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Pankaj K. Jain

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sugato Chakravarty & Pankaj Jain & James Upson & Robert Wood, 2011. "Clean Sweep: Informed Trading through Intermarket Sweep Orders," Working Papers 1007, Purdue University, Department of Consumer Sciences.

    Cited by:

    1. Chung, Kee H. & Chuwonganant, Chairat, 2023. "COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading," Journal of Financial Markets, Elsevier, vol. 64(C).
    2. M. Vittoria Levati & Aaron Nicholas & Birendra Rai, 2011. "Testing the Analytical Framework of Other-Regarding Preferences," Monash Economics Working Papers 26-11, Monash University, Department of Economics.
    3. Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2010. "Diving into Dark Pools," Working Paper Series 2010-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    4. Chakrabarty, Bidisha & Cox, Justin & Upson, James E., 2022. "Tick Size Pilot Program and price discovery in U.S. stock markets," Journal of Financial Markets, Elsevier, vol. 59(PB).
    5. Alan Chow & Kyre Dane Lahtinen & Chris Lawrey, 2021. "The Investors Exchange’s (IEX) impact on investors," Journal of Asset Management, Palgrave Macmillan, vol. 22(1), pages 51-61, February.
    6. Cappelen, Alexander W. & Sørensen, Erik Ø. & Tungodden, Bertil, 2013. "When do we lie?," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 258-265.
    7. Upson, James & McInish, Thomas & IV, B. Hardy Johnson, 2021. "Order based versus level book trade reporting: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 125(C).
    8. Li, Sida & Ye, Mao & Zheng, Miles, 2023. "Refusing the best price?," Journal of Financial Economics, Elsevier, vol. 147(2), pages 317-337.
    9. Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016. "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 395-411.
    10. Jeffrey R. Black & Pankaj K. Jain & Wei Sun, 2023. "Trade-time clustering," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1209-1242, April.
    11. Upson, James & Van Ness, Robert A., 2017. "Multiple markets, algorithmic trading, and market liquidity," Journal of Financial Markets, Elsevier, vol. 32(C), pages 49-68.
    12. Theissen, Erik & Zehnder, Lars Simon, 2014. "Estimation of trading costs: Trade indicator models revisited," CFR Working Papers 14-09, University of Cologne, Centre for Financial Research (CFR).
    13. Klein, Olga, 2020. "Trading aggressiveness and market efficiency," Journal of Financial Markets, Elsevier, vol. 47(C).
    14. Erhan Bayraktar & Alexander Munk, 2017. "Mini-Flash Crashes, Model Risk, and Optimal Execution," Papers 1705.09827, arXiv.org, revised Aug 2018.
    15. Yutong Lu & Gesine Reinert & Mihai Cucuringu, 2022. "Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets," Papers 2209.10334, arXiv.org, revised Mar 2024.
    16. Craig W. Holden & Stacey Jacobsen, 2014. "Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions," Journal of Finance, American Finance Association, vol. 69(4), pages 1747-1785, August.
    17. Duong, Huu Nhan & Lajbcygier, Paul & Vu, Van Hoang, 2017. "The information content of special orders," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 68-81.
    18. Kee H. Chung & Chairat Chuwonganant, 2023. "Tick size and price efficiency: Further evidence from the Tick Size Pilot Program," Financial Management, Financial Management Association International, vol. 52(3), pages 483-511, September.
    19. Markus Baldauf & Joshua Mollner, 2020. "High‐Frequency Trading and Market Performance," Journal of Finance, American Finance Association, vol. 75(3), pages 1495-1526, June.
    20. Hatheway, Frank & Kwan, Amy & Zheng, Hui, 2017. "An Empirical Analysis of Market Segmentation on U.S. Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(6), pages 2399-2427, December.
    21. Laly, Floris & Petitjean, Mikael, 2021. "Mini flash crashes: Review, taxonomy and policy responses," LIDAM Reprints LFIN 2021017, Université catholique de Louvain, Louvain Finance (LFIN).
    22. Justin Cox, 2021. "ISO order imbalances and individual stock returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(1), pages 5-23, April.
    23. Gianluca P. M. Virgilio & Pedro Hector Parco Espinoza, 2023. "The impact of Intermarket Sweep Orders on volatility: an agent-based stock market model," Economics Bulletin, AccessEcon, vol. 43(1), pages 589-595.
    24. Suchismita Mishra & Le Zhao, 2021. "Order Routing Decisions for a Fragmented Market: A Review," JRFM, MDPI, vol. 14(11), pages 1-32, November.
    25. Nikolsko-Rzhevska, Olena & Nikolsko-Rzhevskyy, Alex & Black, Jeffrey R., 2020. "The life of U’s: Order revisions on NASDAQ," Journal of Banking & Finance, Elsevier, vol. 111(C).
    26. Daniel Chen & Darrell Duffie, 2020. "Market Fragmentation," NBER Working Papers 26828, National Bureau of Economic Research, Inc.
    27. M. Vittoria Levati & Aaron Nicholas & Birendra Rai, 2011. "Testing the Framework of Other-Regarding Preferences," Jena Economics Research Papers 2011-041, Friedrich-Schiller-University Jena.
    28. Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2022. "Diving into dark pools," Financial Management, Financial Management Association International, vol. 51(4), pages 961-994, December.

  2. Sugato Chakravarty & Abu Zafar Shahriar, 2010. "Relationship Lending in Microcredit: Evidence from Bangladesh," Working Papers 1005, Purdue University, Department of Consumer Sciences.

    Cited by:

    1. Khushbu Mishra & Richard A. Gallenstein & Mario J. Miranda & Abdoul G. Sam & Patricia Toledo & Francis Mulangu, 2021. "Insured Loans and Credit Access: Evidence from a Randomized Field Experiment in Northern Ghana," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 923-943, May.
    2. Edward Kiringa & Fredrick W.S. Ndede & Argan Wekesa, 2021. "Relationship lending and access to financial services by SMEs in Kenya," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(5), pages 235-244, July.
    3. Betgilu Oshora & Maria Fekete-Farkas & Zoltan Zeman, 2020. "Role Of Microfinance Institutions In Financing Micro And Small Enterprises In Ethiopia," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 9(3), pages 115-130.
    4. Mishra, K., 2018. "You are Approved! Insured Loans Improve Credit Access and Technology Adoption of Ghanaian Farmers," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277089, International Association of Agricultural Economists.

  3. Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2003. "A comprehensive test of order choice theory: recent evidence from the NYSE," LSE Research Online Documents on Economics 24896, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Ingrid Lo & Stephen Sapp, 2005. "Order Submission: The Choice between Limit and Market Orders," Staff Working Papers 05-42, Bank of Canada.
    2. Lo, Ingrid & Sapp, Stephen G., 2010. "Order aggressiveness and quantity: How are they determined in a limit order market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
    3. Martin D. Gould & Mason A. Porter & Sam D. Howison, 2015. "The Long Memory of Order Flow in the Foreign Exchange Spot Market," Papers 1504.04354, arXiv.org, revised Oct 2015.
    4. Lo, Ingrid & Sapp, Stephen G., 2008. "The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1056-1073, November.

Articles

  1. Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael, 2013. "Worldwide reach of short selling regulations," Journal of Financial Economics, Elsevier, vol. 109(1), pages 177-197.

