Allen Carrion

Finance · 2013–2018

A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Allen Carrion trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Todd A. Gormley
  2. Kewei Hou
  3. David A. Matsa
  4. Tobias J. Moskowitz
  5. Joel Hasbrouck
  6. H. Bessembinder
  7. Terrence Hendershott
  8. Tarun Chordia
  9. Björn Hagströmer
  10. Robert A. Jarrow

Who trusts Allen Carrion overall

  1. Albert J. Menkveld
  2. Jonathan Brogaard
  3. Maureen O’Hara
  4. Joel Hasbrouck
  5. Terrence Hendershott
  6. Jennifer S. Conrad
  7. Peter Hoffmann
  8. Ryan Riordan
  9. Adamantios Ntakaris
  10. Andriy Shkilko

Papers from Allen Carrion's perspective

Ordered by how strongly the researchers Allen Carrion trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Diversity of High-Frequency Traders
  2. Technology and Liquidity Provision: The Blurring of Traditional Definitions
  3. Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
  6. Market Frictions, Price Delay, and the Cross-Section of Expected Returns
  7. Equilibrium and welfare in markets with financially constrained arbitrageurs
  8. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
  9. Trade Execution Costs and Market Quality after Decimalization (Journal of Financial and Quantitative Analysis)
  10. A Dysfunctional Role of High Frequency Trading in Electronic Markets

Their papers