|
2023
|
Mutual fund performance at long horizons
|
Journal of Financial Economics
|
A
|
3
|
|
2022
|
Overallocation and secondary market outcomes in corporate bond offerings
|
Journal of Financial Economics
|
A
|
4
|
|
2020
|
A Survey of the Microstructure of Fixed-Income Markets
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
2020
|
Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange
|
The Review of Financial Studies
|
A
|
3
|
|
2019
|
Characteristic-Based Benchmark Returns and Corporate Events
|
The Review of Financial Studies
|
A
|
3
|
|
2018
|
Capital Commitment and Illiquidity in Corporate Bonds
|
Journal of Finance
|
A
|
4
|
|
2018
|
Do stocks outperform Treasury bills?
|
Journal of Financial Economics
|
A
|
1
|
|
2016
|
Liquidity, resiliency and market quality around predictable trades: Theory and evidence
|
Journal of Financial Economics
|
A
|
4
|
|
2015
|
Market Making Contracts, Firm Value, and the IPO Decision
|
Journal of Finance
|
A
|
3
|
|
2015
|
Predictable Corporate Distributions and Stock Returns
|
The Review of Financial Studies
|
A
|
2
|
|
2013
|
Noisy Prices and Inference Regarding Returns
|
Journal of Finance
|
A
|
3
|
|
2013
|
Firm characteristics and long-run stock returns after corporate events
|
Journal of Financial Economics
|
A
|
2
|
|
2010
|
Liquidity biases in asset pricing tests
|
Journal of Financial Economics
|
A
|
3
|
|
2009
|
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
|
Journal of Financial Economics
|
A
|
3
|
|
2009
|
Measuring Abnormal Bond Performance
|
The Review of Financial Studies
|
A
|
4
|
|
2006
|
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
|
Journal of Financial Economics
|
A
|
3
|
|
2004
|
Does an electronic stock exchange need an upstairs market?
|
Journal of Financial Economics
|
A
|
2
|
|
2003
|
Trade Execution Costs and Market Quality after Decimalization
|
Journal of Financial and Quantitative Analysis
|
B
|
1
|
|
2003
|
Quote-based competition and trade execution costs in NYSE-listed stocks
|
Journal of Financial Economics
|
A
|
1
|
|
2002
|
Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
|
Journal of Finance
|
A
|
2
|
|
2000
|
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars
|
Journal of Financial Intermediation
|
B
|
1
|
|
1999
|
Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison
|
Journal of Financial and Quantitative Analysis
|
B
|
1
|
|
1997
|
A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1997
|
The degree of price resolution and equity trading costs
|
Journal of Financial Economics
|
A
|
1
|
|
1997
|
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks
|
Journal of Financial Economics
|
A
|
2
|
|
1996
|
An empirical examination of information, differences of opinion, and trading activity
|
Journal of Financial Economics
|
A
|
3
|
|
1995
|
Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure.
|
Journal of Finance
|
A
|
1
|
|
1994
|
Bid-ask spreads in the interbank foreign exchange markets
|
Journal of Financial Economics
|
A
|
1
|
|
1993
|
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1993
|
Return Autocorrelations around Nontrading Days.
|
The Review of Financial Studies
|
A
|
2
|
|
1992
|
Futures-Trading Activity and Stock Price Volatility.
|
Journal of Finance
|
A
|
2
|
|
1992
|
Time-varying risk premia and forecastable returns in futures markets
|
Journal of Financial Economics
|
A
|
2
|
|
1992
|
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets.
|
The Review of Financial Studies
|
A
|
1
|
|
1991
|
Forward Contracts and Firm Value: Investment Incentive and Contracting Effects
|
Journal of Financial and Quantitative Analysis
|
B
|
1
|