    Cited by:

    1. Khan, Mostafa Saidur Rahim & Kato, Hideaki Kiyoshi & Bremer, Marc, 2019. "Short sales constraints and stock returns: How do the regulations fare?," Journal of the Japanese and International Economies, Elsevier, vol. 54(C).
    2. Balachandran, Balasingham & Duong, Huu Nhan & Luong, Hoang & Nguyen, Lily, 2020. "Does takeover activity affect stock price crash risk? Evidence from international M&A laws," Journal of Corporate Finance, Elsevier, vol. 64(C).
    3. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019. "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 94-116.
    4. Archana Jain & Chinmay Jain & Ashok Robin, 2020. "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1075-1100, April.
    5. Tao Chen & Andreas Karathanasopoulos, 2022. "Do Heterogeneous Beliefs Matter to Post‐announcement Informed Trading?," Abacus, Accounting Foundation, University of Sydney, vol. 58(4), pages 714-741, December.
    6. Boulton, Thomas J. & Smart, Scott B. & Zutter, Chad J., 2020. "Worldwide short selling regulations and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 62(C).
    7. Fang, Jiali & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Do stocks outperform treasury bills in international markets?," Finance Research Letters, Elsevier, vol. 40(C).
    8. Inder K. Khurana & Wei Wang, 2019. "International Mergers and Acquisitions Laws, the Market for Corporate Control, and Accounting Conservatism," Journal of Accounting Research, Wiley Blackwell, vol. 57(1), pages 241-290, March.
    9. Adrian W. K. Cheung & Hung Wan Kot & Eric F. Y. Lam & Harry K. M. Leung, 2020. "Toward understanding short‐selling activity: demand and supply," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2203-2230, September.
    10. Stimel, Derek & Sekerka, Leslie E., 2018. "Play fair! Innovating internal self-regulation in the market for profit," Business Horizons, Elsevier, vol. 61(1), pages 115-124.
    11. Chen, Tao, 2020. "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, vol. 109(C), pages 174-183.
    12. Martin T. Bohl, Badye Essid, Pierre Siklos, 2018. "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers 0112, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
    13. Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022. "Short of Capital: Stock Market Implications of Short Sellers’ Losses," Working Papers 116, Red Nacional de Investigadores en Economía (RedNIE).
    14. Hao Gao & Yuanyu Qu & Tao Shen, 2022. "Geographic proximity and price efficiency: Evidence from high‐speed railway connections between firms and financial centers," Financial Management, Financial Management Association International, vol. 51(1), pages 117-141, March.
    15. Berkman, Henk & Eugster, Marco, 2017. "Short on drugs: Short selling during the drug development process," Journal of Financial Markets, Elsevier, vol. 33(C), pages 102-123.
    16. Luu, Ellie & Xu, Fangming & Zheng, Liyi, 2023. "Short-selling activities in the time of COVID-19," The British Accounting Review, Elsevier, vol. 55(4).
    17. Charles M. Jones & Adam V. Reed & William Waller, 2016. "Revealing Shorts An Examination of Large Short Position Disclosures," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3278-3320.
    18. Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J., 2019. "Day-of-the-week effects in financial contagion," Finance Research Letters, Elsevier, vol. 28(C), pages 221-226.
    19. Atanasova, Christina & Li, Mingxin, 2018. "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 117-138.
    20. Gao, Yang & Leung, Henry, 2017. "Impact of short selling restrictions on informed momentum trading: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 103-115.
    21. Luo, Jinbo & Ni, Xiaoran & Tian, Gary Gang, 2020. "Short selling and corporate tax avoidance: Insights from a financial constraint view," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    22. Louis Gagnon & Jonathan Witmer, 2014. "Distribution of Ownership, Short Sale Constraints, and Market Efficiency: Evidence from Cross-Listed Stocks," Financial Management, Financial Management Association International, vol. 43(3), pages 631-670, September.
    23. Maria Sochi & Steve Swidler, 2018. "A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange," JRFM, MDPI, vol. 11(4), pages 1-17, October.
    24. Ni, Xiaoran & Xu, Hongmei, 2023. "Are short selling threats beneficial to creditors? Insights from corporate default risk," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
    25. Tao Chen, 2020. "Trade‐size clustering and informed trading in global markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 579-597, October.
    26. Kwaku Boafo Baidoo, 2019. "The Effects of Short Selling on Financial Markets Volatilities," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 5(2), pages 218-228.
    27. Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, vol. 122(C).
    28. Jinshuai Hu & Siqi Li & Terry Shevlin, 2023. "How does the market for corporate control impact tax avoidance? Evidence from international M&A laws," Review of Accounting Studies, Springer, vol. 28(1), pages 340-383, March.
    29. Bartram, Söhnke M. & Grinblatt, Mark, 2021. "Global market inefficiencies," Journal of Financial Economics, Elsevier, vol. 139(1), pages 234-259.
    30. Chen, Hung-Ling & Shiu, Cheng-Yi & Wei, Hui-Shan, 2019. "Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 93-112.
    31. James N Cannon & Bingbing Hu & Jay Junghun Lee & Daoguang Yang, 2020. "The effect of international takeover laws on corporate resource adjustments: Market discipline and/or managerial myopia?," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(9), pages 1443-1477, December.
    32. Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021. "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 67(C).
    33. Johannes Stübinger & Sylvia Endres, 2018. "Pairs trading with a mean-reverting jump–diffusion model on high-frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 18(10), pages 1735-1751, October.
    34. Hu, Jinshuai & Li, Siqi & Taboada, Alvaro G. & Zhang, Feida, 2020. "Corporate board reforms around the world and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 62(C).
    35. Shimeng Shi & Yukun Shi, 2021. "Bitcoin futures: trade it or ban it?," The European Journal of Finance, Taylor & Francis Journals, vol. 27(4-5), pages 381-396, March.
    36. Massa, Massimo & Qian, Wenlan & Xu, Weibiao & Zhang, Hong, 2015. "Competition of the informed: Does the presence of short sellers affect insider selling?," Journal of Financial Economics, Elsevier, vol. 118(2), pages 268-288.
    37. Wang, Shu-Feng & Lee, Kuan-Hui, 2015. "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 56-75.
    38. Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
    39. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018. "Market volatility, liquidity shocks, and stock returns: Worldwide evidence," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 164-199.

  2. Hossain, Mahmud & Jain, Pankaj K. & Mitra, Santanu, 2013. "State ownership and bank equity in the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 914-931.

    Cited by:

    1. MVK, Jagannath & Maitra, Debasish, 2023. "Do election cycles, political stability, and government effectiveness matter for the risk of banks? Evidence from Indian banks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    2. Bang Nam Jeon & Hosung Lim & Ji Wu, 2014. "The Impact of Foreign Banks on Monetary Policy Transmission during the Global Financial Crisis of 2008-2009: Evidence from Korea," Working Papers 2014-8, Economic Research Institute, Bank of Korea.
    3. Sun, Sophia Li & Habib, Ahsan, 2020. "Determinants and consequences of tournament incentives: A survey of the literature in accounting and finance," Research in International Business and Finance, Elsevier, vol. 54(C).
    4. Nguyen, My & Perera, Shrimal & Skully, Michael, 2017. "Bank market power, asset liquidity and funding liquidity: International evidence," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 23-38.
    5. Lin, Kun-Li & Doan, Anh Tuan & Doong, Shuh-Chyi, 2016. "Changes in ownership structure and bank efficiency in Asian developing countries: The role of financial freedom," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 19-34.
    6. Jeon, Bang Nam & Wu, Ji, 2014. "The role of foreign banks in monetary policy transmission: Evidence from Asia during the crisis of 2008–9," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 96-120.
    7. Ashraf, Dawood & Ramady, Mohamed & Albinali, Khalid, 2016. "Financial fragility of banks, ownership structure and income diversification: Empirical evidence from the GCC region," Research in International Business and Finance, Elsevier, vol. 38(C), pages 56-68.
    8. Emmanuel Mamatzakis & Bingrun Xu, 2021. "Does ownership structure affect performance? Evidence from Chinese mutual funds," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1399-1435, May.
    9. Nagano, Mamoru, 2016. "The bank–firm relationship during economic transition: The impacts on bank performance in emerging economies," Emerging Markets Review, Elsevier, vol. 28(C), pages 117-139.
    10. Inoguchi, Masahiro, 2013. "Interbank market, stock market, and bank performance in East Asia," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 136-156.
    11. Edgardo Cayón, 2014. "The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2014, January-A.
    12. Thi Lam Anh Nguyen & Xuan Vinh Vo, 2020. "Does corporate governance really matter for bank efficiency? Evidence from ASEAN countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 681-706, December.
    13. Hedy Jiaying Huang & Ahsan Habib & Sophia Li Sun & Ying Liu & Huiting Guo, 2021. "Financial reporting and corporate innovation: a review of the international literature," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(4), pages 5439-5499, December.
    14. Ali, Abdelrahman Elzahi Saaid, 2016. "Poverty Alleviation through Microfinance in North-East Kenya Province," Working Papers 2016-9, The Islamic Research and Teaching Institute (IRTI).
    15. Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016. "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 66-76.
    16. Zhenni Yang & Christopher Gan & Zhaohua Li, 2019. "Role of Bank Regulation on Bank Performance: Evidence from Asia-Pacific Commercial Banks," JRFM, MDPI, vol. 12(3), pages 1-25, August.
    17. Millicent Chang & Andrew B. Jackson & Marvin Wee, 2018. "A review of research on regulation changes in the Asia‐Pacific region," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 635-667, September.

