Stacey Jacobsen

Finance · 2013–2014

A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 221 citations into it; #2,740 of 10,518 by trust here, #4,732 by citations
• Accounting — 114 citations into it
• Economics and Econometrics — 85 citations into it; #6,105 of 23,481 by trust here, #14,051 by citations
• Management Science and Operations Research — 22 citations into it; #2,703 of 11,946 by trust here, #5,787 by citations
• Strategy and Management — 17 citations into it

Whom Stacey Jacobsen trusts overall

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

1. H. Bessembinder
2. Joel Hasbrouck
3. S. B. Thompson
4. Y. Amihud
5. Tarun Chordia
6. Jens Dick‐Nielsen
7. Craig W. Holden
8. Ekkehart Boehmer
9. Francis A. Longstaff
10. Ruslan Goyenko

Who trusts Stacey Jacobsen overall

1. Andriy Shkilko
2. Elizabeth Blankespoor
3. Jennifer S. Conrad
4. Inna Abramova
5. Craig W. Holden
6. Jonathan Brogaard
7. Konstantin Sokolov
8. Christina Zhu

Papers from Stacey Jacobsen's perspective

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

1. Market liquidity and funding liquidity
2. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
3. Corporate Bond Market Transaction Costs and Transparency
4. Evidence of Predictable Behavior of Security Returns
5. Issues in Assessing Trade Execution Costs
6. Toward a National Market System for U.S. Exchange–listed Equity Options
7. The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
8. Simple Formulas for Standard Errors that Cluster by Both Firm and Time
9. Do Liquidity Measures Measure Liquidity
10. Liquidity and Autocorrelations in Individual Stock Returns

Their papers

• Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions (2013) — 343 citations
• The Empirical Analysis of Liquidity (2014) — 125 citations