TeX 53.6%
Python 46.2%
1[2 {3 "key": "chordia2000commonality",4 "doi": "10.1016/S0304-405X(99)00057-4",5 "bib_title": "Commonality in liquidity",6 "bib_year": "2000",7 "bib_journal": "Journal of Financial Economics",8 "cr_title": "Commonality in liquidity",9 "cr_journal": "Journal of Financial Economics",10 "cr_year_issued": 2000,11 "cr_year_print": 2000,12 "cr_authors": [13 "Chordia",14 "Roll",15 "Subrahmanyam"16 ],17 "cr_volume": "56",18 "cr_issue": "1",19 "cr_page": "3-28",20 "cr_doi": "10.1016/s0304-405x(99)00057-4",21 "bib_volume": "56",22 "bib_number": "1",23 "bib_pages": "3--28",24 "title_sim": 1.0,25 "first_author_ok": true,26 "year_ok": true,27 "status": "OK"28 },29 {30 "key": "hasbrouck2001common",31 "doi": "10.1016/S0304-405X(00)00091-X",32 "bib_title": "Common factors in prices, order flows, and liquidity",33 "bib_year": "2001",34 "bib_journal": "Journal of Financial Economics",35 "cr_title": "Common factors in prices, order flows, and liquidity",36 "cr_journal": "Journal of Financial Economics",37 "cr_year_issued": 2001,38 "cr_year_print": 2001,39 "cr_authors": [40 "Hasbrouck"41 ],42 "cr_volume": "59",43 "cr_issue": "3",44 "cr_page": "383-411",45 "cr_doi": "10.1016/s0304-405x(00)00091-x",46 "bib_volume": "59",47 "bib_number": "3",48 "bib_pages": "383--411",49 "title_sim": 1.0,50 "first_author_ok": true,51 "year_ok": true,52 "status": "OK"53 },54 {55 "key": "amihud2002illiquidity",56 "doi": "10.1016/S1386-4181(01)00024-6",57 "bib_title": "Illiquidity and stock returns: cross-section and time-series effects",58 "bib_year": "2002",59 "bib_journal": "Journal of Financial Markets",60 "cr_title": "Illiquidity and stock returns: cross-section and time-series effects",61 "cr_journal": "Journal of Financial Markets",62 "cr_year_issued": 2002,63 "cr_year_print": 2002,64 "cr_authors": [65 "Amihud"66 ],67 "cr_volume": "5",68 "cr_issue": "1",69 "cr_page": "31-56",70 "cr_doi": "10.1016/s1386-4181(01)00024-6",71 "bib_volume": "5",72 "bib_number": "1",73 "bib_pages": "31--56",74 "title_sim": 1.0,75 "first_author_ok": true,76 "year_ok": true,77 "status": "OK"78 },79 {80 "key": "corwin2012simple",81 "doi": "10.1111/j.1540-6261.2012.01729.x",82 "bib_title": "A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices",83 "bib_year": "2012",84 "bib_journal": "Journal of Finance",85 "cr_title": "A Simple Way to Estimate Bid\u2010Ask Spreads from Daily High and Low Prices",86 "cr_journal": "The Journal of Finance",87 "cr_year_issued": 2012,88 "cr_year_print": 2012,89 "cr_authors": [90 "CORWIN",91 "SCHULTZ"92 ],93 "cr_volume": "67",94 "cr_issue": "2",95 "cr_page": "719-760",96 "cr_doi": "10.1111/j.1540-6261.2012.01729.x",97 "bib_volume": "67",98 "bib_number": "2",99 "bib_pages": "719--760",100 "title_sim": 0.986,101 "first_author_ok": true,102 "year_ok": true,103 "status": "OK"104 },105 {106 "key": "roll1984simple",107 "doi": "10.1111/j.1540-6261.1984.tb03897.x",108 "bib_title": "A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market",109 "bib_year": "1984",110 "bib_journal": "Journal of Finance",111 "cr_title": "A Simple Implicit Measure of the Effective Bid\u2010Ask Spread in an Efficient Market",112 "cr_journal": "The Journal of Finance",113 "cr_year_issued": 1984,114 "cr_year_print": 1984,115 "cr_authors": [116 "ROLL"117 ],118 "cr_volume": "39",119 "cr_issue": "4",120 "cr_page": "1127-1139",121 "cr_doi": "10.1111/j.1540-6261.1984.tb03897.x",122 "bib_volume": "39",123 "bib_number": "4",124 "bib_pages": "1127--1139",125 "title_sim": 0.988,126 "first_author_ok": true,127 "year_ok": true,128 "status": "OK"129 },130 {131 "key": "pastor2003liquidity",132 "doi": "10.1086/374184",133 "bib_title": "Liquidity Risk and Expected Stock Returns",134 "bib_year": "2003",135 "bib_journal": "Journal of Political Economy",136 "cr_title": "Liquidity Risk and Expected Stock Returns",137 "cr_journal": "Journal of Political Economy",138 "cr_year_issued": 2003,139 "cr_year_print": 2003,140 "cr_authors": [141 "P\u00e1stor",142 "Stambaugh"143 ],144 "cr_volume": "111",145 "cr_issue": "3",146 "cr_page": "642-685",147 "cr_doi": "10.1086/374184",148 "bib_volume": "111",149 "bib_number": "3",150 "bib_pages": "642--685",151 "title_sim": 1.0,152 "first_author_ok": false,153 "year_ok": true,154 "status": "CHECK"155 },156 {157 "key": "acharya2005asset",158 "doi": "10.1016/j.jfineco.2004.06.007",159 "bib_title": "Asset pricing with liquidity risk",160 "bib_year": "2005",161 "bib_journal": "Journal of Financial Economics",162 "cr_title": "Asset pricing with liquidity risk",163 "cr_journal": "Journal of Financial Economics",164 "cr_year_issued": 2005,165 "cr_year_print": 2005,166 "cr_authors": [167 "ACHARYA",168 "PEDERSEN"169 ],170 "cr_volume": "77",171 "cr_issue": "2",172 "cr_page": "375-410",173 "cr_doi": "10.1016/j.jfineco.2004.06.007",174 "bib_volume": "77",175 "bib_number": "2",176 "bib_pages": "375--410",177 "title_sim": 1.0,178 "first_author_ok": true,179 "year_ok": true,180 "status": "OK"181 },182 {183 "key": "karolyi2012understanding",184 "doi": "10.1016/j.jfineco.2011.12.008",185 "bib_title": "Understanding commonality in liquidity around the world",186 "bib_year": "2012",187 "bib_journal": "Journal of Financial Economics",188 "cr_title": "Understanding commonality in liquidity around the world",189 "cr_journal": "Journal of Financial Economics",190 "cr_year_issued": 2012,191 "cr_year_print": 2012,192 "cr_authors": [193 "Karolyi",194 "Lee",195 "van Dijk"196 ],197 "cr_volume": "105",198 "cr_issue": "1",199 "cr_page": "82-112",200 "cr_doi": "10.1016/j.jfineco.2011.12.008",201 "bib_volume": "105",202 "bib_number": "1",203 "bib_pages": "82--112",204 "title_sim": 1.0,205 "first_author_ok": true,206 "year_ok": true,207 "status": "OK"208 },209 {210 "key": "parkinson1980extreme",211 "doi": "10.1086/296071",212 "bib_title": "The Extreme Value Method for Estimating the Variance of the Rate of Return",213 "bib_year": "1980",214 "bib_journal": "Journal of Business",215 "cr_title": "The Extreme Value Method for Estimating the Variance of the Rate of Return",216 "cr_journal": "The Journal of Business",217 "cr_year_issued": 1980,218 "cr_year_print": 1980,219 "cr_authors": [220 "Parkinson"221 ],222 "cr_volume": "53",223 "cr_issue": "1",224 "cr_page": "61",225 "cr_doi": "10.1086/296071",226 "bib_volume": "53",227 "bib_number": "1",228 "bib_pages": "61--65",229 "title_sim": 1.0,230 "first_author_ok": true,231 "year_ok": true,232 "status": "OK"233 },234 {235 "key": "garman1980estimation",236 "doi": "10.1086/296072",237 "bib_title": "On the Estimation of Security Price Volatilities from Historical Data",238 "bib_year": "1980",239 "bib_journal": "Journal of Business",240 "cr_title": "On the Estimation of Security Price Volatilities from Historical Data",241 "cr_journal": "The Journal of Business",242 "cr_year_issued": 1980,243 "cr_year_print": 1980,244 "cr_authors": [245 "Garman",246 "Klass"247 ],248 "cr_volume": "53",249 "cr_issue": "1",250 "cr_page": "67",251 "cr_doi": "10.1086/296072",252 "bib_volume": "53",253 "bib_number": "1",254 "bib_pages": "67--78",255 "title_sim": 1.0,256 "first_author_ok": true,257 "year_ok": true,258 "status": "OK"259 },260 {261 "key": "goyenko2009liquidity",262 "doi": "10.1016/j.jfineco.2008.06.002",263 "bib_title": "Do liquidity measures measure liquidity?",264 "bib_year": "2009",265 "bib_journal": "Journal of Financial Economics",266 "cr_title": "Do liquidity measures measure liquidity?\u2606",267 "cr_journal": "Journal of Financial Economics",268 "cr_year_issued": 2009,269 "cr_year_print": 2009,270 "cr_authors": [271 "Goyenko",272 "Holden",273 "Trzcinka"274 ],275 "cr_volume": "92",276 "cr_issue": "2",277 "cr_page": "153-181",278 "cr_doi": "10.1016/j.jfineco.2008.06.002",279 "bib_volume": "92",280 "bib_number": "2",281 "bib_pages": "153--181",282 "title_sim": 0.988,283 "first_author_ok": true,284 "year_ok": true,285 "status": "OK"286 },287 {288 "key": "hendershott2011algorithmic",289 "doi": "10.1111/j.1540-6261.2010.01624.x",290 "bib_title": "Does Algorithmic Trading Improve Liquidity?",291 "bib_year": "2011",292 "bib_journal": "Journal of Finance",293 "cr_title": "Does Algorithmic Trading Improve Liquidity?",294 "cr_journal": "The Journal of Finance",295 "cr_year_issued": 2011,296 "cr_year_print": 2011,297 "cr_authors": [298 "HENDERSHOTT",299 "JONES",300 "MENKVELD"301 ],302 "cr_volume": "66",303 "cr_issue": "1",304 "cr_page": "1-33",305 "cr_doi": "10.1111/j.1540-6261.2010.01624.x",306 "bib_volume": "66",307 "bib_number": "1",308 "bib_pages": "1--33",309 "title_sim": 1.0,310 "first_author_ok": true,311 "year_ok": true,312 "status": "OK"313 },314 {315 "key": "kirilenko2017flash",316 "doi": "10.1111/jofi.12498",317 "bib_title": "The Flash Crash: High-Frequency Trading in an Electronic Market",318 "bib_year": "2017",319 "bib_journal": "Journal of Finance",320 "cr_title": "The Flash Crash: High\u2010Frequency Trading in an Electronic Market",321 "cr_journal": "The Journal of Finance",322 "cr_year_issued": 2017,323 "cr_year_print": 2017,324 "cr_authors": [325 "KIRILENKO",326 "KYLE",327 "SAMADI",328 "TUZUN"329 ],330 "cr_volume": "72",331 "cr_issue": "3",332 "cr_page": "967-998",333 "cr_doi": "10.1111/jofi.12498",334 "bib_volume": "72",335 "bib_number": "3",336 "bib_pages": "967--998",337 "title_sim": 0.984,338 "first_author_ok": true,339 "year_ok": true,340 "status": "OK"341 },342 {343 "key": "menkveld2013high",344 "doi": "10.1016/j.finmar.2013.06.006",345 "bib_title": "High Frequency Trading and the New Market Makers",346 "bib_year": "2013",347 "bib_journal": "Journal of Financial Markets",348 "cr_title": "High frequency trading and the new market makers",349 "cr_journal": "Journal of Financial Markets",350 "cr_year_issued": 2013,351 "cr_year_print": 2013,352 "cr_authors": [353 "Menkveld"354 ],355 "cr_volume": "16",356 "cr_issue": "4",357 "cr_page": "712-740",358 "cr_doi": "10.1016/j.finmar.2013.06.006",359 "bib_volume": "16",360 "bib_number": "4",361 "bib_pages": "712--740",362 "title_sim": 1.0,363 "first_author_ok": true,364 "year_ok": true,365 "status": "OK"366 },367 {368 "key": "brogaard2014high",369 "doi": "10.1093/rfs/hhu032",370 "bib_title": "High-Frequency Trading and Price Discovery",371 "bib_year": "2014",372 "bib_journal": "Review of Financial Studies",373 "cr_title": "High-Frequency