  3. Huang, Ying & Elkinawy, Susan & Jain, Pankaj K., 2013. "Investor protection and cash holdings: Evidence from US cross-listing," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 937-951.

    Cited by:

    1. Grzegorz Zimon, 2020. "Issues of financial liquidity of small and medium-sized trading companies: a case study from Poland," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(1), pages 363-372, September.
    2. Inaba, Kei-Ichiro, 2021. "Corporate cash and governance: A global look into publicly-traded companies' aggregate cash ratios," International Review of Financial Analysis, Elsevier, vol. 78(C).
    3. Huang, Yuan & Li, Xiao & Wei, K.C. John, 2021. "Investor protection and resource allocation: International evidence," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 625-645.
    4. Zhang, Xiang & Zhan, Feng & Liu, Bin, 2023. "Institutional development, political uncertainty, and corporate cash holdings: Evidence from China," Finance Research Letters, Elsevier, vol. 53(C).
    5. Kusnadi, Yuanto, 2015. "Cross-listings and corporate cash savings: International evidence," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 91-107.
    6. Alipour, Ali & Yaprak, Attila, 2024. "National culture and firms’ cash holdings: The role of indulgence and its boundaries," Journal of Business Research, Elsevier, vol. 172(C).
    7. Chen, Ruiyuan (Ryan) & Guedhami, Omrane & Yang, Yang & Zaynutdinova, Gulnara R., 2020. "Corporate governance and cash holdings: Evidence from worldwide board reforms," Journal of Corporate Finance, Elsevier, vol. 65(C).
    8. Gao, Ya & Liao, Chi & Zhang, Ying & Zhang, Zixu, 2021. "The role of investor protections on the value of investment banking relationships: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    9. Ghadhab, Imen & M’rad, Mouna, 2018. "Does US cross-listing come with incremental benefit for already UK cross-listed firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 188-204.
    10. Zhang, Xiang & Zhang, Zongyi & Zhou, Han, 2020. "Oil price uncertainty and cash holdings: Evidence from China," Energy Economics, Elsevier, vol. 87(C).
    11. Li, Guangzhong & Fujiyama, Keishi & Wu, Cen & Zheng, Ying, 2024. "Employment protection, corporate governance, and labor productivity around the World," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
    12. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2019. "Insolvency Regimes and Firms' Default Risk Under Economic Uncertainty and Shocks," MPRA Paper 96283, University Library of Munich, Germany.
    13. Mohamed Arouri & Guillaume Pijourlet, 2017. "CSR Performance and the Value of Cash Holdings: International Evidence," Journal of Business Ethics, Springer, vol. 140(2), pages 263-284, January.
    14. Suman Lodh & Monomita Nandy & Jaskaran Kaur, 2023. "Influence of governance bundles and directors' social capital on cash holding in foreign cross‐listed firms," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4271-4298, October.
    15. Seyed Alireza Athari & Mahboubeh Bahreini, 2023. "The impact of external governance and regulatory settings on the profitability of Islamic banks: Evidence from Arab markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2124-2147, April.
    16. Chen, Naiwei & Yu, Min-Teh, 2021. "National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure," Emerging Markets Review, Elsevier, vol. 47(C).
    17. Gan, Huiqi & Park, Myung S., 2017. "CEO managerial ability and the marginal value of cash," Advances in accounting, Elsevier, vol. 38(C), pages 126-135.
    18. Naiwei Chen & Tsai-Chen Yang, 2017. "Democracy, rule of law, and corporate governance—a liquidity perspective," Economics of Governance, Springer, vol. 18(1), pages 35-70, February.
    19. Mona Mortazian, 2022. "Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM)," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 195-220, June.
    20. Busaba, Walid Y. & Guo, Lin & Sun, Zhenzhen & Yu, Tong, 2015. "The dark side of cross-listing: A new perspective from China," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 1-16.
    21. Jan Felix Weidemann, 2018. "A state-of-the-art review of corporate cash holding research," Journal of Business Economics, Springer, vol. 88(6), pages 765-797, August.
    22. Ishtiaq Ahmad, 2017. "Do Group Affiliated And Unaffiliated Firms Hold Cash Differently? The Case Of Pakistan," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 373-384, July.
    23. Fernandes, Nuno & Gonenc, Halit, 2016. "Multinationals and cash holdings," Journal of Corporate Finance, Elsevier, vol. 39(C), pages 139-154.
    24. Benkraiem, Ramzi & Gaaya, Safa & Lakhal, Faten & Lakhal, Nadia, 2023. "Economic policy uncertainty, investor protection, and the value of excess cash: A cross-country comparison," Finance Research Letters, Elsevier, vol. 52(C).
    25. Dak-Adzaklo, Cephas Simon Peter & Wong, Raymond M.K., 2024. "Corporate governance reforms, societal trust, and corporate financial policies," Journal of Corporate Finance, Elsevier, vol. 84(C).
    26. Ghaffar, Hamza & Azmat, Saad & Hassan, M. Kabir, 2022. "Domestic liquidity of cross-listed stocks: Evidence from the ADR market," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    27. Huang, Winifred & Mazouz, Khelifa, 2018. "Excess cash, trading continuity, and liquidity risk," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 275-291.
    28. Xiang Zhang & Zongyi Zhang & Han Zhou, 2023. "Grabbing hand or financial constraint mitigation effect? A reexamination of the relationship between institutional development and cash holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 631-655, March.
    29. Imen Ghadhab & Slaheddine Hellara & Abdelkader Derbali, 2018. "Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model," Journal of Asset Management, Palgrave Macmillan, vol. 19(3), pages 191-203, May.
    30. Seyed Alireza Athari, 2021. "The effects of institutional settings and risks on bank dividend policy in an emerging market: Evidence from Tobit model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4493-4515, July.
    31. Loncan, Tiago, 2020. "Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, vol. 71(C).
    32. Davide Dottori & Giacinto Micucci, 2018. "Corporate liquidity in Italy and its increase in the long recession," Questioni di Economia e Finanza (Occasional Papers) 420, Bank of Italy, Economic Research and International Relations Area.
    33. Abdul Rashid & Maryam Ashfaq, 2017. "Financial Constraints And Corporate Cash Holdings: An Empirical Analysis Using Firm Level Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-26, June.
    34. Wang, Di & Guo, Liangju & Xing, Saipeng, 2024. "Compulsory liability insurance and excess cash holdings: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).

  4. Santanu Mitra & Mahmud Hossain & Pankaj Jain, 2013. "Product market power and management’s action to avoid earnings disappointment," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 585-610, November.

    Cited by:

    1. Liao, Tsai-Ling & Lin, Wen-Chun, 2016. "Product market competition and earnings management around open-market repurchase announcements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 187-203.
    2. Jing Wang & Wei Li & Arno Forst, 2021. "Product market competition, stock price informativeness, and IFRS adoption: evidence from Europe," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1537-1559, May.
    3. Tang, Hui-Wen & Chen, Anlin, 2020. "How do market power and industry competition influence the effect of corporate governance on earnings management?," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 212-225.
    4. Xiaoli Wang & Michael S. Long & Ren Raw Chen & Jingfeng Zhang, 2016. "Economic growth potential creating a real put and the resulting valuation of the firm," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 453-474, October.
    5. Yoojin Shin & Jung-Mi Park, 2023. "The Effect of a Company’s Sustainable Competitive Advantage on Their Tax Avoidance Strategy—Focusing on Market Competition in Korea," Sustainability, MDPI, vol. 15(10), pages 1-15, May.
    6. Zhen-Jia-Liu, 2021. "Effect Of Fuel Price Volatility On Real Activities Earnings Management In Airlines Related To Fuel Price Hedging," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 18(1), pages 33-53.

