Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 52 | 2024 |
The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds JR Black, D Stock, PK Yadav Journal of Banking & Finance 71, 119-132, 2016 | 36* | 2016 |
Informed Trading and Required Returns: The Influence of Public Information F Bardong, SM Bartram, J Black, PK Yadav EFA 2006 Zurich Meetings, WBS Finance Group Research Paper, 2009 | 24* | 2009 |
The life of U's: Order revisions on NASDAQ O Nikolsko-Rzhevska, A Nikolsko‐Rzhevskyy Available at SSRN 3084353, 2018 | 15 | 2018 |
Reproducibility in Management Science M Fišar, B Greiner, C Huber, E Katok, AI Ozkes, ... Management Science 70 (3), 1343-1356, 2024 | 11 | 2024 |
The impact of make-take fees on market efficiency JR Black Review of Quantitative Finance and Accounting 58 (3), 1015-1035, 2022 | 10* | 2022 |
Director networks and firm value TE Bakke, JR Black, H Mahmudi, SC Linn Journal of Corporate Finance 85, 102545, 2024 | 6 | 2024 |
How a credit enhancement affects bond liquidity and default risk of the firm JR Black, SA Hoelscher, D Stock The Journal of Fixed Income 28 (3), 24-37, 2019 | 4* | 2019 |
Return Dynamics and Trading Strategy in Alternative Trading Systems JR Black, H Miao, S Ramchander The Journal of Trading 7 (3), 52-65, 2012 | 2 | 2012 |
Trade-time clustering JR Black, PK Jain, W Sun Review of Quantitative Finance and Accounting 60 (3), 1209-1242, 2023 | 1 | 2023 |
Economic Policy Uncertainty and Corporate Bond Liquidity J Black, NC Das, D Leal Gonzalez Available at SSRN 4064338, 2022 | | 2022 |
Textual Uncertainty in Financial Disclosures and Information Asymmetry among Investors J Black, R Irtisam, PK Jain Available at SSRN 3755570, 2020 | | 2020 |
Essays in Market Microstructure and Information Networks JR Black | | 2017 |
The Pricing of Different Dimensions of Liquidity: Evidence from Government Guaranteed Bonds (Digest Summary) S Fujiyama CFA Digest 47 (3), 2017 | | 2017 |