Craig W. Holden

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Avanidhar SubrahmanyamGoldyne and Irwin Hearsh Distinguished Professor, UCLAVerified email at anderson.ucla.edu
Charles A. TrzcinkaJames and Virginia Cozad Professor of Finance, Indiana UniversityVerified email at indiana.edu
Stacey JacobsenSouthern Methodist UniversityVerified email at smu.edu
Kingsley Y.L. FongSchool of Banking and Finance, UNSW Business School, UNSW Sydney, AustraliaVerified email at unsw.edu.au
Ruslan GoyenkoMcGill UniversityVerified email at mcgill.ca
Pankaj JainUniversity of MemphisVerified email at memphis.edu
Utpal BhattacharyaHong Kong University of Science and TechnologyVerified email at ust.hk
Sugato ChakravartyStrategic Management Area/ Krannert School of Management/Purdue UniversityVerified email at purdue.edu
Jayoung NamSouthern Methodist UniversityVerified email at smu.edu
Robert BattalioProfessor of Finance, University of Notre DameVerified email at nd.edu
David P. BrownUniversity of Wisconsin-MadisonVerified email at bus.wisc.edu
S ViswanathanProfessor of Finance, Duke UniversityVerified email at duke.edu
Jun YangProfessor of Finance, Indiana UniversityVerified email at indiana.edu
Zaiyan WeiAssociate Professor, Mitch Daniels School of Business, Purdue UniversityVerified email at purdue.edu
Mingfeng LinProfessor at Georgia Institute of TechnologyVerified email at scheller.gatech.edu
Volodymyr LugovskyyProfessor of Economics, Chair, Indiana UniversityVerified email at indiana.edu
Daniela PuzzelloProfessor of Economics, Indiana UniversityVerified email at indiana.edu
Yifei MaoAssistant Professor of Finance, Cornell UniversityVerified email at cornell.edu
Itay GoldsteinJoel S. Ehrenkranz Family Professor of Finance, Wharton School, University of PennsylvaniaVerified email at wharton.upenn.edu
Scott SmartClinical Professor of Finance, Whirlpool Finance Faculty Fellow, Kelley School of Business, Indiana UniversityVerified email at indiana.edu

Craig W. Holden

Finance Department Chair and Greg T. and Judith A. Summerville Chair of Finance, Indiana University

Verified email at indiana.edu - Homepage

Market Microstructure


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Do liquidity measures measure liquidity? RY Goyenko, CW Holden, CA Trzcinka Journal of financial Economics 92 (2), 153-181, 2009	2076	2009
Long‐lived private information and imperfect competition CW Holden, A Subrahmanyam The Journal of Finance 47 (1), 247-270, 1992	1256	1992
What are the best liquidity proxies for global research? KYL Fong, CW Holden, CA Trzcinka Review of Finance 21 (4), 1355-1401, 2017	792	2017
Liquidity measurement problems in fast, competitive markets: Expensive and cheap solutions CW Holden, S Jacobsen The Journal of Finance 69 (4), 1747-1785, 2014	513	2014
An integrated model of market and limit orders S Chakravarty, CW Holden Journal of Financial Intermediation 4 (3), 213-241, 1995	314	1995
New low-frequency spread measures CW Holden Journal of Financial Markets 12 (4), 778-813, 2009	259*	2009
The empirical analysis of liquidity CW Holden, S Jacobsen, A Subrahmanyam Foundations and Trends® in Finance 8 (4), 263-365, 2014	225	2014
Order dynamics: Recent evidence from the NYSE A Ellul, CW Holden, P Jain, R Jennings Journal of Empirical Finance 14 (5), 636-661, 2007	212*	2007
Penny wise, dollar foolish: Buy–sell imbalances on and around round numbers U Bhattacharya, CW Holden, S Jacobsen Management Science 58 (2), 413-431, 2012	167	2012
Risk aversion, imperfect competition, and long-lived information CW Holden, A Subrahmanyam Economics Letters 44 (1-2), 181-190, 1994	161	1994
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024	149	2024
News events, information acquisition, and serial correlation CW Holden, A Subrahmanyam The Journal of Business 75 (1), 1-32, 2002	134	2002
A simple model of payment for order flow, internalization, and total trading cost R Battalio, CW Holden Journal of Financial Markets 4 (1), 33-71, 2001	105	2001
Risk aversion, liquidity, and endogenous short horizons CW Holden, A Subrahmanyam The Review of Financial Studies 9 (2), 691-722, 1996	81	1996
Index arbitrage as cross-sectional market making CW Holden The Journal of Futures Markets (1986-1998) 15 (4), 423, 1995	74	1995
Costly trade, managerial myopia, and long-term investment CW Holden, LL Lundstrum Journal of Empirical Finance 16 (1), 126-135, 2009	59	2009
On the existence of linear equilibria in models of market making M Bagnoli, S Viswanathan, C Holden Mathematical Finance 11 (1), 1-31, 2001	57	2001
Are volatility over volume liquidity proxies useful for global or US research? K Fong, CW Holden, O Tobek Kelley School of Business Research Paper, 2018	56	2018
Do stock splits improve liquidity? R Goyenko, CW Holden, A Ukhov EFA 2006 Zurich Meetings Paper, 2006	54	2006
Market accessibility, corporate bond ETFs, and liquidity CW Holden, J Nam Review of Finance, 18-1, 2024	49	2024

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