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
15282009
Long‐lived private information and imperfect competition
CW Holden, A Subrahmanyam
The Journal of Finance 47 (1), 247-270, 1992
10781992
What are the best liquidity proxies for global research?
KYL Fong, CW Holden, CA Trzcinka
Review of Finance 21 (4), 1355-1401, 2017
4272017
Liquidity measurement problems in fast, competitive markets: Expensive and cheap solutions
CW Holden, S Jacobsen
The Journal of Finance 69 (4), 1747-1785, 2014
3062014
An integrated model of market and limit orders
S Chakravarty, CW Holden
Journal of Financial Intermediation 4 (3), 213-241, 1995
2761995
New low-frequency spread measures
CW Holden
Journal of Financial Markets 12 (4), 778-813, 2009
200*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
184*2007
The empirical analysis of liquidity
CW Holden, SE Jacobsen, A Subrahmanyam
Foundations and Trends in Finance 8, 263-365, 2014
1452014
Risk aversion, imperfect competition, and long-lived information
CW Holden, A Subrahmanyam
Economics Letters 44 (1-2), 181-190, 1994
1351994
News events, information acquisition, and serial correlation
CW Holden, A Subrahmanyam
The Journal of Business 75 (1), 1-32, 2002
1172002
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
102*2012
Risk aversion, liquidity, and endogenous short horizons
CW Holden, A Subrahmanyam
The Review of Financial Studies 9 (2), 691-722, 1996
801996
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
702001
Index arbitrage as cross-sectional market making
CW Holden
The Journal of Futures Markets (1986-1998) 15 (4), 423, 1995
641995
On the existence of linear equilibria in models of market making
M Bagnoli, S Viswanathan, C Holden
Mathematical Finance 11 (1), 1-31, 2001
502001
Do stock splits improve liquidity?
R Goyenko, CW Holden, A Ukhov
EFA 2006 Zurich Meetings Paper, 2006
452006
Costly trade, managerial myopia, and long-term investment
CW Holden, LL Lundstrum
Journal of Empirical Finance 16 (1), 126-135, 2009
382009
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
282018
Spreadsheet modeling in corporate finance
CW Holden
Prentice Hall, 2002
252002
Adjustable limit orders
DP Brown, CW Holden
Unpublished working paper. University of Indiana, 2002
23*2002
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Articles 1–20