  5. Chakravarty, Sugato & Jain, Pankaj & Upson, James & Wood, Robert, 2012. "Clean Sweep: Informed Trading through Intermarket Sweep Orders," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(2), pages 415-435, April.
    See citations under working paper version above.
  6. Detzen, Dominic & Jain, Pankaj K. & Likitapiwat, Tanakorn & Rubin, Rose M., 2012. "The impact of low cost airline entry on competition, network expansion, and stock valuations," Journal of Air Transport Management, Elsevier, vol. 18(1), pages 59-63.

    Cited by:

    1. Maertens, Sven, 2018. "A metric to assess the competitive position of airlines and airline groups in the intra-European air transport market," Research in Transportation Economics, Elsevier, vol. 72(C), pages 65-73.
    2. Bettini, Humberto F.A.J. & Silveira, José Maria F.J. & Oliveira, Alessandro V.M., 2018. "Estimating strategic responses to the march of a low cost carrier to primary airports," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 109(C), pages 190-204.
    3. Yaghoub Abdi & Xiaoni Li & Xavier Càmara-Turull, 2023. "Firm value in the airline industry: perspectives on the impact of sustainability and Covid-19," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-24, December.
    4. Zou, Li & Yu, Chunyan, 2020. "The evolving market entry strategy: A comparative study of Southwest and JetBlue," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 682-695.
    5. Nicolau, Juan Luis & Sharma, Abhinav, 2022. "A review of research into drivers of firm value through event studies in tourism and hospitality: Launching the Annals of Tourism Research curated collection on drivers of firm value through event stu," Annals of Tourism Research, Elsevier, vol. 95(C).
    6. Jenatabadi, Hashem Salarzadeh & Ismail, Noor Azina, 2014. "Application of structural equation modelling for estimating airline performance," Journal of Air Transport Management, Elsevier, vol. 40(C), pages 25-33.
    7. Gaggero, Alberto A. & Piazza, Giovanni, 2021. "Multilayer networks and route entry into the airline industry: Evidence from the U.S. domestic market," Research in Transportation Economics, Elsevier, vol. 90(C).
    8. Wang, Yixiao & Sun, Luoyi & Teunter, Ruud H. & Wu, Jianhong & Hua, Guowei, 2020. "Effects of introducing low-cost high-speed rail on air-rail competition: Modelling and numerical analysis for Paris-Marseille," Transport Policy, Elsevier, vol. 99(C), pages 145-162.
    9. Su, Min & Luan, Weixin & Fu, Xiaowen & Yang, Zaili & Zhang, Rui, 2020. "The competition effects of low-cost carriers and high-speed rail on the Chinese aviation market," Transport Policy, Elsevier, vol. 95(C), pages 37-46.
    10. Lin, YiHsin & Ryan, Chris, 2016. "From mission statement to airline branding," Journal of Air Transport Management, Elsevier, vol. 53(C), pages 150-160.
    11. Edward C. S. Ku & Chun-Der Chen, 2020. "Flying on the clouds: how mobile applications enhance impulsive buying of low cost carriers," Service Business, Springer;Pan-Pacific Business Association, vol. 14(1), pages 23-45, March.
    12. Fu, Qian & Kim, Amy M., 2016. "Supply-and-demand models for exploring relationships between smaller airports and neighboring hub airports in the U.S," Journal of Air Transport Management, Elsevier, vol. 52(C), pages 67-79.
    13. Hu, Yue & Dai, Liang & Fuellhart, Kurt & Witlox, Frank, 2024. "Examining competition among airline regarding route portfolios at domestic hubs under government regulation: The case of China's aviation market," Journal of Air Transport Management, Elsevier, vol. 116(C).
    14. Chiambaretto, Paul & Combe, Emmanuel, 2023. "Business model hybridization but heterogeneous economic performance: Insights from low-cost and legacy carriers in Europe," Transport Policy, Elsevier, vol. 136(C), pages 83-97.

  7. Chinmay Jain & Pankaj Jain & Thomas H. McInish, 2012. "Short Selling: The Impact of SEC Rule 201 of 2010," The Financial Review, Eastern Finance Association, vol. 47(1), pages 37-64, February.

    Cited by:

    1. Archana Jain & Chinmay Jain & Ashok Robin, 2020. "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1075-1100, April.
    2. Adrian W. K. Cheung & Hung Wan Kot & Eric F. Y. Lam & Harry K. M. Leung, 2020. "Toward understanding short‐selling activity: demand and supply," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2203-2230, September.
    3. Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018. "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 345-367, December.
    4. Berkman, Henk & Eugster, Marco, 2017. "Short on drugs: Short selling during the drug development process," Journal of Financial Markets, Elsevier, vol. 33(C), pages 102-123.
    5. Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J., 2016. "Shorting at close range: A tale of two types," Journal of Financial Economics, Elsevier, vol. 121(3), pages 546-568.
    6. R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
    7. Sifat, Imtiaz Mohammad & Mohamad, Azhar, 2015. "Order imbalance and selling aggression under a shorting ban: Evidence from the UK," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 368-379.
    8. Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael, 2013. "Worldwide reach of short selling regulations," Journal of Financial Economics, Elsevier, vol. 109(1), pages 177-197.
    9. Tyler R. Henry, 2019. "Security price formation and informed trading with constrained short selling," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 123-151, July.

  8. Pankaj K. Jain & Jang‐Chul Kim & Zabihollah Rezaee, 2008. "The Sarbanes‐Oxley Act of 2002 and Market Liquidity," The Financial Review, Eastern Finance Association, vol. 43(3), pages 361-382, August.

    Cited by:

