Pamela C. Moulton
Pamela C. Moulton
Email verificata su cornell.edu - Home page
Titolo
Citata da
Citata da
Anno
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues
C COMERTON‐FORDE, T Hendershott, CM Jones, PC Moulton, ...
The Journal of Finance 65 (1), 295-331, 2010
3212010
Automation, speed, and stock market quality: The NYSE's hybrid
T Hendershott, PC Moulton
Journal of Financial Markets 14 (4), 568-604, 2011
316*2011
Short sales, long sales, and the Lee–Ready trade classification algorithm revisited
B Chakrabarty, PC Moulton, A Shkilko
Journal of Financial Markets 15 (4), 467-491, 2012
892012
Earnings announcements and attention constraints: The role of market design
B Chakrabarty, PC Moulton
Journal of Accounting and Economics 53 (3), 612-634, 2012
67*2012
You can’t always get what you want: Trade-size clustering and quantity choice in liquidity
PC Moulton
Journal of Financial Economics 78 (1), 89-119, 2005
582005
A tale of two time zones: The impact of substitutes on cross-listed stock liquidity
PC Moulton, L Wei
Journal of Financial Markets 12 (4), 570-591, 2009
57*2009
Liquidity: Considerations of a portfolio manager
LS Hodrick, PC Moulton
Financial Management 38 (1), 59-74, 2009
51*2009
The performance of short-term institutional trades
B Chakrabarty, PC Moulton, C Trzcinka
Journal of Financial and Quantitative Analysis 52 (4), 1403-1428, 2017
50*2017
Trading in the presence of short-lived private information: Evidence from analyst recommendation changes
O Kadan, R Michaely, PC Moulton
Journal of Financial and Quantitative Analysis 53 (4), 1509-1546, 2018
38*2018
Relative repo specialness in US Treasuries
PC Moulton
The Journal of Fixed Income 14 (1), 40-47, 2004
352004
Attention effects in a high-frequency world
B Chakrabarty, PC Moulton, XF Wang
Available at SSRN 2634621, 2019
282019
Volume dynamics and multimarket trading
M Halling, PC Moulton, M Panayides
Journal of Financial and Quantitative Analysis 48 (2), 489-518, 2013
25*2013
Institutional ownership and return predictability across economically unrelated stocks
GP Gao, PC Moulton, DT Ng
Journal of Financial Intermediation 31, 45-63, 2017
182017
Who trades with whom, and when?
P Moulton
92006
Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation
B Chakrabarty, PC Moulton, R Pascual
Journal of Empirical Finance 43, 74-90, 2017
42017
Catch Me If You Can: Improving the Scope and Accuracy of Fraud Prediction
B Chakrabarty, PC Moulton, L Pugachev, XF Wang
Available at SSRN 3352667, 2020
22020
Earnings Announcements and Investor Focus in the Hospitality Industry
PC Moulton, S Leow
Cornell Hospitality Quarterly 56 (1), 5-16, 2015
22015
Celebrating Hospitality Finance and Accounting Research
P Moulton
Cornell Hospitality Quarterly 60 (1), 4-4, 2019
2019
Inventory Effects
PC Moulton
Encyclopedia of Quantitative Finance, 2010
2010
Essays in liquidity.
PC Moulton
2003
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20