| Very fast money: High-frequency trading on the NASDAQ A Carrion Journal of Financial Markets 16 (4), 680-711, 2013 | 403 | 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 | 242 | 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 | 99 | 2016 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... Tinbergen Institute Discussion Paper 2021-102/IV, 2021 | 35 | 2021 |
| Predatory or sunshine trading? evidence from crude oil etf rolls H Bessembinder, A Carrion, L Tuttle, K Venkataraman SSRN eLibrary, 2012 | 30 | 2012 |
| Trade signing in fast markets A Carrion, M Kolay Financial Review 55 (3), 385-404, 2020 | 9 | 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 Darden Business School Working Paper, 2021 | 1 | 2021 |
| 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 |
| Testing the Bulk Volume Classification Algorithm A Carrion, M Kolay Available at SSRN 3746731, 2020 | | 2020 |
| 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 UniversityVerified email at mail.cox.smu.edu