    1. Ding, Mingfa, 2014. "Political Connections and Stock Liquidity: Political Network, Hierarchy and Intervention," Knut Wicksell Working Paper Series 2014/7, Lund University, Knut Wicksell Centre for Financial Studies.
    2. Dyakov, Teodor & Verbeek, Marno, 2013. "Front-running of mutual fund fire-sales," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4931-4942.
    3. Ranjan D’Mello & Xinghua Gao & Yonghong Jia, 2017. "Internal control and internal capital allocation: evidence from internal capital markets of multi-segment firms," Review of Accounting Studies, Springer, vol. 22(1), pages 251-287, March.
    4. Naz Sayari & Bill Marcum, 2018. "Do US Corporate Governance Standards Effectively Discourage Risk in the Emerging Markets?," Australian Accounting Review, CPA Australia, vol. 28(2), pages 167-185, June.
    5. Olga Dodd & Aaron Gilbert, 2016. "The Impact of Cross-Listing on the Home Market's Information Environment and Stock Price Efficiency," The Financial Review, Eastern Finance Association, vol. 51(3), pages 299-328, August.
    6. Kenneth Linna & Evan Moore & Rodney Paul & Andrew Weinbach, 2014. "The Effects of the Clock and Kickoff Rule Changes on Actual and Market-Based Expected Scoring in NCAA Football," IJFS, MDPI, vol. 2(2), pages 1-14, April.
    7. Edward Lee & Norman Strong & Zhenmei (Judy) Zhu, 2014. "Did Regulation Fair Disclosure, SOX, and Other Analyst Regulations Reduce Security Mispricing?," Journal of Accounting Research, Wiley Blackwell, vol. 52(3), pages 733-774, June.
    8. Jehad S. Aldehayyat & Sliman S. Alsoboa & Mohammad H. Al-Kilani, 2017. "Investigating How Corporate Governance Affects Performance of Firm in Small Emerging Markets: An Empirical Analysis for Jordanian Manufacturing Firms," International Business Research, Canadian Center of Science and Education, vol. 10(1), pages 77-95, January.
    9. Brandon C. L. Morris & Jared F. Egginton & Kathleen P. Fuller, 2019. "Return and liquidity response to fraud and sec investigations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 313-329, April.
    10. Zhao, Qiuhong & Ziebart, David A., 2015. "SOX and bondholders' reliance on monitors," Research in Accounting Regulation, Elsevier, vol. 27(2), pages 129-137.
    11. Martina Vitézová, 2011. "Market Perception of SOX Act in the Case of US Listed Banks," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 155-170.
    12. Zinat S. Alam & Mark A. Chen & Conrad S. Ciccotello & Harley E. Ryan, 2018. "Board Structure Mandates: Consequences for Director Location and Financial Reporting," Management Science, INFORMS, vol. 64(10), pages 4735-4754, October.
    13. Syed Raziuddin Ahmad & Ebrahim Mohammed Al-Matari & Ijaz Ali & Asif Baig & Rohit Garg & Imran Ahmad Khan, 2022. "The Effect of Accounting Fraud on the Reliability of the Published Profit After the Completion of Correction: The Period After the Submission of the Correction Report," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 11, May.
    14. Dowdell, Thomas D. & Kim, Jang-Chul & Klamm, Bonnie K. & Watson, Marcia Weidenmier, 2013. "Internal control reporting and market liquidity," Research in Accounting Regulation, Elsevier, vol. 25(1), pages 30-40.
    15. Chung, Huimin & Sheu, Her-Jiun & Wang, Juo-Lien, 2009. "Do firms' earnings management practices affect their equity liquidity?," Finance Research Letters, Elsevier, vol. 6(3), pages 152-158, September.
    16. Paolo Polidori & D?sir?e Teobaldelli, 2012. "Corporate Criminal Liability and Optimal Behavior by Firms.Internal Monitoring Devices versus Managerial Incentives," Working Papers 1216, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
    17. James, Hui Liang & Wang, Hongxia & Xie, Yamin, 2018. "Busy directors and firm performance: Does firm location matter?," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 1-37.
    18. J�rgen Ernstberger & Michael Stich & Oliver Vogler, 2012. "Economic Consequences of Accounting Enforcement Reforms: The Case of Germany," European Accounting Review, Taylor & Francis Journals, vol. 21(2), pages 217-251, August.
    19. Manjit Kaur Sidhu & Parmjit Kaur, 2019. "Effect of corporate governance on stock market liquidity: empirical evidence from Indian companies," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(3), pages 197-218, September.
    20. Sohail Rizwan, 2019. "Corporate Frauds, Information Asymmetry and Stock Market Reaction," Global Regional Review, Humanity Only, vol. 4(2), pages 126-133, June.
    21. P. Krishna Prasanna & Anish S. Menon, 2012. "Corporate governance and stock market liquidity in India," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 3(1/2), pages 24-45.
    22. Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J., 2012. "The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia," Emerging Markets Review, Elsevier, vol. 13(4), pages 465-477.
    23. Marius Gros & Alexander Nevrela, 2020. "Revisiting the effectiveness of the German accounting enforcement reforms: a replication study," Management Review Quarterly, Springer, vol. 70(1), pages 135-164, February.
    24. Bazrafshan, Ebrahim & Marcus, Alan J. & Tehranian, Hassan, 2021. "CEOs versus the board: Implications of strained relations for stock liquidity," Global Finance Journal, Elsevier, vol. 48(C).
    25. Abdulaziz Mohammed Alsahlawi & Mohammed Abdullah Ammer, 2017. "Corporate Governance, Ownership Structure and Stock Market Liquidity in Saudi Arabia: A Conceptual Research Framework," Accounting and Finance Research, Sciedu Press, vol. 6(4), pages 1-17, Novebmer.
    26. Shen, Carl Hsin-han, 2014. "Pecking order, access to public debt market, and information asymmetry," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 291-306.
    27. Ling L. Harris & Scott B. Jackson & Joel Owens & Nicholas Seybert, 2022. "Recruiting Dark Personalities for Earnings Management," Journal of Business Ethics, Springer, vol. 178(1), pages 193-218, June.
    28. Jackson, Gregory, 2010. "Understanding corporate governance in the United States: An historical and theoretical reassessment," Arbeitspapiere 223, Hans-Böckler-Stiftung, Düsseldorf.
    29. Abdioglu, Nida & Bamiatzi, Vassiliki & Cavusgil, S.Tamer & Khurshed, Arif & Stathopoulos, Konstantinos, 2015. "Information asymmetry, disclosure and foreign institutional investment: An empirical investigation of the impact of the Sarbanes-Oxley Act," International Business Review, Elsevier, vol. 24(5), pages 902-915.
    30. Lee, Changmin, 2011. "New evidence on what happens to CEOs after they retire," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 474-482, June.
    31. Brandon Gipper & Christian Leuz & Mark Maffett, 2015. "Public Audit Oversight and Reporting Credibility: Evidence from the PCAOB Inspection Regime," NBER Working Papers 21530, National Bureau of Economic Research, Inc.

  9. Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2007. "Order dynamics: Recent evidence from the NYSE," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 636-661, December.

    Cited by:

