Ingrid M. Werner
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View article: Reusing Natural Experiments
Reusing Natural Experiments Open
After a natural experiment is first used, other researchers often reuse the setting, examining different outcome variables. We use simulations based on real data to illustrate the multiple hypothesis testing problem that arises when resear…
View article: Off but not gone : A study of Nasdaq delistings
Off but not gone : A study of Nasdaq delistings Open
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View article: From pink slips to pink sheets : liquidity and shareholder wealth consequences of Nasdaq delistings
From pink slips to pink sheets : liquidity and shareholder wealth consequences of Nasdaq delistings Open
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View article: Tick Size, Trading Strategies, and Market Quality
Tick Size, Trading Strategies, and Market Quality Open
We investigate the effects of a tick-size reduction on market quality in a multiperiod limit order book market. For illiquid stocks, reducing the tick size facilitates undercutting and discourages liquidity provision, resulting in deterior…
View article: Reusing Natural Experiments
Reusing Natural Experiments Open
After a natural experiment is first used, other researchers often reuse the setting, examining different outcome variables. We use simulations based on real data to illustrate the multiple hypothesis testing problem that arises when resear…
View article: Diving into dark pools
Diving into dark pools Open
We study 2009 and 2020 dark trading for U.S. stocks. Dark trading is lower when volume is low, volatility high, and in periods of markets stress. Dark pools are more active for large caps, while internalization is more common for small cap…
View article: What Explains Differences in Finance Research Productivity during the Pandemic?
What Explains Differences in Finance Research Productivity during the Pandemic? Open
Based on a survey of American Finance Association members, we analyze how demographics, time allocation, production mechanisms, and institutional factors affect research production during the pandemic. Consistent with the literature, resea…
View article: What Explains Differences in Finance Research Productivity During the Pandemic?
What Explains Differences in Finance Research Productivity During the Pandemic? Open
Using a survey of AFA members, we analyze how demographics, time allocation, production mechanisms, and institutional factors affect research production during the pandemic.Consistent with the literature, research productivity falls more f…