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The flash crash : high-frequency trading in an electronic market

Kirilenko, Andrei; Kyle, Albert S.; Samadi, Mehrdad; … - In: The journal of finance : the journal of the American … 72 (2017) 3, pp. 967-998

Persistent link: https://www.econbiz.de/10011738578

Reusing natural experiments

Heath, Davidson; Ringgenberg, Matthew; Samadi, Mehrdad; … - 2020

Persistent link: https://www.econbiz.de/10012216493

Institutional order handling and broker-affiliated trading venues

Anand, Amber; Samadi, Mehrdad; Sokobin, Jonathan; … - In: The review of financial studies 34 (2021) 7, pp. 3364-3402

Persistent link: https://www.econbiz.de/10012546384

Shorting in broad daylight : short sales and venue choice

Reed, Adam V.; Samadi, Mehrdad; Sokobin, Jonathan S. - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 7, pp. 2246-2269

Persistent link: https://www.econbiz.de/10012307563

Reusing natural experiments

Heath, Davidson; Ringgenberg, Matthew C.; Samadi, Mehrdad; … - In: The journal of finance : the journal of the American … 78 (2023) 4, pp. 2329-2364

Persistent link: https://www.econbiz.de/10014312095

Bad bad contagion

Londono, Juan M. - In: Journal of banking & finance 108 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012224755

Understanding industry betas

Baele, Lieven; Londono, Juan M. - In: Journal of Empirical Finance 22 (2013) C, pp. 30-51

This paper models and explains the dynamics of market betas for 30 US industry portfolios between 1970 and 2009. We use DCC–MIDAS and kernel regression techniques as alternatives to the standard ex-post measures. We find betas to exhibit substantial persistence, time variation, ranking...

Persistent link: https://www.econbiz.de/10010665731

What is certain about uncertainty?

Cascaldi-Garcia, Danilo; Sarisoy, Cisil; Londono, Juan M.; … - In: Journal of economic literature 61 (2023) 2, pp. 624-654

Persistent link: https://www.econbiz.de/10014368251

The global determinants of international equity risk premiums

Londono, Juan M.; Xu, Nancy R. - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 6374-6394

Persistent link: https://www.econbiz.de/10015138071

U.S. unconventional monetary policy and transmission to emerging market economies

Bowman, David; Londono, Juan M.; Sapriza, Horacio - In: Journal of international money and finance 55 (2015), pp. 27-59

Persistent link: https://www.econbiz.de/10011474989