, Luis. In: IZA Discussion Papers. RePEc:iza:izadps:dp16811.

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2024Public access to in-house meeting reports and stock liquidity: evidence from China. (2024). Zhang, Hanyu ; Ding, Rong ; Zhou, Hang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01237-1.

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2024Financial markets value skillful forecasts of seasonal climate. (2024). Kapnick, Sarah ; Lemoine, Derek. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-48420-z.

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2024The Value of Corporate Bond Listing. (2024). Gullett, Nell S ; Cole, Brittany M. In: MPRA Paper. RePEc:pra:mprapa:120601.

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2024Predicting ETF liquidity. (2024). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Pham, Son D. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508.

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2024A Stackelberg order execution game. (2024). Du, Donglei ; Han, Qiaoming ; Dong, Yinhong ; Xu, Dachuan ; Ren, Jianfeng. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05120-5.

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2024Features of different asset types and extreme risk transmission during the COVID-19 crisis. (2024). Tsai, I-Chun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00510-5.

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2024To Subsidize Or Not to Subsidize: A Comparison of Market Scoring Rules and Continuous Double Auctions for Price Discovery. (2024). Dimitrov, Stanko ; Karimi, Majid. In: Information Systems Frontiers. RePEc:spr:infosf:v:26:y:2024:i:2:d:10.1007_s10796-023-10384-8.

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2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

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Works by Ananth Madhavan:


Year  ↓Title  ↓Type  ↓Cited  ↓
2018Exchange-Traded Funds 101 for Economists In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article49
2018Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
paper
2018Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
paper
1986ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION In: Journal of Food Distribution Research.
[Full Text][Citation analysis]
article0
1985COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION In: Journal of Food Distribution Research.
[Full Text][Citation analysis]
article0
2014Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts In: Annual Review of Financial Economics.
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article3
1994Price Continuity Rules and Insider Trading. In: Working papers.
[Citation analysis]
paper10
1995Price Continuity Rules and Insider Trading.(1995) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 10
article
1992Price Continuity Rules and Insider Trading..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance.
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article133
2000Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time.(2000) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133
paper
1992 Trading Mechanisms in Securities Markets. In: Journal of Finance.
[Full Text][Citation analysis]
article240
1990Trading Mechanisms in Securities Markets.(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 240
paper
1993 An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance.
[Full Text][Citation analysis]
article152
1997 Competition and Collusion in Dealer Markets. In: Journal of Finance.
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article75
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
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article117
2000The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance.
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article11
2001Discussion In: Journal of Finance.
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article0
2015Click or Call? Auction versus Search in the Over-the-Counter Market In: Journal of Finance.
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article71
1991Insider Trading and the Value of the Firm. In: Journal of Industrial Economics.
[Full Text][Citation analysis]
article6
1988INSIDER TRADING AND THE VALUE OF THE FIRM.(1988) In: Cornell - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2001Pre-Trade Transparency In: Istanbul Stock Exchange Review.
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article1
2023IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? In: Department of Economics, Working Paper Series.
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paper0
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
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article33
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33
paper
2000Stock returns and trading at the close In: Journal of Financial Markets.
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article68
2000Market microstructure: A survey In: Journal of Financial Markets.
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article401
2005Should securities markets be transparent? In: Journal of Financial Markets.
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article98
1991A Bayesian model of intraday specialist pricing In: Journal of Financial Economics.
[Full Text][Citation analysis]
article156
2002A Bayesian Model of Intraday Specialist Pricing.(2002) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 156
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 156
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 156
paper
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
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article178
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
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article208
1998An empirical analysis of NYSE specialist trading In: Journal of Financial Economics.
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article91
1992Intertemporal price discovery by market makers: Active versus passive learning In: Journal of Financial Intermediation.
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article19
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
1996Security Prices and Market Transparency In: Journal of Financial Intermediation.
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article64
1991Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 64
paper
1988COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION In: Cornell - Department of Economics.
[Citation analysis]
paper0
1996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper407
1994Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks.(1994) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 407
paper
1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks..(1997) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 407
article
2001Security Prices and Market Transparency (Revision of 12-90) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1991Security Prices and Market Transparency..(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1998The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1998The Information Contained in Stock Exchange Seat Prices.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 1
paper
1998The Cost of Institutional Equity Trades: An Overview In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper80
1998The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 80
paper
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
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1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94).(1995) In: Rodney L. White Center for Financial Research Working Papers.
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1994The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) In: Rodney L. White Center for Financial Research Working Papers.
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1990Security Prices and Market Transparency (Revised: 1-92) In: Rodney L. White Center for Financial Research Working Papers.
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1994Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) In: Rodney L. White Center for Financial Research Working Papers.
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1993Anatomy of Trading Process: Empirical Evidence on the Behavior of Institutioanl Traders. In: Rodney L. White Center for Financial Research Working Papers.
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1992Price Experimentation and Security Market Structure. In: Rodney L. White Center for Financial Research Working Papers.
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1993Price Experimentation and Security Market Structure..(1993) In: The Review of Financial Studies.
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1992The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Rodney L. White Center for Financial Research Working Papers.
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1992An Analysis of Daily Changes in Specialist Inventories and Quotations In: Rodney L. White Center for Financial Research Working Papers.
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1994Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) In: Rodney L. White Center for Financial Research Working Papers.
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1988Risky Business: The Clearance and Settlement of Financial Transactions In: Rodney L. White Center for Financial Research Working Papers.
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1997In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets. In: The Review of Financial Studies.
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2000Price Discovery in Auction Markets: A Look Inside the Black Box. In: The Review of Financial Studies.
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1995Consolidation, Fragmentation, and the Disclosure of Trading Information. In: The Review of Financial Studies.
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1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: The Review of Financial Studies.
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2016Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue.
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1991Dynamic Insider Trading. In: RCER Working Papers.
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1992Information Aggregation and Strategic Trading in Speculative Markets. In: RCER Working Papers.
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1994Cooperation for Monopolization? An Empirical Analysis of Cartelization. In: The Review of Economics and Statistics.
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2006Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice In: World Scientific Book Chapters.
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