Do liquidity measures measure liquidity? RY Goyenko, CW Holden, CA Trzcinka Journal of financial Economics 92 (2), 153-181, 2009 | 1901 | 2009 |
Long‐lived private information and imperfect competition CW Holden, A Subrahmanyam The Journal of Finance 47 (1), 247-270, 1992 | 1195 | 1992 |
What are the best liquidity proxies for global research? KYL Fong, CW Holden, CA Trzcinka Review of Finance 21 (4), 1355-1401, 2017 | 681 | 2017 |
Liquidity measurement problems in fast, competitive markets: Expensive and cheap solutions CW Holden, S Jacobsen The Journal of Finance 69 (4), 1747-1785, 2014 | 446 | 2014 |
An integrated model of market and limit orders S Chakravarty, CW Holden Journal of Financial Intermediation 4 (3), 213-241, 1995 | 304 | 1995 |
New low-frequency spread measures CW Holden Journal of Financial Markets 12 (4), 778-813, 2009 | 243* | 2009 |
The empirical analysis of liquidity CW Holden, S Jacobsen, A Subrahmanyam Foundations and Trends® in Finance 8 (4), 263-365, 2014 | 203 | 2014 |
Order dynamics: Recent evidence from the NYSE A Ellul, CW Holden, P Jain, R Jennings Journal of Empirical Finance 14 (5), 636-661, 2007 | 203* | 2007 |
Risk aversion, imperfect competition, and long-lived information CW Holden, A Subrahmanyam Economics Letters 44 (1-2), 181-190, 1994 | 154 | 1994 |
Penny wise, dollar foolish: Buy–sell imbalances on and around round numbers U Bhattacharya, CW Holden, S Jacobsen Management Science 58 (2), 413-431, 2012 | 142 | 2012 |
News events, information acquisition, and serial correlation CW Holden, A Subrahmanyam The Journal of Business 75 (1), 1-32, 2002 | 127 | 2002 |
A simple model of payment for order flow, internalization, and total trading cost R Battalio, CW Holden Journal of Financial Markets 4 (1), 33-71, 2001 | 99 | 2001 |
Risk aversion, liquidity, and endogenous short horizons CW Holden, A Subrahmanyam The Review of Financial Studies 9 (2), 691-722, 1996 | 79 | 1996 |
Index arbitrage as cross-sectional market making CW Holden The Journal of Futures Markets (1986-1998) 15 (4), 423, 1995 | 72 | 1995 |
On the existence of linear equilibria in models of market making M Bagnoli, S Viswanathan, C Holden Mathematical Finance 11 (1), 1-31, 2001 | 57 | 2001 |
Are volatility over volume liquidity proxies useful for global or US research? KYL Fong, CW Holden, O Tobek Kelley School of Business Research Paper, 2018 | 53 | 2018 |
Costly trade, managerial myopia, and long-term investment CW Holden, LL Lundstrum Journal of Empirical Finance 16 (1), 126-135, 2009 | 53 | 2009 |
Do stock splits improve liquidity? R Goyenko, CW Holden, A Ukhov EFA 2006 Zurich Meetings Paper, 2006 | 49 | 2006 |
Market accessibility, corporate bond ETFs, and liquidity CW Holden, J Nam Kelley School of Business Research Paper, 2017 | 41 | 2017 |
The frequency of financial analysts' forecast revisions: Theory and evidence about determinants of demand for predisclosure information CW Holden, PS Stuerke Journal of Business Finance & Accounting 35 (7‐8), 860-888, 2008 | 25* | 2008 |