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The dynamics of ETF fees

Box, Travis; Davis, Ryan; Fuller, Kathleen P. - In: Financial analysts journal : FAJ 76 (2020) 1, pp. 11-18

Persistent link: https://www.econbiz.de/10012195956

Box, Travis - In: Journal of banking & finance 91 (2018), pp. 49-69

Persistent link: https://www.econbiz.de/10011963610

Short-Sale restrictions and price clustering : evidence from SEC Rule 201

Davis, Ryan L.; Jurich, Stephen N.; Roseman, Brian S.; … - In: Journal of financial services research : JFSR 54 (2018) 3, pp. 345-367

Persistent link: https://www.econbiz.de/10012026525

1-share orders and trades

Davis, Ryan L.; Roseman, Brian S.; Van Ness, Bonnie F.; … - In: Journal of banking & finance 75 (2017), pp. 109-117

Persistent link: https://www.econbiz.de/10011742155

Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms

Goldstein, Michael; Davis, Ryan L.; Ness, Bonnie F. Van; … - In: The Financial Review 49 (2014) 2, pp. 421-433

We examine clustering of transaction prices in a sample that contains high-frequency trading firms’ transactions. We separate our sample into four categories: transactions with a high-frequency trading firm on both sides of the transaction, on only one side of the transaction (either liquidity...

Persistent link: https://www.econbiz.de/10011085571

Information‐driven stock price comovement

Box, Travis; Shang, Danjue - In: Journal of Financial Research (2021)

Persistent link: https://www.econbiz.de/10012537945

Intraday arbitrage between ETFs and their underlying portfolios

Box, Travis; Davis, Ryan; Evans, Richard; Lynch, Andrew - In: Journal of financial economics 141 (2021) 3, pp. 1078-1095

Persistent link: https://www.econbiz.de/10012873154

Price clustering asymmetries in limit order flows

Box, Travis; Griffith, Todd - In: Financial management 45 (2016) 4, pp. 1041-1066

Persistent link: https://www.econbiz.de/10011718796

Operating performance and aggressive trade credit policies

Box, Travis; Davis, Ryan; Hill, Matthew D.; Lawrey, Chris - In: Journal of banking & finance 89 (2018), pp. 192-208

Persistent link: https://www.econbiz.de/10011963115

MANAGERIAL LEARNING THROUGH CUSTOMER-SUPPLIER LINKS

Fuller, Kathleen P.; Yildiz, Serhat - In: Journal of Financial Research 41 (2018) 4, pp. 507-533

Persistent link: https://www.econbiz.de/10012093667