| Very fast money: High-frequency trading on the NASDAQ A Carrion Journal of Financial Markets 16 (4), 680-711, 2013 | 422 | 2013 |
| High frequency trading and extreme price movements J Brogaard, A Carrion, T Moyaert, R Riordan, A Shkilko, K Sokolov Journal of Financial Economics 128 (2), 253-265, 2018 | 259 | 2018 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence H Bessembinder, A Carrion, L Tuttle, K Venkataraman Journal of Financial economics 121 (1), 142-166, 2016 | 103 | 2016 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 47 | 2021 |
| Predatory or sunshine trading? evidence from crude oil etf rolls H Bessembinder, A Carrion, L Tuttle, K Venkataraman SSRN eLibrary, 2012 | 28 | 2012 |
| Trade signing in fast markets A Carrion, M Kolay Financial Review 55 (3), 385-404, 2020 | 10 | 2020 |
| Liquidity and Market Quality around Predictable Trades: Evidence from Crude Oil ETF Rolls H Bessembinder, A Carrion, L Tuttle, K Venkataraman Working Paper, University of Utah, 2014 | 4 | 2014 |
| Tax‐loss selling and the January effect revisited: Evidence from municipal bond closed‐end funds and exchange‐traded funds A Carrion, J Zhang Journal of Financial Research, 2024 | 2 | 2024 |
| Testing the Bulk Volume Classification Algorithm A Carrion, M Kolay Available at SSRN 3746731, 2020 | 1 | 2020 |
| SPAC to Basics: A Monte Carlo Approach to Valuing De-SPAC Warrants with Path-Dependent Redemption Features A Carrion, MB Imerman, H Zhang Available at SSRN 4792244, 2024 | | 2024 |
| Public Pension Duration Risk, Interest Rate Swap Usage, and Transparency A Carrion, J Coughlan Interest Rate Swap Usage, and Transparency (September 3, 2023), 2023 | | 2023 |
| Essays in empirical market microstructure AM Carrion The University of Utah, 2012 | | 2012 |
| Bulk Volume Trade Classification and Informed Trading A Carrion, M Kolay | | |
Kumar VenkataramanProfessor of Finance, Southern Methodist UniversityGeverifieerd e-mailadres voor mail.cox.smu.edu
