Zero-commission individual investors, high frequency traders, and stock market quality GW Eaton, TC Green, B Roseman, Y Wu High Frequency Traders, and Stock Market Quality (January 2021) 3, 2021 | 194* | 2021 |
Making cents of tick sizes: The effect of the 2016 US SEC tick size pilot on limit order book liquidity TG Griffith, BS Roseman Journal of Banking & Finance 101, 104-121, 2019 | 72* | 2019 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 66 | 2024 |
The Reaction of European Credit Default Swap Spreads to the US Credit Rating Downgrade BM Blau, BS Roseman International Review of Economics and Finance 34, 131-141, 2014 | 41 | 2014 |
Secondary market trading and the cost of new debt issuance RL Davis, DA Maslar, BS Roseman SSRN: https://ssrn. com/abstract 2954857, 2018 | 15* | 2018 |
The effects of an increase in equity tick size on stock and option transaction costs T Griffith, B Roseman, D Shang Journal of Banking & Finance 114, 105782, 2020 | 14 | 2020 |
Short-sale restrictions and price clustering: evidence from SEC rule 201 RL Davis, SN Jurich, BS Roseman, ED Watson Journal of Financial Services Research 54, 345-367, 2018 | 11 | 2018 |
Odd-lot trading in US equities BS Roseman, BF Van Ness, RA Van Ness The Quarterly Review of Economics and Finance 69, 125-133, 2018 | 11 | 2018 |
Retail option traders and the implied volatility surface GW Eaton, TC Green, B Roseman, Y Wu Available at SSRN 4104788, 2024 | 10 | 2024 |
1-share orders and trades RL Davis, BS Roseman, BF Van Ness, R Van Ness Journal of Banking & Finance 75, 109-117, 2017 | 8 | 2017 |
Odd lot order aggressiveness and stealth trading H Johnson, B Roseman Journal of Financial Research 40 (2), 249-281, 2017 | 5 | 2017 |
The effects of exchange listing on market quality: Evidence from over‐the‐counter uplistings R Davis, T Griffith, B Roseman, S Yildiz Financial Review 56 (4), 645-669, 2021 | 3 | 2021 |
Clearly erroneous executions SN Jurich, DA Maslar, BS Roseman Journal of Financial Markets 34, 16-30, 2017 | 3 | 2017 |
Political Partisanship and Firm Risk T Griffith, B Roseman, J Upson Available at SSRN 4876748, 2020 | | 2020 |
Passive Informed Trading Around Earnings Announcements B Roseman, J Upson Available at SSRN 3273150, 2018 | | 2018 |