关注
Allen Carrion
Allen Carrion
在 memphis.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Very fast money: High-frequency trading on the NASDAQ
A Carrion
Journal of Financial Markets 16 (4), 680-711, 2013
4382013
High frequency trading and extreme price movements
J Brogaard, A Carrion, T Moyaert, R Riordan, A Shkilko, K Sokolov
Journal of Financial Economics 128 (2), 253-265, 2018
2752018
Liquidity, resiliency and market quality around predictable trades: Theory and evidence
H Bessembinder, A Carrion, L Tuttle, K Venkataraman
Journal of Financial economics 121 (1), 142-166, 2016
134*2016
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
602024
Trade signing in fast markets
A Carrion, M Kolay
Financial Review 55 (3), 385-404, 2020
102020
Tax‐loss selling and the January effect revisited: Evidence from municipal bond closed‐end funds and exchange‐traded funds
A Carrion, J Zhang
Journal of Financial Research, 2024
22024
Testing the bulk volume classification algorithm
A Carrion, M Kolay
Available at SSRN 3746731, 2020
12020
SPAC to Basics: A Monte Carlo Approach to Valuing De-SPAC Warrants with Path-Dependent Redemption Features
A Carrion, MB Imerman, H Zhang
Available at SSRN 4792244, 2024
2024
Public Pension Duration Risk, Interest Rate Swap Usage, and Transparency
A Carrion, J Coughlan
Interest Rate Swap Usage, and Transparency (September 3, 2023), 2023
2023
Essays in empirical market microstructure
AM Carrion
The University of Utah, 2012
2012
Bulk Volume Trade Classification and Informed Trading
A Carrion, M Kolay
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