    1. Katarzyna Bień-Barkowska, 2014. "“Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market," Bank i Kredyt, Narodowy Bank Polski, vol. 45(3), pages 197-224.
    2. Roberto Pascual & David Veredas, 2009. "Does the open limit order book matter in explaining informational volatility?," ULB Institutional Repository 2013/183777, ULB -- Universite Libre de Bruxelles.
    3. Pierre-Olivier Weill & Johan Hombert & Bruno Biais, 2012. "Trading and liquidity with limited cognition," 2012 Meeting Papers 118, Society for Economic Dynamics.
    4. Duong, Huu Nhan & Kalev, Petko S., 2013. "Anonymity and order submissions," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 101-118.
    5. Ainsworth, Andrew & Lee, Adrian D., 2014. "Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia," Journal of Financial Markets, Elsevier, vol. 20(C), pages 101-128.
    6. Gao-Feng Gu & Xiong Xiong & Fei Ren & Wei-Xing Zhou & Wei Zhang, 2011. "The position profiles of order cancellations in an emerging stock market," Papers 1112.6085, arXiv.org, revised May 2013.
    7. Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," TSE Working Papers 09-037, Toulouse School of Economics (TSE).
    8. Yamamoto, Ryuichi, 2014. "An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 369-383.
    9. Katarzyna Bień-Barkowska, 2014. "Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1), pages 93-117, January.
    10. Ryan GARVEY & Fei WU, 2012. "Are Market Center Trading Cost Measures Reliable?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 505-517, December.
    11. Irwan A. Ekaputra & Chunlin Liu & S. Ghon Rhee & Hongchao Zeng, 2021. "Intraday order placement and execution in a limit order market: Evidence from the Indonesia stock market," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 404-429, June.
    12. Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006. "A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market," CAEPR Working Papers 2006-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    13. Chiu, Junmao & Chen, Chin-Ho, 2023. "Limit order revisions across investor sophistication," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 74-90.
    14. Wei‐Yu Kuo & Ching‐Ting Lin, 2018. "Trader types and fleeting orders: Evidence from Taiwan Futures Exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1443-1469, December.
    15. Chu, Gang & Zhang, Yongjie & Zhang, Xiaotao, 2021. "An analysis of impact of cancellation activity on market quality: Evidence from China," Economic Modelling, Elsevier, vol. 102(C).
    16. Rakowski, David & Wang Beardsley, Xiaoxin, 2008. "Decomposing liquidity along the limit order book," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1687-1698, August.
    17. Hasbrouck, Joel & Saar, Gideon, 2009. "Technology and liquidity provision: The blurring of traditional definitions," Journal of Financial Markets, Elsevier, vol. 12(2), pages 143-172, May.
    18. Craig W. Holden & Stacey Jacobsen & Avanidhar Subrahmanyam, 2014. "The Empirical Analysis of Liquidity," Foundations and Trends(R) in Finance, now publishers, vol. 8(4), pages 263-365, December.
    19. Valenzuela, Marcela & Zer, Ilknur, 2013. "Competition, signaling and non-walking through the book: Effects on order choice," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5421-5435.
    20. Rossi, Stefano & Tinn, Katrin, 2014. "Man or machine? Rational trading without information about fundamentals," CEPR Discussion Papers 9958, C.E.P.R. Discussion Papers.
    21. Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik, 2010. "Limit-order submission strategies under asymmetric information," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2665-2677, November.
    22. Bessembinder, Hendrik & Panayides, Marios & Venkataraman, Kumar, 2009. "Hidden liquidity: An analysis of order exposure strategies in electronic stock markets," Journal of Financial Economics, Elsevier, vol. 94(3), pages 361-383, December.
    23. Gau, Yin-Feng & Wu, Zhen-Xing, 2014. "Order choices under information asymmetry in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 106-118.
    24. Duong, Huu Nhan & Kalev, Petko S. & Krishnamurti, Chandrasekhar, 2009. "Order aggressiveness of institutional and individual investors," Pacific-Basin Finance Journal, Elsevier, vol. 17(5), pages 533-546, November.
    25. Jain, Pankaj K. & Jain, Pawan & McInish, Thomas H., 2016. "Does high-frequency trading increase systemic risk?," Journal of Financial Markets, Elsevier, vol. 31(C), pages 1-24.
    26. Bülent, Köksal, 2008. "Participation Strategy of the NYSE Specialists to the Trades," MPRA Paper 30512, University Library of Munich, Germany.
    27. Coluzzi, Chiara & Ginebri, Sergio, 2008. "Order Dynamics in the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers esdp08050, University of Molise, Department of Economics.
    28. Petter Dahlström & Björn Hagströmer & Lars L. Nordén, 2024. "The determinants of limit order cancellations," The Financial Review, Eastern Finance Association, vol. 59(1), pages 181-201, February.
    29. Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers 12-141/IV/DSF47, Tinbergen Institute.
    30. Diego Cueto & Lorne Switzer, 2015. "Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 395-419, May.
    31. Lien, Donald & Hung, Pi-Hsia & Wu, Yi-Hsien, 2023. "An intraday analysis of block orders on the Taiwan Stock Exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 133-147.
    32. Hung, Pi-Hsia, 2016. "Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 124-140.
    33. Liu, Wai-Man, 2009. "Monitoring and limit order submission risks," Journal of Financial Markets, Elsevier, vol. 12(1), pages 107-141, February.
    34. Davis, Ryan L. & Roseman, Brian S. & Van Ness, Bonnie F. & Van Ness, Robert, 2017. "1-share orders and trades," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 109-117.
    35. Katarzyna Bień-Barkowska, 2011. "Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market," NBP Working Papers 104, Narodowy Bank Polski.
    36. Tsai, Shih-Chuan, 2013. "Investors' information advantage and order choices in an order-driven market," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 932-951.
    37. Zaichao Du, 2011. "Intraday probability of informed trading," Economics Bulletin, AccessEcon, vol. 31(4), pages 3103-3112.
    38. Będowska-Sójka, Barbara, 2020. "Do aggressive orders affect liquidity? An evidence from an emerging market," Research in International Business and Finance, Elsevier, vol. 54(C).
    39. Marlene Haas & Marius Andrei Zoican, 2016. "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print hal-01484805, HAL.
    40. O’Donoghue, Shawn M., 2022. "Transaction fees: Impact on institutional order types, commissions, and execution quality," Journal of Financial Markets, Elsevier, vol. 60(C).
    41. Lien, Donald & Hung, Pi-Hsia & Lo, Hsiang-Yu, 2022. "Order Choices: An Intraday Analysis of the Taiwan Stock Exchange," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    42. Panayides, Marios A., 2007. "Affirmative obligations and market making with inventory," Journal of Financial Economics, Elsevier, vol. 86(2), pages 513-542, November.
    43. Chaoshin Chiao & Zi-May Wang & Shiau-Yuan Tong, 2017. "Order cancellations across investor groups: evidence from an emerging order-driven market," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1167-1193, November.
    44. Lo, Ingrid & Sapp, Stephen G., 2010. "Order aggressiveness and quantity: How are they determined in a limit order market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
    45. Köksal, Bülent, 2010. "Participation strategy of the NYSE specialists to the posted quotes," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 314-331, December.
    46. Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2013, January-A.
    47. Roberto Pascual & David Veredas, 2009. "What pieces of limit order book information matter in explaining order choice by patient and impatient traders?," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 527-545.
    48. Nikolsko-Rzhevska, Olena & Nikolsko-Rzhevskyy, Alex & Black, Jeffrey R., 2020. "The life of U’s: Order revisions on NASDAQ," Journal of Banking & Finance, Elsevier, vol. 111(C).
    49. Wing Lon Ng, 2010. "Dynamic Order Submission And Herding Behavior In Electronic Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 27-43, March.
    50. Donald Lien & Pi-Hsia Hung & Chiu-Ting Pan, 2020. "Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 239-268, July.
    51. Fong, Kingsley Y.L. & Liu, Wai-Man, 2010. "Limit order revisions," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1873-1885, August.
    52. Tseng, Yi-Heng & Chen, Shu-Heng, 2015. "Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 241-272.
    53. Tao Chen, 2021. "Round‐number biases on trading time: Evidence from international markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 469-495, September.
    54. Katarzyna Bien-Barkowska, 2011. "Distribution Choice for the Asymmetric ACD Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 55-72.
    55. Piotr Fryzlewicz & Thorsten Rheinlander & Marcela Valenzuela & Ilknur Zer, 2014. "Relative Liquidity and Future Volatility," Finance and Economics Discussion Series 2014-45, Board of Governors of the Federal Reserve System (U.S.).

  10. Chiyachantana, Chiraphol N. & Jain, Pankaj K. & Jiang, Christine & Wood, Robert A., 2006. "Volatility effects of institutional trading in foreign stocks," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2199-2214, August.

    Cited by:

    1. Frino, Alex & Jarnecic, Elvis & Lepone, Andrew, 2009. "An event time study of the price reaction to large retail trades," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 617-632, May.
    2. Brzeszczyński, Janusz & Bohl, Martin T. & Serwa, Dobromił, 2019. "Pension funds, large capital inflows and stock returns in a thin market," Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(3), pages 347-387, July.
    3. Levy, Tamir & Yagil, Joseph, 2012. "The week-of-the-year effect: Evidence from around the globe," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1963-1974.
    4. Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2009. "Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 757-764, April.

  11. Jain, Pankaj, 2006. "Improving liquidity through efficient stock market structure and operational design," Journal of Financial Transformation, Capco Institute, vol. 18, pages 151-159.

    Cited by:

    1. Kathryn L Dewenter & Xi Han & Jennifer L Koski, 2018. "Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion [Equity returns and integration: is Europe changing?]," Review of Finance, European Finance Association, vol. 22(6), pages 2037-2071.

  12. Pankaj K. Jain & Jang-Chul Kim, 2006. "Investor Recognition, Liquidity, and Exchange Listings in the Reformed Markets," Financial Management, Financial Management Association, vol. 35(2), Summer.

    Cited by:

    1. Uwe Helmes & Julia Henker & Thomas Henker & Tom Smith, 2017. "Effect of the ban on short selling on market prices and volatility," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 727-757, September.
    2. Anne M. Anderson & Edward A. Dyl, 2008. "IPO Listings: Where and Why?," Financial Management, Financial Management Association International, vol. 37(1), pages 23-43, March.
    3. Lin, Wen-Chun & Liao, Tsai-Ling, 2015. "Exchange listing type and firm financial reporting behavior," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 234-249.
    4. Dorota Podedworna-Tarnowska, 2023. "Listing switch and financial performance of companies: evidence from the Warsaw Stock Exchange," Central European Management Journal, Emerald Group Publishing Limited, vol. 31(4), pages 479-494, November.
    5. Chuluun, Tuugi, 2015. "The role of underwriter peer networks in IPOs," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 62-78.
    6. Mona Mortazian, 2022. "Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM)," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 195-220, June.
    7. Lin, Wen-Chun & Liao, Tsai-Ling, 2018. "Managerial reporting behavior around exchange switching: Consideration of current and future performance," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 218-237.
    8. Podedworna-Tarnowska Dorota & Kaszyński Daniel, 2022. "Stock returns and liquidity after listing switch on the Warsaw Stock Exchange," Economics and Business Review, Sciendo, vol. 8(4), pages 111-135, December.
    9. Papaioannou, George J. & Travlos, Nickolaos G. & Viswanathan, K.G., 2009. "Visibility effects and timing in stock listing changes: Evidence from operating performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 357-377, May.
    10. Park, Jong-Ho & Binh, Ki Beom & Eom, Kyong Shik, 2016. "The effect of listing switches from a growth market to a main board: An alternative perspective," Emerging Markets Review, Elsevier, vol. 29(C), pages 246-273.
    11. Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A., 2009. "Adverse selection costs for NASDAQ and NYSE after decimalization," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 205-211, September.
    12. Sohail Rizwan, 2019. "Corporate Frauds, Information Asymmetry and Stock Market Reaction," Global Regional Review, Humanity Only, vol. 4(2), pages 126-133, June.
    13. Davies, Ryan J. & Kim, Sang Soo, 2009. "Using matched samples to test for differences in trade execution costs," Journal of Financial Markets, Elsevier, vol. 12(2), pages 173-202, May.
    14. Ernest N. Biktimirov & Yuanbin Xu, 2019. "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 134-145, March.
    15. Gottesman, Aron A. & Nam, Jouahn & Thornton Jr., John H. & Wynne, Kevin, 2010. "NYSE listings and firm borrowing costs: An empirical investigation," Global Finance Journal, Elsevier, vol. 21(1), pages 26-42.
    16. Kevin D. Broom, 2013. "The NASDAQ Restructuring: Do Names Even Matter?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(2), pages 1-18, April.
    17. Sarfraz A. Khan & Gerald Lobo & Emeka T. Nwaeze, 2017. "Public re-release of going-concern opinions and market reaction," Accounting and Business Research, Taylor & Francis Journals, vol. 47(3), pages 237-267, April.
    18. Duong Nguyen & Tribhuvan Puri, 2014. "Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 211-244, August.

