Details about Tālis Putniņš

Access statistics for papers by Tālis Putniņš.

Last updated 2022-11-23. Update your information in the RePEc Author Service.

Short-id: ppu77

Working Papers

2021

1. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, University of Innsbruck View citations (1)
   Also in Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz (2021) View citations (1)

2020

2. Why does entrepreneurial orientation affect company performance?
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)

2019

3. Quasi-dark trading: The effects of banning dark pools in a world of many alternatives
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (4)
4. Shadow Economy Index for Moldova and Romania
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (9)

2017

5. Asset Pricing with Downside Liquidity Risks
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (21)
   See also Journal Article in Management Science (2017)

2015

6. Economics of State-Owned Enterprises
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (10)

2013

7. Automated Authorship Attribution Using Advanced Signal Classification Techniques
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
   See also Journal Article in PLOS ONE (2013)
8. What do price discovery metrics really measure?
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (57)
   See also Journal Article in Journal of Empirical Finance (2013)

2010

9. Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)

Journal Articles

2022

1. What Moves Stock Prices? The Roles of News, Noise, and Information
   (A theory of intraday patterns: Volume and price variability)
   Review of Financial Studies, 2022, 35, (9), 4341-4386

2021

2. Algos gone wild: What drives the extreme order cancellation rates in modern markets?
   Journal of Banking & Finance, 2021, 129, (C)

2020

3. Price discovery in stock and options markets
   Journal of Financial Markets, 2020, 47, (C) View citations (28)

2019

4. High frequency trading and comovement in financial markets
   Journal of Financial Economics, 2019, 134, (2), 381-399 View citations (21)
5. Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed through Cryptocurrencies?
   Review of Financial Studies, 2019, 32, (5), 1798-1853 View citations (192)

2017

6. Asset Pricing with Downside Liquidity Risks
   Management Science, 2017, 63, (8), 2549-2572 View citations (8)
   See also Working Paper (2017)

2016

7. Shorting at close range: A tale of two types
   Journal of Financial Economics, 2016, 121, (3), 546-568 View citations (21)
8. Should we be afraid of the dark? Dark trading and market quality
   Journal of Financial Economics, 2016, 122, (3), 456-481 View citations (40)
9. Who Sets the Price of Gold? London or New York
   Journal of Futures Markets, 2016, 36, (6), 564-586 View citations (53)

2015

10. Dark trading and price discovery
    Journal of Financial Economics, 2015, 118, (1), 70-92 View citations (85)
11. Measuring the shadow economy using company managers
    Journal of Comparative Economics, 2015, 43, (2), 471-490 View citations (67)

2014

12. Stock Price Manipulation: Prevalence and Determinants
    Review of Finance, 2014, 18, (1), 23-66 View citations (33)

2013

13. Automated Authorship Attribution Using Advanced Signal Classification Techniques
    PLOS ONE, 2013, 8, (2), 1-12 View citations (1)
    See also Working Paper (2013)
14. Exporting by Latvian companies: vitality, drivers of success, and challenges
    Baltic Journal of Economics, 2013, 13, (2), 3-33 View citations (6)
15. What do price discovery metrics really measure?
    Journal of Empirical Finance, 2013, 23, (C), 68-83 View citations (58)
    See also Working Paper (2013)

2012

16. MARKET MANIPULATION: A SURVEY
    Journal of Economic Surveys, 2012, 26, (5), 952-967 View citations (44)
17. The Effects of Market Makers and Stock Analysts in Emerging Markets
    International Review of Finance, 2012, 12, (3), 305-327 View citations (3)

2011

18. Measuring closing price manipulation
    Journal of Financial Intermediation, 2011, 20, (2), 135-158 View citations (61)
19. Pricing accuracy, liquidity and trader behavior with closing price manipulation
    Experimental Economics, 2011, 14, (1), 110-131 View citations (5)
20. Size and determinants of shadow economies in the Baltic States
    Baltic Journal of Economics, 2011, 11, (2), 5-25 View citations (22)
21. Why Do Traders Choose to Trade Anonymously?
    Journal of Financial and Quantitative Analysis, 2011, 46, (4), 1025-1049 View citations (17)