| Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues C COMERTON‐FORDE, T Hendershott, CM Jones, PC Moulton, ... The Journal of Finance 65 (1), 295-331, 2010 | 452 | 2010 |
| Automation, speed, and stock market quality: The NYSE's hybrid T Hendershott, PC Moulton Journal of Financial Markets 14 (4), 568-604, 2011 | 412* | 2011 |
| Earnings announcements and attention constraints: The role of market design B Chakrabarty, PC Moulton Journal of Accounting and Economics 53 (3), 612-634, 2012 | 107 | 2012 |
| Short sales, long sales, and the Lee–Ready trade classification algorithm revisited B Chakrabarty, PC Moulton, A Shkilko Journal of Financial Markets 15 (4), 467-491, 2012 | 106 | 2012 |
| The performance of short-term institutional trades B Chakrabarty, PC Moulton, C Trzcinka Journal of Financial and Quantitative Analysis 52 (4), 1403-1428, 2017 | 92* | 2017 |
| Trading in the presence of short-lived private information: Evidence from analyst recommendation changes O Kadan, R Michaely, PC Moulton Journal of Financial and Quantitative Analysis 53 (4), 1509-1546, 2018 | 76* | 2018 |
| You can’t always get what you want: Trade-size clustering and quantity choice in liquidity PC Moulton Journal of Financial Economics 78 (1), 89-119, 2005 | 67 | 2005 |
| A tale of two time zones: The impact of substitutes on cross-listed stock liquidity PC Moulton, L Wei Journal of Financial Markets 12 (4), 570-591, 2009 | 60* | 2009 |
| Liquidity: Considerations of a portfolio manager LS Hodrick, PC Moulton Financial Management 38 (1), 59-74, 2009 | 58* | 2009 |
| Attention effects in a high-frequency world B Chakrabarty, PC Moulton, XF Wang Available at SSRN 2634621, 2019 | 43* | 2019 |
| Institutional ownership and return predictability across economically unrelated stocks GP Gao, PC Moulton, DT Ng Journal of Financial Intermediation 31, 45-63, 2017 | 42 | 2017 |
| Relative repo specialness in US Treasuries PC Moulton The Journal of Fixed Income 14 (1), 40-47, 2004 | 37 | 2004 |
| Volume dynamics and multimarket trading M Halling, PC Moulton, M Panayides Journal of Financial and Quantitative Analysis 48 (2), 489-518, 2013 | 30 | 2013 |
| Attention: How high-frequency trading improves price efficiency following earnings announcements B Chakrabarty, PC Moulton, XF Wang Journal of Financial Markets 57, 100690, 2022 | 23 | 2022 |
| Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation B Chakrabarty, PC Moulton, R Pascual Journal of Empirical Finance 43, 74-90, 2017 | 9 | 2017 |
| Who trades with whom, and when? P Moulton | 9 | 2006 |
| Catch me if you can: in search of accuracy, scope, and ease of fraud prediction B Chakrabarty, PC Moulton, L Pugachev, XF Wang Review of Accounting Studies, forthcoming, 2024 | 7* | 2024 |
| Earnings Announcements and Investor Focus in the Hospitality Industry PC Moulton, S Leow Cornell Hospitality Quarterly 56 (1), 5-16, 2015 | 5 | 2015 |
| Catch me if you can: In search of accuracy, scope, and ease of fraud prediction B Chakrabarty, PC Moulton, L Pugachev, XF Wang Scope, and Ease of Fraud Prediction (January 15, 2024), 2024 | 4 | 2024 |
| Celebrating Hospitality Finance and Accounting Research P Moulton Cornell Hospitality Quarterly 60 (1), 4-4, 2019 | | 2019 |
Bidisha ChakrabartyEdward Jones Professor of Finance, Saint Louis UniversityVerified email at slu.edu
