Charles M. Jones
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Jones |
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- Transaction Costs and Price Volatility: Evidence from Commission Deregulation (RePEc:aea:aecrev:v:87:y:1997:i:4:p:728-37)
by Jones, Charles M & Seguin, Paul J - Shorting Restrictions: Revisiting the 1930s (RePEc:bla:finrev:v:47:y:2012:i:1:p:1-35)
by Charles M. Jones - Oil and the Stock Markets (RePEc:bla:jfinan:v:51:y:1996:i:2:p:463-91)
by Jones, Charles M & Kaul, Gautam - Which Shorts Are Informed? (RePEc:bla:jfinan:v:63:y:2008:i:2:p:491-527)
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang - Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues (RePEc:bla:jfinan:v:65:y:2010:i:1:p:295-331)
by Carole Comerton‐Forde & Terrence Hendershott & Charles M. Jones & Pamela C. Moulton & Mark S. Seasholes - Does Algorithmic Trading Improve Liquidity? (RePEc:bla:jfinan:v:66:y:2011:i:1:p:1-33)
by Terrence Hendershott & Charles M. Jones & Albert J. Menkveld - Tracking Retail Investor Activity (RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305)
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang & Xinran Zhang - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - The Price of Diversifiable Risk in Venture Capital and Private Equity (RePEc:cmu:gsiawp:-234463881)
by Michael Ewens & Charles Jones & Matthew Rhodes-Kropf - Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks (RePEc:cup:jfinqa:v:43:y:2008:i:01:p:93-121_00)
by Barclay, Michael J. & Hendershott, Terrence & Jones, Charles M. - Retail Trading and Return Predictability in China (RePEc:cup:jfinqa:v:60:y:2025:i:1:p:68-104_3)
by Jones, Charles M. & Shi, Donghui & Zhang, Xiaoyan & Zhang, Xinran - Trade-through prohibitions and market quality (RePEc:eee:finmar:v:8:y:2005:i:1:p:1-23)
by Hendershott, Terrence & Jones, Charles M. - Shorting at close range: A tale of two types (RePEc:eee:jfinec:v:121:y:2016:i:3:p:546-568)
by Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J. - Potential pilot problems: Treatment spillovers in financial regulatory experiments (RePEc:eee:jfinec:v:135:y:2020:i:1:p:68-87)
by Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan - Information, trading, and volatility (RePEc:eee:jfinec:v:36:y:1994:i:1:p:127-154)
by Jones, Charles M. & Kaul, Gautam & Lipson, Marc L. - Macroeconomic news and bond market volatility (RePEc:eee:jfinec:v:47:y:1998:i:3:p:315-337)
by Jones, Charles M. & Lamont, Owen & Lumsdaine, Robin L. - Sixteenths: direct evidence on institutional execution costs (RePEc:eee:jfinec:v:59:y:2001:i:2:p:253-278)
by Jones, Charles M. & Lipson, Marc L. - Short-sale constraints and stock returns (RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:207-239)
by Jones, Charles M. & Lamont, Owen A. - Execution Costs of Institutional Equity Orders (RePEc:eee:jfinin:v:8:y:1999:i:3:p:123-140)
by Jones, Charles M. & Lipson, Marc L. - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - The Dividend Puzzel and Tax (RePEc:fth:aunaec:225)
by Jones, C. & Milne, F. - Execution Costs of Institutional Equity Orders (RePEc:fth:colubu:99-1)
by Jones, C.M. & Lipson, M.L. - Sixteenths: Direct Evidence on Institutional Execution Costs (RePEc:fth:colubu:99-3)
by Jones, C.M. & Lipson, M.L. - Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX (RePEc:fth:colubu:99-8)
by Jones, C.M. & Lipson, M.L. - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Do Stock Prices Really Reflect Fundamental Values? The Case of REITs (RePEc:nbr:nberwo:10850)
by William M. Gentry & Charles M. Jones & Christopher J. Mayer - Public Information and the Persistence of Bond Market Volatility (RePEc:nbr:nberwo:5446)
by Charles M. Jones & Owen Lamont & Robin Lumsdaine - Short Sale Constraints and Stock Returns (RePEc:nbr:nberwo:8494)
by Charles M. Jones & Owen A. Lamont - What Do Short Sellers Know? (RePEc:oup:revfin:v:24:y:2020:i:6:p:1203-1235.)
by Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang - Island Goes Dark: Transparency, Fragmentation, and Regulation (RePEc:oup:rfinst:v:18:y:2005:i:3:p:743-793)
by Terrence Hendershott & Charles M. Jones - Shackling Short Sellers: The 2008 Shorting Ban (RePEc:oup:rfinst:v:26:y:2013:i:6:p:1363-1400)
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang - The Price of Diversifiable Risk in Venture Capital and Private Equity (RePEc:oup:rfinst:v:26:y:2013:i:8:p:1854-1889)
by Michael Ewens & Charles M. Jones & Matthew Rhodes-Kropf - Revealing Shorts An Examination of Large Short Position Disclosures (RePEc:oup:rfinst:v:29:y:2016:i:12:p:3278-3320.)
by Charles M. Jones & Adam V. Reed & William Waller - Transactions, Volume, and Volatility (RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51)
by Jones, Charles M & Kaul, Gautam & Lipson, Marc L - Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds (RePEc:taf:eurjfi:v:13:y:2007:i:7:p:645-655)
by T. R. J. Goodworth & C. M. Jones - Can channel pattern trading be profitably automated? (RePEc:taf:eurjfi:v:8:y:2002:i:3:p:275-301)
by M. A. H. Dempster & C. M. Jones - Macroeconomic News and Bond Market Volatility (RePEc:wop:chispw:333)
by Charles M. Jones & Owen Lamont & Robin L. Lumsdaine - Transaction Costs and Price Volatility: Evidence from Commission Deregulation (RePEc:wop:priech:_003)
by Paul Seguin & Charles M. Jones - Continuations, Reversals, and Adverse Selection on the Nasdaq and NYSE/AMEX (RePEc:wop:priech:_004)
by Marc Lipson & Charles M. Jones - Macroeconomic News and Bond Market Volatility (RePEc:wop:priech:_005)
by Charles M. Jones & Owen Lamont & Robin Lumsdaine - Does algorithmic trading improve liquidity? (RePEc:zbw:cfswop:200841)
by Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J.