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Craig W. Holden
Craig W. Holden
Finance Department Chair and Greg T. and Judith A. Summerville Chair of Finance, Indiana University
Verified email at indiana.edu - Homepage
Title
Cited by
Cited by
Year
Do liquidity measures measure liquidity?
RY Goyenko, CW Holden, CA Trzcinka
Journal of financial Economics 92 (2), 153-181, 2009
18622009
Long‐lived private information and imperfect competition
CW Holden, A Subrahmanyam
The Journal of Finance 47 (1), 247-270, 1992
11831992
What are the best liquidity proxies for global research?
KYL Fong, CW Holden, CA Trzcinka
Review of Finance 21 (4), 1355-1401, 2017
6602017
Liquidity measurement problems in fast, competitive markets: Expensive and cheap solutions
CW Holden, S Jacobsen
The Journal of Finance 69 (4), 1747-1785, 2014
4402014
An integrated model of market and limit orders
S Chakravarty, CW Holden
Journal of Financial Intermediation 4 (3), 213-241, 1995
3031995
New low-frequency spread measures
CW Holden
Journal of Financial Markets 12 (4), 778-813, 2009
242*2009
Order dynamics: Recent evidence from the NYSE
A Ellul, CW Holden, P Jain, R Jennings
Journal of Empirical Finance 14 (5), 636-661, 2007
201*2007
The empirical analysis of liquidity
CW Holden, S Jacobsen, A Subrahmanyam
Foundations and TrendsŪ in Finance 8 (4), 263-365, 2014
2002014
Risk aversion, imperfect competition, and long-lived information
CW Holden, A Subrahmanyam
Economics Letters 44 (1-2), 181-190, 1994
1531994
Penny wise, dollar foolish: Buy–sell imbalances on and around round numbers
U Bhattacharya, CW Holden, S Jacobsen
Management Science 58 (2), 413-431, 2012
1402012
News events, information acquisition, and serial correlation
CW Holden, A Subrahmanyam
The Journal of Business 75 (1), 1-32, 2002
1272002
A simple model of payment for order flow, internalization, and total trading cost
R Battalio, CW Holden
Journal of Financial Markets 4 (1), 33-71, 2001
972001
Risk aversion, liquidity, and endogenous short horizons
CW Holden, A Subrahmanyam
The Review of Financial Studies 9 (2), 691-722, 1996
791996
Index arbitrage as cross-sectional market making
CW Holden
The Journal of Futures Markets (1986-1998) 15 (4), 423, 1995
711995
On the existence of linear equilibria in models of market making
M Bagnoli, S Viswanathan, C Holden
Mathematical Finance 11 (1), 1-31, 2001
572001
Are volatility over volume liquidity proxies useful for global or US research?
KYL Fong, CW Holden, O Tobek
Kelley School of Business Research Paper, 2018
522018
Costly trade, managerial myopia, and long-term investment
CW Holden, LL Lundstrum
Journal of Empirical Finance 16 (1), 126-135, 2009
512009
Do stock splits improve liquidity?
R Goyenko, CW Holden, A Ukhov
EFA 2006 Zurich Meetings Paper, 2006
482006
Market accessibility, corporate bond ETFs, and liquidity
CW Holden, J Nam
Kelley School of Business Research Paper, 2017
402017
The frequency of financial analysts' forecast revisions: Theory and evidence about determinants of demand for predisclosure information
CW Holden, PS Stuerke
Journal of Business Finance & Accounting 35 (7‐8), 860-888, 2008
25*2008
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