01이 칸의 논문
- Exchange-Traded Funds and the Wash Sale Loophole
- Trading Volume Manipulation and Competition Among Centralized Crypto Exchanges
- Short of Capital: Stock Market Implications of Short Sellers’ Losses
- Squeezing Shorts Through Social Media Platforms
- Phantom of the Opera: ETF Shorting and Shareholder Voting
- Wholesaler Execution Quality
- Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets
- Click First or Last? Strategic Order Submission During the Euronext Preopening Session
- Vestigial Tails? Floor Brokers at the Close in Modern Electronic Markets
- OTC Discount
- Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation
- Direct Evidence of Bitcoin Wash Trading
- Insider Trading Restrictions and Informed Trading in Peer Stocks
- Do Proprietary Costs Deter Insider Trading?
- What Makes HFTs Tick? Tick Size Changes and Information Advantage in a Market with Fast and Slow Traders
- Price Formation in Markets with Trading Delays
- Who Profits from Trading Options?
- Fragmented Securities Regulation, Information-Processing Costs, and Insider Trading
- The SEC’s Short-Sale Experiment: Evidence on Causal Channels and Reassessment of Indirect Effects
- The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers
- Inferring Intermediary Risk Exposure from Trade
- High-Frequency Trading Strategies
- The Information in Asset Fire Sales
- Order Protection Through Delayed Messaging
- Discriminatory Pricing of Over-the-Counter Derivatives
- Dark Trading and Post-Earnings-Announcement Drift
- How Much Is Financial Advice Worth? The Transparency-Revenue Tension in Social Trading
- Newspaper Censorship in China: Evidence from Tunneling Scandals
- ETF Activity and Informational Efficiency of Underlying Securities
- Do High-Frequency Traders Anticipate Buying and Selling Pressure?
02같은 주제, 다른 방법
- In Short Supply: Efficiency Implications of Rational Attention Allocation
- Information Preference and Credit Allocation in a Bazaar Economy
- Price Informativeness and Corporate Investment: A Model of Costly Manipulation and Share Repurchases
- Trading Gamification and Investor Behavior
- Tech-Enabled Financial Data Access, Retail Investors, and Gambling-Like Behavior in the Stock Market
- Information Ambiguity, Market Institutions, and Asset Prices: Experimental Evidence
- Market Liquidity and Competition Among Designated Market Makers
- Are Short-Selling Restrictions Effective?
- Costly Information Acquisition in Decentralized Markets: Experimental Evidence
- The Impact of Exchange-Traded Fund Index Inclusion on Stock Prices