  13. John Elder & Pankaj K. Jain & Jang‐Chul Kim, 2005. "Do Tracking Stocks Reduce Information Asymmetries? An Analysis Of Liquidity And Adverse Selection," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(2), pages 197-213, June.

    Cited by:

    1. Wei He & Tarun Mukherjee & Peihwang Wei, 2009. "Agency problems in tracking stock and minority carve-out decisions: Explaining the discrepancy in short- and long-term performances," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 27-42, January.
    2. Rudy De Winne & Christophe Majois, 2003. "A comparison of alternative spread décomposition models on Euronext Brussels," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 91-136.
    3. Anna N. Danielova, 2008. "Tracking Stock or Spin‐Off? Determinants of Choice," Financial Management, Financial Management Association International, vol. 37(1), pages 125-139, March.

  14. Pankaj K. Jain, 2005. "Financial Market Design and the Equity Premium: Electronic versus Floor Trading," Journal of Finance, American Finance Association, vol. 60(6), pages 2955-2985, December.

    Cited by:

    1. Pankaj K. Jain & Jang-Chul Kim, 2006. "Investor Recognition, Liquidity, and Exchange Listings in the Reformed Markets," Financial Management, Financial Management Association, vol. 35(2), Summer.
    2. Samarasinghe, Ama & Uylangco, Katherine, 2021. "An examination of the effect of stock market liquidity on bank market power," International Review of Financial Analysis, Elsevier, vol. 77(C).
    3. Hendershott, Terrence & Moulton, Pamela C., 2011. "Automation, speed, and stock market quality: The NYSE's Hybrid," Journal of Financial Markets, Elsevier, vol. 14(4), pages 568-604, November.
    4. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019. "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 94-116.
    5. Nielsson, Ulf, 2009. "Stock exchange merger and liquidity: The case of Euronext," Journal of Financial Markets, Elsevier, vol. 12(2), pages 229-267, May.
    6. Kamal A. El-Wassal, 2013. "The Development of Stock Markets: In Search of a Theory," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 606-624.
    7. Schäfer, Larissa, 2015. "Essays in banking and international finance," Other publications TiSEM 54db9c22-05fa-4444-97d5-1, Tilburg University, School of Economics and Management.
    8. Samarasinghe, Ama, 2023. "Stock market liquidity and bank stability," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    9. Martinez, Valeria & Gupta, Paramita & Tse, Yiuman & Kittiakarasakun, Jullavut, 2011. "Electronic versus open outcry trading in agricultural commodities futures markets," Review of Financial Economics, Elsevier, vol. 20(1), pages 28-36, January.
    10. Rashid Ameer, 2007. "Time‐varying Cost of Equity Capital in Southeast Asian Countries," Asian Economic Journal, East Asian Economic Association, vol. 21(2), pages 207-238, June.
    11. Mark Kamstra & Rpbert J. Shiller, 2008. "The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 271, August.
    12. Mark J. Kamstra & Robert J. Shiller, 2009. "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Cowles Foundation Discussion Papers 1717, Cowles Foundation for Research in Economics, Yale University.
    13. Robert Garrison & Pankaj Jain & Mark Paddrik, 2019. "Cross-Asset Market Order Flow, Liquidity, and Price Discovery," Working Papers 19-04, Office of Financial Research, US Department of the Treasury.
    14. Kashyap, Ravi, 2020. "David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    15. Tim Jenkinson & Tarun Ramadorai, 2013. "Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards," European Financial Management, European Financial Management Association, vol. 19(5), pages 852-886, November.
    16. Roberto Riccò & Barbara Rindi & Duane J. Seppi, 2020. "Information, Liquidity, and Dynamic Limit Order Markets," Working Papers 660, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    17. Moriyasu, Hiroshi & Wee, Marvin & Yu, Jing, 2018. "The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 103-128.
    18. Austin Gerig & David Michayluk, 2014. "Automated Liquidity Provision," Research Paper Series 345, Quantitative Finance Research Centre, University of Technology, Sydney.
    19. Kathryn L Dewenter & Xi Han & Jennifer L Koski, 2018. "Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion [Equity returns and integration: is Europe changing?]," Review of Finance, European Finance Association, vol. 22(6), pages 2037-2071.
    20. Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2016. "Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation," Umeå Economic Studies 923, Umeå University, Department of Economics.
    21. Pawan Jain & Spenser J. Robinson & Arjun J. Singh & Mark Sunderman, 2017. "Hospitality REITs and financial crisis: a comprehensive assessment of market quality," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 35(3), pages 277-289, April.
    22. Gousgounis, Eleni & Onur, Esen, 2018. "The effect of pit closure on futures trading," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 69-90.
    23. Ramos, Sofia B. & von Thadden, Ernst-Ludwig, 2008. "Stock exchange competition in a simple model of capital market equilibrium," Journal of Financial Markets, Elsevier, vol. 11(3), pages 284-307, August.
    24. Foucault, Thierry & Moinas, Sophie, 2018. "Is Trading Fast Dangerous?," TSE Working Papers 18-881, Toulouse School of Economics (TSE).
    25. Mark Kamstra & Robert Shiller, 2009. "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Yale School of Management Working Papers amz2418, Yale School of Management.
    26. Ji-Yong Seo & Sangmi Chai, 2013. "The role of algorithmic trading systems on stock market efficiency," Information Systems Frontiers, Springer, vol. 15(5), pages 873-888, November.
    27. Craig W. Holden & Stacey Jacobsen & Avanidhar Subrahmanyam, 2014. "The Empirical Analysis of Liquidity," Foundations and Trends(R) in Finance, now publishers, vol. 8(4), pages 263-365, December.
    28. Bernales, Alejandro, 2019. "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, vol. 45(C), pages 1-18.
    29. Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J., 2008. "Does algorithmic trading improve liquidity?," CFS Working Paper Series 2008/41, Center for Financial Studies (CFS).
    30. Bessembinder, Hendrik & Panayides, Marios & Venkataraman, Kumar, 2009. "Hidden liquidity: An analysis of order exposure strategies in electronic stock markets," Journal of Financial Economics, Elsevier, vol. 94(3), pages 361-383, December.
    31. G. Wuyts, 2007. "Stock Market Liquidity.Determinants and Implications," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(2), pages 279-316.
    32. Valeria Martinez & Paramita Gupta & Yiuman Tse & Jullavut Kittiakarasakun, 2011. "Electronic versus open outcry trading in agricultural commodities futures markets," Review of Financial Economics, John Wiley & Sons, vol. 20(1), pages 28-36, January.
    33. Dimitrios Vezeris & Themistoklis Kyrgos & Christos Schinas, 2018. "Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System," JRFM, MDPI, vol. 11(3), pages 1-23, September.
    34. Easley, David & Hendershott, Terrence & Ramadorai, Tarun, 2014. "Leveling the trading field," Journal of Financial Markets, Elsevier, vol. 17(C), pages 65-93.
    35. Sébastien Duchêne & Nathalie Oriol, 2018. "Too fast, Too furious? Une réflexion historique et contemporaine sur l'emballement des marchés financiers," Post-Print halshs-01860721, HAL.
    36. Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015. "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, vol. 14(C), pages 87-92.
    37. Hee-Joon Ahn & Jun Cai & Cheol-Won Yang, 2018. "Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?," Economies, MDPI, vol. 6(4), pages 1-29, December.
    38. Hillert, Alexander & Maug, Ernst & Obernberger, Stefan, 2016. "Stock repurchases and liquidity," Journal of Financial Economics, Elsevier, vol. 119(1), pages 186-209.
    39. Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti & Tom Smith, 2016. "Transaction costs in an illiquid order-driven market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(4), pages 917-933, December.
