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Pamela C. Moulton
Pamela C. Moulton
Verified email at cornell.edu - Homepage
Title
Cited by
Cited by
Year
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
4412010
Automation, speed, and stock market quality: The NYSE's hybrid
T Hendershott, PC Moulton
Journal of Financial Markets 14 (4), 568-604, 2011
403*2011
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
1082012
Earnings announcements and attention constraints: The role of market design
B Chakrabarty, PC Moulton
Journal of Accounting and Economics 53 (3), 612-634, 2012
1052012
The performance of short-term institutional trades
B Chakrabarty, PC Moulton, C Trzcinka
Journal of Financial and Quantitative Analysis 52 (4), 1403-1428, 2017
88*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
74*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
672005
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
61*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
41*2019
Institutional ownership and return predictability across economically unrelated stocks
GP Gao, PC Moulton, DT Ng
Journal of Financial Intermediation 31, 45-63, 2017
372017
Relative repo specialness in US Treasuries
PC Moulton
The Journal of Fixed Income 14 (1), 40-47, 2004
372004
Volume dynamics and multimarket trading
M Halling, PC Moulton, M Panayides
Journal of Financial and Quantitative Analysis 48 (2), 489-518, 2013
302013
Who trades with whom, and when?
P Moulton
92006
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
82017
Catch Me If You Can: Improving the Scope and Accuracy of Fraud Prediction
B Chakrabarty, PC Moulton, L Pugachev, XF Wang
Available at SSRN 3352667, 2020
72020
Earnings Announcements and Investor Focus in the Hospitality Industry
PC Moulton, S Leow
Cornell Hospitality Quarterly 56 (1), 5-16, 2015
52015
Celebrating Hospitality Finance and Accounting Research
P Moulton
Cornell Hospitality Quarterly 60 (1), 4-4, 2019
2019
Inventory Effects
PC Moulton
Encyclopedia of Quantitative Finance, 2010
2010
Essays in liquidity.
PC Moulton
2003
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Articles 1–20