Craig W. Holden
Finance · 2003–2017
A researcher in the Science corpus: 6 papers; trusts 35 researchers and is trusted by 36 researchers here, as inferred from the citation graph.
Subfields
- Finance — 283 citations into it; #1,124 of 10,518 by trust here, #1,294 by citations
- Accounting — 158 citations into it; #1,467 of 8,970 by trust here, #2,131 by citations
- Economics and Econometrics — 113 citations into it; #5,989 of 23,481 by trust here, #9,444 by citations
- Management Science and Operations Research — 27 citations into it; #2,704 of 11,946 by trust here, #5,787 by citations
- Strategy and Management — 22 citations into it
Whom Craig W. Holden trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Joel Hasbrouck
- H. Bessembinder
- David A. Lesmond
- Y. Amihud
- S. B. Thompson
- Geert Bekaert
- Tarun Chordia
- Jens Dick‐Nielsen
- Ruslan Goyenko
- Ekkehart Boehmer
Who trusts Craig W. Holden overall
- Kingsley Y. Fong
- Kee H. Chung
- Andriy Shkilko
- Inna Abramova
- Elizabeth Blankespoor
- Jennifer S. Conrad
- Hao Zhang
- Jonathan Brogaard
- Shane A. Corwin
- Konstantin Sokolov
Papers from Craig W. Holden's perspective
Ordered by how strongly the researchers Craig W. Holden trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Market liquidity and funding liquidity
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- Individual Equity Return Data from Thomson Datastream: Handle with Care!
- Simple Formulas for Standard Errors that Cluster by Both Firm and Time
- The Cross-Section of Volatility and Expected Returns
- Evidence of Predictable Behavior of Security Returns
- Toward a National Market System for U.S. Exchange–listed Equity Options
- Liquidity of emerging markets
- Corporate Bond Market Transaction Costs and Transparency
Their papers
- Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions (2013) — 343 citations
- Order Dynamics: Recent Evidence from the NYSE (2003) — 120 citations
- What Are the Best Liquidity Proxies for Global Research (2017) — 444 citations
- The Empirical Analysis of Liquidity (2014) — 125 citations
- New low-frequency spread measures (2009) — 133 citations
- Do Liquidity Measures Measure Liquidity (2009) — 1,335 citations