Shane A. Corwin
Shane A. Corwin
Professor of Finance, University of Notre Dame
Verified email at - Homepage
Cited by
Cited by
A simple way to estimate bid‐ask spreads from daily high and low prices
SA Corwin, P Schultz
The journal of finance 67 (2), 719-760, 2012
The determinants of underpricing for seasoned equity offers
SA Corwin
The Journal of Finance 58 (5), 2249-2279, 2003
The role of IPO underwriting syndicates: Pricing, information production, and underwriter competition
SA Corwin, P Schultz
The Journal of Finance 60 (1), 443-486, 2005
Limited attention and the allocation of effort in securities trading
SA Corwin, JF Coughenour
The Journal of Finance 63 (6), 3031-3067, 2008
Order flow and liquidity around NYSE trading halts
SA Corwin, ML Lipson
The Journal of Finance 55 (4), 1771-1801, 2000
Nasdaq trading halts: The impact of market mechanisms on prices, trading activity, and execution costs
WG Christie, SA Corwin, JH Harris
The Journal of Finance 57 (3), 1443-1478, 2002
Can brokers have it all? On the relation between make‐take fees and limit order execution quality
R Battalio, SA Corwin, R Jennings
The Journal of Finance 71 (5), 2193-2238, 2016
The initial listing decisions of firms that go public
SA Corwin, JH Harris
Financial Management, 35-55, 2001
Differences in trading behavior across NYSE specialist firms
SA Corwin
The Journal of Finance 54 (2), 721-745, 1999
The development of secondary market liquidity for NYSE‐listed IPOs
SA Corwin, JH Harris, ML Lipson
The Journal of Finance 59 (5), 2339-2374, 2004
Investment banking relationships and analyst affiliation bias: The impact of the global settlement on sanctioned and non-sanctioned banks
SA Corwin, SA Larocque, MA Stegemoller
Journal of Financial Economics 124 (3), 614-631, 2017
Order characteristics and the sources of commonality in prices and liquidity
SA Corwin, ML Lipson
Journal of Financial Markets 14 (1), 47-81, 2011
When a halt is not a halt: An analysis of off-NYSE trading during NYSE market closures
B Chakrabarty, SA Corwin, MA Panayides
Journal of Financial Intermediation 20 (3), 361-386, 2011
Specialist performance and new listing allocations on the NYSE: an empirical analysis
SA Corwin
Journal of Financial Markets 7 (1), 27-51, 2004
The changing nature of investment banking relationships
SA Corwin, M Stegemoller
Available at SSRN 2354565, 2014
Unrecognized odd lot liquidity supply: A hidden trading cost for high priced stocks
R Battalio, SA Corwin, R Jennings
The Journal of Trading 12 (1), 35-41, 2016
An application of the high-low spread estimator to daily event studies: Stock splits from 1926-1982
SA Corwin, P Schultz
Journal of Financial Economics, 2009
Internet Appendix for A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
SA Corwin, P Schultz
The Journal of Finance. 2012b, 719-759, 0
The Role of Reputation in Financial Markets: The Impact of Broker Dark Pool Scandals on Institutional Order Routing
RH Battalio, SA Corwin, RH Jennings, AE Rizzo, R Zambrana
Available at SSRN 4172424, 2023
Dealing with Negative Values in the High-Low Spread Estimator
AC On, SA Corwin
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