Carole Comerton-Forde - Researcher Profile
Professor
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Publications Title Journal Name Year ABDC Ranking
Differential access to dark markets and execution outcomes Journal of Financial Economics 2025 A*
ETF effects: The role of primary versus secondary market activities Journal of Financial Markets 2025 A*
Nonstandard Errors Indian Journal of Finance 2024 C
Measuring Financial Wellbeing with Self-Reported and Bank Record Data* The Economic Record 2022 A
Secondary Market Transparency and Corporate Bond Issuing Costs Review of Finance 2022 A*
Does Financial Market Structure Affect the Cost of Raising Capital? Journal of Financial and Quantitative Analysis 2021 A*
Comment on: Price Discovery in High Resolution Journal of Financial Econometrics 2021 A*
Inverted fee structures, tick size, and market quality Journal of Financial Economics 2019 A*
Regulating dark trading: Order flow segmentation and market quality Journal of Financial Economics 2018 A*
Assessing the information content of short-selling metrics using daily disclosures Journal of Banking & Finance 2016 A*
Shorting at close range: a tale of two types Journal of Financial Economics 2016 A*
Dark trading and price discovery Journal of Financial Economics 2015 A*
Stock price manipulation: Prevalence and determinants Review of Finance 2014 A*
IS AUSTRALIA HFT-friendly? JASSA: The Finsia Journal of Applied Finance 2012 B
Is Australia HFT-friendly? JASSA: The Finsia Journal of Applied Finance 2012 B
Why do traders choose to trade anonymously? Journal of Financial and Quantitative Analysis 2011 A*
Measuring closing price manipulation Journal of Financial Intermediation 2011 A*
Stealth trading: The case of the Tokyo Stock Exchange Pacific-Basin Finance Journal 2011 A
Pricing accuracy, liquidity and trader behavior with closing price manipulation Experimental Economics 2011 A*
Transaction costs and institutional trading in small-cap equity funds Australian Journal of Management 2010 A
Investment manager skill in small-cap equities Australian Journal of Management 2010 A
Time variation in liquidity: The role of market-maker inventories and revenues Indian Journal of Finance 2010 C
An examination of minimum tick sizes on the Tokyo Stock Exchange Japan and the World Economy 2010 B
Anonymity, liquidity and fragmentation Journal of Financial Markets 2009 A*
Not all call auctions are created equal: Evidence from Hong Kong Review of Quantitative Finance and Accounting 2007 B
Anonymity, Frontrunning, and Market Integrity The Journal of Trading 2007 C
Opening and closing behavior following the introduction of call auctions in Singapore Pacific-Basin Finance Journal 2007 A
An Empirical Analysis of Strategic Behaviour Models Australian Journal of Management 2007 A
Price clustering on the Tokyo stock exchange Financial Review (US) 2007 A
The influence of call auction algorithm rules on market efficiency Journal of Financial Markets 2006 A*
Market integrity and surveillance effort Journal of Financial Services Research 2006 A
Call auction algorithm design and market manipulation Journal of Multinational Financial Management 2006 B
The current state of Asia-Pacific stock exchanges: A critical review of market design Pacific-Basin Finance Journal 2006 A
Closing call auctions and liquidity Accounting and Finance 2005 A
How broker ability affects institutional trading costs Accounting and Finance 2005 A
Do reductions in tick sizes influence liquidity? Accounting and Finance 2005 A
The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea Journal of Economics and Business 2005 B
Managing institutional execution costs JASSA: The Finsia Journal of Applied Finance 2005 B
How should liquidity be measured? Pacific-Basin Finance Journal 2003 A
Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges Pacific-Basin Finance Journal 1999 A