    40. Albert Menkveld & Boyan Jovanovic, 2016. "Dispersion and Skewness of Bid Prices," 2016 Meeting Papers 1395, Society for Economic Dynamics.
    41. Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2013. "High frequency trading and price discovery," Working Paper Series 1602, European Central Bank.
    42. Pawan Jain & Quentin Chu, 2014. "Dividend clienteles: a global investigation," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 509-534, April.
    43. Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Post-Print hal-00459793, HAL.
    44. Anaclet Biket Okumu & Tobias Olweny & Willy Muturi, 2022. "The Moderating Effect of Automation on Firm Specific Factors and Performance of Initial Public Offering Stocks at The Nairobi Securities Exchange In Kenya," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(3), pages 1-5.
    45. Craig W. Holden & Stacey Jacobsen, 2014. "Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions," Journal of Finance, American Finance Association, vol. 69(4), pages 1747-1785, August.
    46. Art Durnev & Amrita Nain, "undated". "The Unanticipated Effects of Insider Trading Regulation," American Law & Economics Association Annual Meetings 1023, American Law & Economics Association.
    47. Lim, Kian-Ping & Kim, Jae H., 2011. "Trade openness and the informational efficiency of emerging stock markets," Economic Modelling, Elsevier, vol. 28(5), pages 2228-2238, September.
    48. Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020. "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, vol. 121(C).
    49. Charlie X. Cai & Jeffrey H. Harris & Robert S. Hudson & Kevin Keasey, 2015. "Informed Trading and Market Structure," European Financial Management, European Financial Management Association, vol. 21(1), pages 148-177, January.
    50. Boussetta, Selma, 2022. "Stock exchange governance and stock liquidity: International evidence," Journal of Multinational Financial Management, Elsevier, vol. 66(C).
    51. Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka, 2017. "What Are the Best Liquidity Proxies for Global Research?," Review of Finance, European Finance Association, vol. 21(4), pages 1355-1401.
    52. de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L., 2007. "Stock market development under globalization: Whither the gains from reforms?," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1731-1754, June.
    53. Durnev, Art A. & Nain, Amrita S., 2007. "Does insider trading regulation deter private information trading? International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 15(5), pages 409-433, November.
    54. Karen Kunz & Jena Martin, 2015. "Into the Breech: The Increasing Gap between Algorithmic Trading and Securities Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(1), pages 135-152, February.
    55. Mark Fedenia & Tavy Ronen & Seunghan Nam, 2024. "Machine learning and trade direction classification: insights from the corporate bond market," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 1-36, July.
    56. Georges Dionne & Xiaozhou Zhou, 2020. "The dynamics of ex-ante weighted spread: an empirical analysis," Quantitative Finance, Taylor & Francis Journals, vol. 20(4), pages 593-617, April.
    57. Lai, Sandy & Ng, Lilian & Zhang, Bohui, 2014. "Does PIN affect equity prices around the world?," Journal of Financial Economics, Elsevier, vol. 114(1), pages 178-195.
    58. Qixuan Luo & Shijia Song & Handong Li, 2023. "Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1721-1750, December.
    59. Dutta, Sunil & Nezlobin, Alexander, 2017. "Information disclosure, firm growth, and the cost of capital," Journal of Financial Economics, Elsevier, vol. 123(2), pages 415-431.
    60. Chakrabarty, Bidisha & Moulton, Pamela C., 2012. "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 612-634.
    61. Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
    62. Chaoshin Chiao & Zi-May Wang & Shiau-Yuan Tong, 2017. "Order cancellations across investor groups: evidence from an emerging order-driven market," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1167-1193, November.
    63. Thierry Foucault, 2006. "Liquidity, cost of capital and the organization of trading in stock markets," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 113-123.
    64. Breckenfelder, Johannes, 2013. "Competition between high-frequency traders, and market quality," MPRA Paper 66715, University Library of Munich, Germany, revised Dec 2013.
    65. Adamolekun, Gbenga & Sakariyahu, Rilwan & Lawal, Rodiat & Ahmed, Ammar, 2023. "Electronic trading and stock market participation in Africa: Does technology induce participation?," Economics Letters, Elsevier, vol. 224(C).
    66. Antoine Jacquier & Hao Liu, 2017. "Optimal liquidation in a Level-I limit order book for large tick stocks," Papers 1701.01327, arXiv.org, revised Nov 2017.
    67. Karan Bhanot & Valeria Martinez & Zi Ning & Yiuman Tse, 2008. "Competition for Order Flow and Market Quality in the Gold and Silver Futures Markets," Working Papers 0036, College of Business, University of Texas at San Antonio.
    68. Yinfei Chen & Wei Huang & George J. Jiang, 2022. "Do short‐term institutions exploit stock return anomalies?," The Financial Review, Eastern Finance Association, vol. 57(1), pages 69-94, February.
    69. Mao, Wen & Pagano, Michael S., 2011. "Specialists as risk managers: The competition between intermediated and non-intermediated markets," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 51-66, January.
    70. Terrence Hendershott & Ryan Riordan, 2009. "Algorithmic Trading and Information," Working Papers 09-08, NET Institute, revised Aug 2009.
    71. Shahzad, Hassan & Duong, Huu Nhan & Kalev, Petko S. & Singh, Harminder, 2014. "Trading volume, realized volatility and jumps in the Australian stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 414-430.
    72. Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A., 2015. "Risk, illiquidity or marketability: What matters for the discounts on private equity placements?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 41-50.
    73. Suchismita Mishra & Le Zhao, 2021. "Order Routing Decisions for a Fragmented Market: A Review," JRFM, MDPI, vol. 14(11), pages 1-32, November.
    74. Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2020. "The price effects of liquidity shocks: A study of the SEC’s tick size experiment," Journal of Financial Economics, Elsevier, vol. 138(3), pages 700-724.
    75. Zi Ning & Yiuman Tse, 2009. "Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(1‐2), pages 230-252, January.
    76. Kobana Abukari & Isaac Otchere, 2020. "Has stock exchange demutualization improved market quality? International evidence," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 901-934, October.
    77. Ama Samarasinghe & Katherine Uylangco, 2022. "Stock market liquidity and traditional sources of bank business," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3107-3145, September.
    78. Holden, Craig W. & Lu, Dong & Lugovskyy, Volodymyr & Puzzello, Daniela, 2021. "What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market," Journal of Financial Economics, Elsevier, vol. 140(1), pages 270-291.
    79. Pawan Jain & Mark Sunderman & K. Janean Westby-Gibson, 2017. "REITs and Market Microstructure: A Comprehensive Analysis of Market Quality," Journal of Real Estate Research, American Real Estate Society, vol. 39(1), pages 65-98.
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    83. Jain, Chinmay & Jain, Pankaj & Taylor, David A., 2024. "Causes and effects of worldwide demutualization of financial exchanges," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 864-882.
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  15. Jain, Pankaj, 2003. "Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1819-1821, September.

    Cited by:

    1. Ren, Fei & Zhong, Li-Xin, 2012. "The price impact asymmetry of institutional trading in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2667-2677.
    2. Fei Ren & Li-Xin Zhong, 2011. "Price impact asymmetry of institutional trading in Chinese stock market," Papers 1110.3133, arXiv.org.

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