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Allen Carrion
Allen Carrion
Verified email at memphis.edu
Title
Cited by
Cited by
Year
Very fast money: High-frequency trading on the NASDAQ
A Carrion
Journal of Financial Markets 16 (4), 680-711, 2013
4182013
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
2562018
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
1032016
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
422021
Predatory or sunshine trading? evidence from crude oil etf rolls
H Bessembinder, A Carrion, L Tuttle, K Venkataraman
SSRN eLibrary, 2012
282012
Trade signing in fast markets
A Carrion, M Kolay
Financial Review 55 (3), 385-404, 2020
102020
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
42014
Tax‐loss selling and the January effect revisited: Evidence from municipal bond closed‐end funds and exchange‐traded funds
A Carrion, J Zhang
Journal of Financial Research, 2024
22024
Testing the Bulk Volume Classification Algorithm
A Carrion, M Kolay
Available at SSRN 3746731, 2020
12020
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
Essays in empirical market microstructure
AM Carrion
The University of Utah, 2012
2012
Bulk Volume Trade Classification and Informed Trading
A Carrion, M Kolay
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Articles 1–12