Details about Mark J. Ready

Access statistics for papers by Mark J. Ready.

Last updated 2009-08-13. Update your information in the RePEc Author Service.

Short-id: pre215

Journal Articles

2008

1. The probability and magnitude of information events
   Journal of Financial Economics, 2008, 87, (1), 227-248 View citations (19)

2006

2. Credit Ratings and Stock Liquidity
   The Review of Financial Studies, 2006, 19, (1), 119-157 View citations (64)
3. The impact of preferencing on execution quality
   Journal of Financial Markets, 2006, 9, (3), 246-273 View citations (11)

2005

4. Profitable predictability in the cross section of stock returns
   Journal of Financial Economics, 2005, 78, (3), 463-505 View citations (23)

2002

5. Profits from Technical Trading Rules
   Financial Management, 2002, 31, (3) View citations (51)

1999

6. The Specialist's Discretion: Stopped Orders and Price Improvement
   The Review of Financial Studies, 1999, 12, (5), 1075-1112 View citations (30)

1997

7. On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions
   Journal of Finance, 1997, 52, (4), 1355-82 View citations (95)

1996

8. Estimating the Profits from Trading Strategies
   The Review of Financial Studies, 1996, 9, (4), 1121-63 View citations (51)

1995

9. Optimal Pricing of Depletable, Replaceable Resources: The Case of Landfill Tipping Fees
   Journal of Environmental Economics and Management, 1995, 28, (3), 307-323 View citations (26)

1994

10. Volume, Volatility, and New York Stock Exchange Trading Halts
    Journal of Finance, 1994, 49, (1), 183-214 View citations (99)

1993

11. Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis
    The Review of Financial Studies, 1993, 6, (2), 345-74 View citations (352)

1991

12. Inferring Trade Direction from Intraday Data
    Journal of Finance, 1991, 46, (2), 733-46 View citations (1226)