Trading and Price Discovery",374 "cr_journal": "Review of Financial Studies",375 "cr_year_issued": 2014,376 "cr_year_print": 2014,377 "cr_authors": [378 "Brogaard",379 "Hendershott",380 "Riordan"381 ],382 "cr_volume": "27",383 "cr_issue": "8",384 "cr_page": "2267-2306",385 "cr_doi": "10.1093/rfs/hhu032",386 "bib_volume": "27",387 "bib_number": "8",388 "bib_pages": "2267--2306",389 "title_sim": 1.0,390 "first_author_ok": true,391 "year_ok": true,392 "status": "OK"393 },394 {395 "key": "budish2015high",396 "doi": "10.1093/qje/qjv027",397 "bib_title": "The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response",398 "bib_year": "2015",399 "bib_journal": "Quarterly Journal of Economics",400 "cr_title": "The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *",401 "cr_journal": "The Quarterly Journal of Economics",402 "cr_year_issued": 2015,403 "cr_year_print": 2015,404 "cr_authors": [405 "Budish",406 "Cramton",407 "Shim"408 ],409 "cr_volume": "130",410 "cr_issue": "4",411 "cr_page": "1547-1621",412 "cr_doi": "10.1093/qje/qjv027",413 "bib_volume": "130",414 "bib_number": "4",415 "bib_pages": "1547--1621",416 "title_sim": 0.989,417 "first_author_ok": true,418 "year_ok": true,419 "status": "OK"420 },421 {422 "key": "ohara2015high",423 "doi": "10.1016/j.jfineco.2015.01.003",424 "bib_title": "High Frequency Market Microstructure",425 "bib_year": "2015",426 "bib_journal": "Journal of Financial Economics",427 "cr_title": "High frequency market microstructure",428 "cr_journal": "Journal of Financial Economics",429 "cr_year_issued": 2015,430 "cr_year_print": 2015,431 "cr_authors": [432 "O\u2019Hara"433 ],434 "cr_volume": "116",435 "cr_issue": "2",436 "cr_page": "257-270",437 "cr_doi": "10.1016/j.jfineco.2015.01.003",438 "bib_volume": "116",439 "bib_number": "2",440 "bib_pages": "257--270",441 "title_sim": 1.0,442 "first_author_ok": false,443 "year_ok": true,444 "status": "CHECK"445 },446 {447 "key": "bendavid2018etfs",448 "doi": "10.1111/jofi.12727",449 "bib_title": "Do {ETFs} Increase Volatility?",450 "bib_year": "2018",451 "bib_journal": "Journal of Finance",452 "cr_title": "Do ETFs Increase Volatility?",453 "cr_journal": "The Journal of Finance",454 "cr_year_issued": 2018,455 "cr_year_print": 2018,456 "cr_authors": [457 "BEN\u2010DAVID",458 "FRANZONI",459 "MOUSSAWI"460 ],461 "cr_volume": "73",462 "cr_issue": "6",463 "cr_page": "2471-2535",464 "cr_doi": "10.1111/jofi.12727",465 "bib_volume": "73",466 "bib_number": "6",467 "bib_pages": "2471--2535",468 "title_sim": 1.0,469 "first_author_ok": false,470 "year_ok": true,471 "status": "CHECK"472 },473 {474 "key": "madhavan2012exchange",475 "doi": "10.2469/faj.v68.n4.6",476 "bib_title": "Exchange-Traded Funds, Market Structure, and the Flash Crash",477 "bib_year": "2012",478 "bib_journal": "Financial Analysts Journal",479 "cr_title": "Exchange-Traded Funds, Market Structure, and the Flash Crash",480 "cr_journal": "Financial Analysts Journal",481 "cr_year_issued": 2012,482 "cr_year_print": 2012,483 "cr_authors": [484 "Madhavan"485 ],486 "cr_volume": "68",487 "cr_issue": "4",488 "cr_page": "20-35",489 "cr_doi": "10.2469/faj.v68.n4.6",490 "bib_volume": "68",491 "bib_number": "4",492 "bib_pages": "20--35",493 "title_sim": 1.0,494 "first_author_ok": true,495 "year_ok": true,496 "status": "OK"497 },498 {499 "key": "boehmer2021algorithmic",500 "doi": "10.1017/S0022109020000782",501 "bib_title": "Algorithmic Trading and Market Quality: International Evidence",502 "bib_year": "2021",503 "bib_journal": "Journal of Financial and Quantitative Analysis",504 "cr_title": "Algorithmic Trading and Market Quality: International Evidence",505 "cr_journal": "Journal of Financial and Quantitative Analysis",506 "cr_year_issued": 2020,507 "cr_year_print": 2021,508 "cr_authors": [509 "Boehmer",510 "Fong",511 "Wu"512 ],513 "cr_volume": "56",514 "cr_issue": "8",515 "cr_page": "2659-2688",516 "cr_doi": "10.1017/s0022109020000782",517 "bib_volume": "56",518 "bib_number": "8",519 "bib_pages": "2659--2688",520 "title_sim": 1.0,521 "first_author_ok": true,522 "year_ok": true,523 "status": "OK"524 },525 {526 "key": "hasbrouck2013low",527 "doi": "10.1016/j.finmar.2013.05.003",528 "bib_title": "Low-Latency Trading",529 "bib_year": "2013",530 "bib_journal": "Journal of Financial Markets",531 "cr_title": "Low-latency trading",532 "cr_journal": "Journal of Financial Markets",533 "cr_year_issued": 2013,534 "cr_year_print": 2013,535 "cr_authors": [536 "Hasbrouck",537 "Saar"538 ],539 "cr_volume": "16",540 "cr_issue": "4",541 "cr_page": "646-679",542 "cr_doi": "10.1016/j.finmar.2013.05.003",543 "bib_volume": "16",544 "bib_number": "4",545 "bib_pages": "646--679",546 "title_sim": 1.0,547 "first_author_ok": true,548 "year_ok": true,549 "status": "OK"550 },551 {552 "key": "baldauf2020high",553 "doi": "10.1111/jofi.12882",554 "bib_title": "High-Frequency Trading and Market Performance",555 "bib_year": "2020",556 "bib_journal": "Journal of Finance",557 "cr_title": "High\u2010Frequency Trading and Market Performance",558 "cr_journal": "The Journal of Finance",559 "cr_year_issued": 2020,560 "cr_year_print": 2020,561 "cr_authors": [562 "BALDAUF",563 "MOLLNER"564 ],565 "cr_volume": "75",566 "cr_issue": "3",567 "cr_page": "1495-1526",568 "cr_doi": "10.1111/jofi.12882",569 "bib_volume": "75",570 "bib_number": "3",571 "bib_pages": "1495--1526",572 "title_sim": 0.978,573 "first_author_ok": true,574 "year_ok": true,575 "status": "OK"576 },577 {578 "key": "diebold2014network",579 "doi": "10.1016/j.jeconom.2014.04.012",580 "bib_title": "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms",581 "bib_year": "2014",582 "bib_journal": "Journal of Econometrics",583 "cr_title": "On the network topology of variance decompositions: Measuring the connectedness of financial firms",584 "cr_journal": "Journal of Econometrics",585 "cr_year_issued": 2014,586 "cr_year_print": 2014,587 "cr_authors": [588 "Diebold",589 "Y\u0131lmaz"590 ],591 "cr_volume": "182",592 "cr_issue": "1",593 "cr_page": "119-134",594 "cr_doi": "10.1016/j.jeconom.2014.04.012",595 "bib_volume": "182",596 "bib_number": "1",597 "bib_pages": "119--134",598 "title_sim": 1.0,599 "first_author_ok": true,600 "year_ok": true,601 "status": "OK"602 },603 {604 "key": "diebold2012better",605 "doi": "10.1016/j.ijforecast.2011.02.006",606 "bib_title": "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers",607 "bib_year": "2012",608 "bib_journal": "International Journal of Forecasting",609 "cr_title": "Better to give than to receive: Predictive directional measurement of volatility spillovers",610 "cr_journal": "International Journal of Forecasting",611 "cr_year_issued": 2012,612 "cr_year_print": 2012,613 "cr_authors": [614 "Diebold",615 "Yilmaz"616 ],617 "cr_volume": "28",618 "cr_issue": "1",619 "cr_page": "57-66",620 "cr_doi": "10.1016/j.ijforecast.2011.02.006",621 "bib_volume": "28",622 "bib_number": "1",623 "bib_pages": "57--66",624 "title_sim": 1.0,625 "first_author_ok": true,626 "year_ok": true,627 "status": "OK"628 },629 {630 "key": "billio2012econometric",631 "doi": "10.1016/j.jfineco.2011.12.010",632 "bib_title": "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors",633 "bib_year": "2012",634 "bib_journal": "Journal of Financial Economics",635 "cr_title": "Econometric measures of connectedness and systemic risk in the finance and insurance sectors",636 "cr_journal": "Journal of Financial Economics",637 "cr_year_issued": 2012,638 "cr_year_print": 2012,639 "cr_authors": [640 "Billio",641 "Getmansky",642 "Lo",643 "Pelizzon"644 ],645 "cr_volume": "104",646 "cr_issue": "3",647 "cr_page": "535-559",648 "cr_doi": "10.1016/j.jfineco.2011.12.010",649 "bib_volume": "104",650 "bib_number": "3",651 "bib_pages": "535--559",652 "title_sim": 1.0,653 "first_author_ok": true,654 "year_ok": true,655 "status": "OK"656 },657 {658 "key": "barigozzi2019nets",659 "doi": "10.1002/jae.2676",660 "bib_title": "{NETS}: Network Estimation for Time Series",661 "bib_year": "2019",662 "bib_journal": "Journal of Applied Econometrics",663 "cr_title": "NETS: Network estimation for time series",664 "cr_journal": "Journal of Applied Econometrics",665 "cr_year_issued": 2019,666 "cr_year_print": 2019,667 "cr_authors": [668 "Barigozzi",669 "Brownlees"670 ],671 "cr_volume": "34",672 "cr_issue": "3",673 "cr_page": "347-364",674 "cr_doi": "10.1002/jae.2676",675 "bib_volume": "34",676 "bib_number": "3",677 "bib_pages": "347--364",678 "title_sim": 1.0,679 "first_author_ok": true,680 "year_ok": true,681 "status": "OK"682 },683 {684 "key": "acemoglu2012network",685 "doi": "10.3982/ECTA9623",686 "bib_title": "The Network Origins of Aggregate Fluctuations",687 "bib_year": "2012",688 "bib_journal": "Econometrica",689 "cr_title": "The Network Origins of Aggregate Fluctuations",690 "cr_journal": "Econometrica",691 "cr_year_issued": 2012,692 "cr_year_print": null,693 "cr_authors": [],694 "cr_volume": "80",695 "cr_issue": "5",696 "cr_page": "1977-2016",697 "cr_doi": "10.3982/ecta9623",698 "bib_volume": "80",699 "bib_number": "5",700 "bib_pages": "1977--2016",701 "title_sim": 1.0,702 "first_author_ok": false,703 "year_ok": true,704 "status": "CHECK"705 },706 {707 "key": "aitsahalia2015modeling",708 "doi": "10.1016/j.jfineco.2015.03.002",709 "bib_title": "Modeling Financial Contagion Using Mutually Exciting Jump Processes",710 "bib_year": "2015",711 "bib_journal": "Journal of Financial Economics",712 "cr_title": "Modeling financial contagion using mutually exciting jump processes",713 "cr_journal": "Journal of Financial Economics",714 "cr_year_issued": 2015,715 "cr_year_print": 2015,716 "cr_authors": [717 "A\u00eft-Sahalia",718 "Cacho-Diaz",719 "Laeven"720 ],721 "cr_volume": "117",722 "cr_issue": "3",723 "cr_page": "585-606",724 "cr_doi": "10.1016/j.jfineco.2015.03.002",725 "bib_volume": "117",726 "bib_number": "3",727 "bib_pages": "585--606",728 "title_sim": 1.0,729 "first_author_ok": false,730 "year_ok": true,731 "status": "CHECK"732 },733 {734 "key": "bacry2015hawkes",735 "doi": "10.1142/S2382626615500057",736 "bib_title": "Hawkes Processes in Finance",737 "bib_year": "2015",738 "bib_journal": "Market Microstructure and Liquidity",739 "cr_title": "Hawkes Processes in Finance",740 "cr_journal": "Market Microstructure and Liquidity",741 "cr_year_issued": 2015,742 "cr_year_print": 2015,743 "cr_authors": [744 "Bacry",745 "Mastromatteo",746 "Muzy"747 ],748 "cr_volume": "01",749 "cr_issue": "01",750 "cr_page": "1550005",751 "cr_doi": "10.1142/s2382626615500057",752 "bib_volume": "1",753 "bib_number": "1",754 "bib_pages": "1550005",755 "title_sim": 1.0,756 "first_author_ok": true,757 "year_ok": true,758 "status": "OK"759 },760 {761 "key": "hawkes1971spectra",762 "doi": "10.1093/biomet/58.1.83",763 "bib_title": "Spectra of Some Self-Exciting and Mutually Exciting Point Processes",764 "bib_year": "1971",765 "bib_journal": "Biometrika",766 "cr_title": "Spectra of some self-exciting and mutually exciting point processes",767 "cr_journal": "Biometrika",768 "cr_year_issued": 1971,769 "cr_year_print": 1971,770 "cr_authors": [771 "HAWKES"772 ],773 "cr_volume": "58",774 "cr_issue": "1",775 "cr_page": "83-90",776 "cr_doi": "10.1093/biomet/58.1.83",777 "bib_volume": "58",778 "bib_number": "1",779 "bib_pages": "83--90",780 "title_sim": 1.0,781 "first_author_ok": true,782 "year_ok": true,783 "status": "OK"784 },785 {786 "key": "elliott2014financial",787 "doi": "10.1257/aer.104.10.3115",788 "bib_title": "Financial Networks and Contagion",789 "bib_year": "2014",790 "bib_journal": "American Economic Review",791 "cr_title": "Financial Networks and Contagion",792 "cr_journal": "American Economic Review",793 "cr_year_issued": 2014,794 "cr_year_print": 2014,795 "cr_authors": [796 "Elliott",797 "Golub",798 "Jackson"799 ],800 "cr_volume": "104",801 "cr_issue": "10",802 "cr_page": "3115-3153",803 "cr_doi": "10.1257/aer.104.10.3115",804 "bib_volume": "104",805 "bib_number": "10",806 "bib_pages": "3115--3153",807 "title_sim": 1.0,808 "first_author_ok": true,809 "year_ok": true,810 "status": "OK"811 },812 {813 "key": "forbes2002no",814 "doi": "10.1111/0022-1082.00494",815 "bib_title": "No Contagion, Only Interdependence: Measuring Stock Market Comovements",816 "bib_year": "2002",817 "bib_journal": "Journal of Finance",818 "cr_title": "No Contagion, Only Interdependence: Measuring Stock Market Comovements",819 "cr_journal": "The Journal of Finance",820 "cr_year_issued": 2002,821 "cr_year_print": 2002,822 "cr_authors": [823 "Forbes",824 "Rigobon"825 ],826 "cr_volume": "57",827 "cr_issue": "5",828 "cr_page": "2223-2261",829 "cr_doi": "10.1111/0022-1082.00494",830 "bib_volume": "57",831 "bib_number": "5",832 "bib_pages": "2223--2261",833 "title_sim": 1.0,834 "first_author_ok": true,835 "year_ok": true,836 "status": "OK"837 },838 {839 "key": "hautsch2015financial",840 "doi": "10.1093/rof/rfu010",841 "bib_title": "Financial Network Systemic Risk Contributions",842 "bib_year": "2015",843 "bib_journal": "Review of Finance",844 "cr_title": "Financial Network Systemic Risk Contributions",845 "cr_journal": "Review of Finance",846 "cr_year_issued": 2014,847 "cr_year_print": 2015,848 "cr_authors": [849 "Hautsch",850 "Schaumburg",851 "Schienle"852 ],853 "cr_volume": "19",854 "cr_issue": "2",855 "cr_page": "685-738",856 "cr_doi": "10.1093/rof/rfu010",857 "bib_volume": "19",858 "bib_number": "2",859 "bib_pages": "685--738",860 "title_sim": 1.0,861 "first_author_ok": true,862 "year_ok": true,863 "status": "OK"864 },865 {866 "key": "bekaert2014global",867 "doi": "10.1111/jofi.12203",868 "bib_title": "The Global Crisis and Equity Market Contagion",869 "bib_year": "2014",870 "bib_journal": "Journal of Finance",871 "cr_title": "The Global Crisis and Equity Market Contagion",872 "cr_journal": "The Journal of Finance",873 "cr_year_issued": 2014,874 "cr_year_print": 2014,875 "cr_authors": [876 "BEKAERT",877 "EHRMANN",878 "FRATZSCHER",879 "MEHL"880 ],881 "cr_volume": "69",882 "cr_issue": "6",883 "cr_page": "2597-2649",884 "cr_doi": "10.1111/jofi.12203",885 "bib_volume": "69",886 "bib_number": "6",887 "bib_pages": "2597--2649",888 "title_sim": 1.0,889 "first_author_ok": true,890 "year_ok": true,891 "status": "OK"892 },893 {894 "key": "lo1990contrarian",895 "doi": "10.1093/rfs/3.2.175",896 "bib_title": "When Are Contrarian Profits Due to Stock Market Overreaction?",897 "bib_year": "1990",898 "bib_journal": "Review of Financial Studies",899 "cr_title": "When Are Contrarian Profits Due to Stock Market Overreaction?",900 "cr_journal": "Review of Financial Studies",901 "cr_year_issued": 1990,902 "cr_year_print": 1990,903 "cr_authors": [904 "Lo",905 "MacKinlay"906 ],907 "cr_volume": "3",908 "cr_issue": "2",909 "cr_page": "175-205",910 "cr_doi": "10.1093/rfs/3.2.175",911 "bib_volume": "3",912 "bib_number": "2",913 "bib_pages": "175--205",914 "title_sim": 1.0,915 "first_author_ok": true,916 "year_ok": true,917 "status": "OK"918 },919 {920 "key": "hou2007industry",921 "doi": "10.1093/revfin/hhm003",922 "bib_title": "Industry Information Diffusion and the Lead-Lag Effect in Stock Returns",923 "bib_year": "2007",924 "bib_journal": "Review of Financial Studies",925 "cr_title": "Industry Information Diffusion and the Lead-lag Effect in Stock Returns",926 "cr_journal": "Review of Financial Studies",927 "cr_year_issued": 2007,928 "cr_year_print": 2007,929 "cr_authors": [930 "Hou"931 ],932 "cr_volume": "20",933 "cr_issue": "4",934 "cr_page": "1113-1138",935 "cr_doi": "10.1093/revfin/hhm003",936 "bib_volume": "20",937 "bib_number": "4",938 "bib_pages": "1113--1138",939 "title_sim": 1.0,940 "first_author_ok": true,941 "year_ok": true,942 "status": "OK"943 },944 {945 "key": "andersen1997intraday",946 "doi": "10.1016/S0927-5398(97)00004-2",947 "bib_title": "Intraday Periodicity and Volatility Persistence in Financial Markets",948 "bib_year": "1997",949 "bib_journal": "Journal of Empirical Finance",950 "cr_title": "Intraday periodicity and volatility persistence in financial markets",951 "cr_journal": "Journal of Empirical Finance",952 "cr_year_issued": 1997,953 "cr_year_print": 1997,954 "cr_authors": [955 "Andersen",956 "Bollerslev"957 ],958 "cr_volume": "4",959 "cr_issue": "2-3",960 "cr_page": "115-158",961 "cr_doi": "10.1016/s0927-5398(97)00004-2",962 "bib_volume": "4",963 "bib_number": "2--3",964 "bib_pages": "115--158",965 "title_sim": 1.0,966 "first_author_ok": true,967 "year_ok": true,968 "status": "OK"969 },970 {971 "key": "lee2008jumps",972 "doi": "10.1093/rfs/hhm056",973 "bib_title": "Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics",974 "bib_year": "2008",975 "bib_journal": "Review of Financial Studies",976 "cr_title": "Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics",977 "cr_journal": "Review of Financial Studies",978 "cr_year_issued": 2007,979 "cr_year_print": 2008,980 "cr_authors": [981 "Lee",982 "Mykland"983 ],984 "cr_volume": "21",985 "cr_issue": "6",986 "cr_page": "2535-2563",987 "cr_doi": "10.1093/rfs/hhm056",988 "bib_volume": "21",989 "bib_number": "6",990 "bib_pages": "2535--2563",991 "title_sim": 1.0,992 "first_author_ok": true,993 "year_ok": true,994 "status": "OK"995 },996 {997 "key": "barndorffnielsen2004power",998 "doi": "10.1093/jjfinec/nbh001",999 "bib_title": "Power and Bipower Variation with Stochastic Volatility and Jumps",1000 "bib_year": "2004",1001 "bib_journal": "Journal of Financial Econometrics",1002 "cr_title": "Power and Bipower Variation with Stochastic Volatility and Jumps",1003 "cr_journal": "Journal of Financial Econometrics",1004 "cr_year_issued": 2004,1005 "cr_year_print": 2004,1006 "cr_authors": [1007 "Barndorff-Nielsen"1008 ],1009 "cr_volume": "2",1010 "cr_issue": "1",1011 "cr_page": "1-37",1012 "cr_doi": "10.1093/jjfinec/nbh001",1013 "bib_volume": "2",1014 "bib_number": "1",1015 "bib_pages": "1--37",1016 "title_sim": 1.0,1017 "first_author_ok": true,1018 "year_ok": true,1019 "status": "OK"1020 },1021 {1022 "key": "aitsahalia2009testing",1023 "doi": "10.1214/07-AOS568",1024 "bib_title": "Testing for Jumps in a Discretely Observed Process",1025 "bib_year": "2009",1026 "bib_journal": "Annals of Statistics",1027 "cr_title": "Testing for jumps in a discretely observed process",1028 "cr_journal": "The Annals of Statistics",1029 "cr_year_issued": 2009,1030 "cr_year_print": 2009,1031 "cr_authors": [1032 "A\u00eft-Sahalia",1033 "Jacod"1034 ],1035 "cr_volume": "37",1036 "cr_issue": "1",1037 "cr_page": "184-222",1038 "cr_doi": "10.1214/07-aos568",1039 "bib_volume": "37",1040 "bib_number": "1",1041 "bib_pages": "184--222",1042 "title_sim": 1.0,1043 "first_author_ok": false,1044 "year_ok": true,1045 "status": "CHECK"1046 },1047 {1048 "key": "gu2020empirical",1049 "doi": "10.1093/rfs/hhaa009",1050 "bib_title": "Empirical Asset Pricing via Machine Learning",1051 "bib_year": "2020",1052 "bib_journal": "Review of Financial Studies",1053 "cr_title": "Empirical Asset Pricing via Machine Learning",1054 "cr_journal": "The Review of Financial Studies",1055 "cr_year_issued": 2020,1056 "cr_year_print": 2020,1057 "cr_authors": [1058 "Gu",1059 "Kelly",1060 "Xiu"1061 ],1062 "cr_volume": "33",1063 "cr_issue": "5",1064 "cr_page": "2223-2273",1065 "cr_doi": "10.1093/rfs/hhaa009",1066 "bib_volume": "33",1067 "bib_number": "5",1068 "bib_pages": "2223--2273",1069 "title_sim": 1.0,1070 "first_author_ok": true,1071 "year_ok": true,1072 "status": "OK"1073 },1074 {1075 "key": "easley2012flow",1076 "doi": "10.1093/rfs/hhs053",1077 "bib_title": "Flow Toxicity and Liquidity in a High-Frequency World",1078 "bib_year": "2012",1079 "bib_journal": "Review of Financial Studies",1080 "cr_title": "Flow Toxicity and Liquidity in a High-frequency World",1081 "cr_journal": "Review of Financial Studies",1082 "cr_year_issued": 2012,1083 "cr_year_print": 2012,1084 "cr_authors": [1085 "Easley",1086 "L\u00f3pez de Prado",1087 "O'Hara"1088 ],1089 "cr_volume": "25",1090 "cr_issue": "5",1091 "cr_page": "1457-1493",1092 "cr_doi": "10.1093/rfs/hhs053",1093 "bib_volume": "25",1094 "bib_number": "5",1095 "bib_pages": "1457--1493",1096 "title_sim": 1.0,1097 "first_author_ok": true,1098 "year_ok": true,1099 "status": "OK"1100 },1101 {1102 "key": "andersen2014vpin",1103 "doi": "10.1016/j.finmar.2013.05.005",1104 "bib_title": "{VPIN} and the Flash Crash",1105 "bib_year": "2014",1106 "bib_journal": "Journal of Financial Markets",1107 "cr_title": "VPIN and the flash crash",1108 "cr_journal": "Journal of Financial Markets",1109 "cr_year_issued": 2014,1110 "cr_year_print": 2014,1111 "cr_authors": [1112 "Andersen",1113 "Bondarenko"1114 ],1115 "cr_volume": "17",1116 "cr_issue": null,1117 "cr_page": "1-46",1118 "cr_doi": "10.1016/j.finmar.2013.05.005",1119 "bib_volume": "17",1120 "bib_number": "",1121 "bib_pages": "1--46",1122 "title_sim": 1.0,1123 "first_author_ok": true,1124 "year_ok": true,1125 "status": "OK"1126 },1127 {1128 "key": "epps1979comovements",1129 "doi": "10.1080/01621459.1979.10482508",1130 "bib_title": "Comovements in Stock Prices in the Very Short Run",1131 "bib_year": "1979",1132 "bib_journal": "Journal of the American Statistical Association",1133 "cr_title": "Comovements in Stock Prices in the Very Short Run",1134 "cr_journal": "Journal of the American Statistical Association",1135 "cr_year_issued": 1979,1136 "cr_year_print": 1979,1137 "cr_authors": [1138 "Epps"1139 ],1140 "cr_volume": "74",1141 "cr_issue": "366a",1142 "cr_page": "291-298",1143 "cr_doi": "10.1080/01621459.1979.10482508",1144 "bib_volume": "74",1145 "bib_number": "366",1146 "bib_pages": "291--298",1147 "title_sim": 1.0,1148 "first_author_ok": true,1149 "year_ok": true,1150 "status": "OK"1151 },1152 {1153 "key": "jorda2005estimation",1154 "doi": "10.1257/0002828053828518",1155 "bib_title": "Estimation and Inference of Impulse Responses by Local Projections",1156 "bib_year": "2005",1157 "bib_journal": "American Economic Review",1158 "cr_title": "Estimation and Inference of Impulse Responses by Local Projections",1159 "cr_journal": "American Economic Review",1160 "cr_year_issued": 2005,1161 "cr_year_print": 2005,1162 "cr_authors": [1163 "Jord\u00e0"1164 ],1165 "cr_volume": "95",1166 "cr_issue": "1",1167 "cr_page": "161-182",1168 "cr_doi": "10.1257/0002828053828518",1169 "bib_volume": "95",1170 "bib_number": "1",1171 "bib_pages": "161--182",1172 "title_sim": 1.0,1173 "first_author_ok": false,1174 "year_ok": true,1175 "status": "CHECK"1176 },1177 {1178 "key": "kyle2001contagion",1179 "doi": "10.1111/0022-1082.00373",1180 "bib_title": "Contagion as a Wealth Effect",1181 "bib_year": "2001",1182 "bib_journal": "Journal of Finance",1183 "cr_title": "Contagion as a Wealth Effect",1184 "cr_journal": "The Journal of Finance",1185 "cr_year_issued": 2001,1186 "cr_year_print": 2001,1187 "cr_authors": [1188 "Kyle",1189 "Xiong"1190 ],1191 "cr_volume": "56",1192 "cr_issue": "4",1193 "cr_page": "1401-1440",1194 "cr_doi": "10.1111/0022-1082.00373",1195 "bib_volume": "56",1196 "bib_number": "4",1197 "bib_pages": "1401--1440",1198 "title_sim": 1.0,1199 "first_author_ok": true,1200 "year_ok": true,1201 "status": "OK"1202 },1203 {1204 "key": "kodres2002rational",1205 "doi": "10.1111/1540-6261.00441",1206 "bib_title": "A Rational Expectations Model of Financial Contagion",1207 "bib_year": "2002",1208 "bib_journal": "Journal of Finance",1209 "cr_title": "A Rational Expectations Model of Financial Contagion",1210 "cr_journal": "The Journal of Finance",1211 "cr_year_issued": 2002,1212 "cr_year_print": 2002,1213 "cr_authors": [1214 "Kodres",1215 "Pritsker"1216 ],1217 "cr_volume": "57",1218 "cr_issue": "2",1219 "cr_page": "769-799",1220 "cr_doi": "10.1111/1540-6261.00441",1221 "bib_volume": "57",1222 "bib_number": "2",1223 "bib_pages": "769--799",1224 "title_sim": 1.0,1225 "first_author_ok": true,1226 "year_ok": true,1227 "status": "OK"1228 },1229 {1230 "key": "yuan2005asymmetric",1231 "doi": "10.1111/j.1540-6261.2005.00733.x",1232 "bib_title": "Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion",1233 "bib_year": "2005",1234 "bib_journal": "Journal of Finance",1235 "cr_title": "Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion",1236 "cr_journal": "The Journal of Finance",1237 "cr_year_issued": 2005,1238 "cr_year_print": 2005,1239 "cr_authors": [1240 "YUAN"1241 ],1242 "cr_volume": "60",1243 "cr_issue": "1",1244 "cr_page": "379-411",1245 "cr_doi": "10.1111/j.1540-6261.2005.00733.x",1246 "bib_volume": "60",1247 "bib_number": "1",1248 "bib_pages": "379--411",1249 "title_sim": 1.0,1250 "first_author_ok": true,1251 "year_ok": true,1252 "status": "OK"1253 },1254 {1255 "key": "brunnermeier2009market",1256 "doi": "10.1093/rfs/hhn098",1257 "bib_title": "Market Liquidity and Funding Liquidity",1258 "bib_year": "2009",1259 "bib_journal": "Review of Financial Studies",1260 "cr_title": "Market Liquidity and Funding Liquidity",1261 "cr_journal": "Review of Financial Studies",1262 "cr_year_issued": 2008,1263 "cr_year_print": 2009,1264 "cr_authors": [1265 "Brunnermeier",1266 "Pedersen"1267 ],1268 "cr_volume": "22",1269 "cr_issue": "6",1270 "cr_page": "2201-2238",1271 "cr_doi": "10.1093/rfs/hhn098",1272 "bib_volume": "22",1273 "bib_number": "6",1274 "bib_pages": "2201--2238",1275 "title_sim": 1.0,1276 "first_author_ok": true,1277 "year_ok": true,1278 "status": "OK"1279 },1280 {1281 "key": "cespa2014illiquidity",1282 "doi": "10.1093/rfs/hhu016",1283 "bib_title": "Illiquidity Contagion and Liquidity Crashes",1284 "bib_year": "2014",1285 "bib_journal": "Review of Financial Studies",1286 "cr_title": "Illiquidity Contagion and Liquidity Crashes",1287 "cr_journal": "Review of Financial Studies",1288 "cr_year_issued": 2014,1289 "cr_year_print": 2014,1290 "cr_authors": [1291 "Cespa",1292 "Foucault"1293 ],1294 "cr_volume": "27",1295 "cr_issue": "6",1296 "cr_page": "1615-1660",1297 "cr_doi": "10.1093/rfs/hhu016",1298 "bib_volume": "27",1299 "bib_number": "6",1300 "bib_pages": "1615--1660",1301 "title_sim": 1.0,1302 "first_author_ok": true,1303 "year_ok": true,1304 "status": "OK"1305 },1306 {1307 "key": "coval2007asset",1308 "doi": "10.1016/j.jfineco.2006.09.007",1309 "bib_title": "Asset Fire Sales (and Purchases) in Equity Markets",1310 "bib_year": "2007",1311 "bib_journal": "Journal of Financial Economics",1312 "cr_title": "Asset fire sales (and purchases) in equity markets",1313 "cr_journal": "Journal of Financial Economics",1314 "cr_year_issued": 2007,1315 "cr_year_print": 2007,1316 "cr_authors": [1317 "Coval",1318 "Stafford"1319 ],1320 "cr_volume": "86",1321 "cr_issue": "2",1322 "cr_page": "479-512",1323 "cr_doi": "10.1016/j.jfineco.2006.09.007",1324 "bib_volume": "86",1325 "bib_number": "2",1326 "bib_pages": "479--512",1327 "title_sim": 1.0,1328 "first_author_ok": true,1329 "year_ok": true,1330 "status": "OK"1331 },1332 {1333 "key": "greenwood2011stock",1334 "doi": "10.1016/j.jfineco.2011.06.003",1335 "bib_title": "Stock Price Fragility",1336 "bib_year": "2011",1337 "bib_journal": "Journal of Financial Economics",1338 "cr_title": "Stock price fragility",1339 "cr_journal": "Journal of Financial Economics",1340 "cr_year_issued": 2011,1341 "cr_year_print": 2011,1342 "cr_authors": [1343 "Greenwood",1344 "Thesmar"1345 ],1346 "cr_volume": "102",1347 "cr_issue": "3",1348 "cr_page": "471-490",1349 "cr_doi": "10.1016/j.jfineco.2011.06.003",1350 "bib_volume": "102",1351 "bib_number": "3",1352 "bib_pages": "471--490",1353 "title_sim": 1.0,1354 "first_author_ok": true,1355 "year_ok": true,1356 "status": "OK"1357 },1358 {1359 "key": "anton2014connected",1360 "doi": "10.1111/jofi.12149",1361 "bib_title": "Connected Stocks",1362 "bib_year": "2014",1363 "bib_journal": "Journal of Finance",1364 "cr_title": "Connected Stocks",1365 "cr_journal": "The Journal of Finance",1366 "cr_year_issued": 2014,1367 "cr_year_print": 2014,1368 "cr_authors": [1369 "ANT\u00d3N",1370 "POLK"1371 ],1372 "cr_volume": "69",1373 "cr_issue": "3",1374 "cr_page": "1099-1127",1375 "cr_doi": "10.1111/jofi.12149",1376 "bib_volume": "69",1377 "bib_number": "3",1378 "bib_pages": "1099--1127",1379 "title_sim": 1.0,1380 "first_author_ok": false,1381 "year_ok": true,1382 "status": "CHECK"1383 },1384 {1385 "key": "lou2012flow",1386 "doi": "10.1093/rfs/hhs103",1387 "bib_title": "A Flow-Based Explanation for Return Predictability",1388 "bib_year": "2012",1389 "bib_journal": "Review of Financial Studies",1390 "cr_title": "A Flow-Based Explanation for Return Predictability",1391 "cr_journal": "Review of Financial Studies",1392 "cr_year_issued": 2012,1393 "cr_year_print": 2012,1394 "cr_authors": [1395 "Lou"1396 ],1397 "cr_volume": "25",1398 "cr_issue": "12",1399 "cr_page": "3457-3489",1400 "cr_doi": "10.1093/rfs/hhs103",1401 "bib_volume": "25",1402 "bib_number": "12",1403 "bib_pages": "3457--3489",1404 "title_sim": 1.0,1405 "first_author_ok": true,1406 "year_ok": true,1407 "status": "OK"1408 },1409 {1410 "key": "greenwood2015vulnerable",1411 "doi": "10.1016/j.jfineco.2014.11.006",1412 "bib_title": "Vulnerable Banks",1413 "bib_year": "2015",1414 "bib_journal": "Journal of Financial Economics",1415 "cr_title": "Vulnerable banks",1416 "cr_journal": "Journal of Financial Economics",1417 "cr_year_issued": 2015,1418 "cr_year_print": 2015,1419 "cr_authors": [1420 "Greenwood",1421 "Landier",1422 "Thesmar"1423 ],1424 "cr_volume": "115",1425 "cr_issue": "3",1426 "cr_page": "471-485",1427 "cr_doi": "10.1016/j.jfineco.2014.11.006",1428 "bib_volume": "115",1429 "bib_number": "3",1430 "bib_pages": "471--485",1431 "title_sim": 1.0,1432 "first_author_ok": true,1433 "year_ok": true,1434 "status": "OK"1435 },1436 {1437 "key": "duarte2021fire",1438 "doi": "10.1111/jofi.13010",1439 "bib_title": "Fire-Sale Spillovers and Systemic Risk",1440 "bib_year": "2021",1441 "bib_journal": "Journal of Finance",1442 "cr_title": "Fire\u2010Sale Spillovers and Systemic Risk",1443 "cr_journal": "The Journal of Finance",1444 "cr_year_issued": 2021,1445 "cr_year_print": 2021,1446 "cr_authors": [1447 "DUARTE",1448 "EISENBACH"1449 ],1450 "cr_volume": "76",1451 "cr_issue": "3",1452 "cr_page": "1251-1294",1453 "cr_doi": "10.1111/jofi.13010",1454 "bib_volume": "76",1455 "bib_number": "3",1456 "bib_pages": "1251--1294",1457 "title_sim": 0.974,1458 "first_author_ok": true,1459 "year_ok": true,1460 "status": "OK"1461 },1462 {1463 "key": "glasserman2016contagion",1464 "doi": "10.1257/jel.20151228",1465 "bib_title": "Contagion in Financial Networks",1466 "bib_year": "2016",1467 "bib_journal": "Journal of Economic Literature",1468 "cr_title": "Contagion in Financial Networks",1469 "cr_journal": "Journal of Economic Literature",1470 "cr_year_issued": 2016,1471 "cr_year_print": 2016,1472 "cr_authors": [1473 "Glasserman",1474 "Young"1475 ],1476 "cr_volume": "54",1477 "cr_issue": "3",1478 "cr_page": "779-831",1479 "cr_doi": "10.1257/jel.20151228",1480 "bib_volume": "54",1481 "bib_number": "3",1482 "bib_pages": "779--831",1483 "title_sim": 1.0,1484 "first_author_ok": true,1485 "year_ok": true,1486 "status": "OK"1487 },1488 {1489 "key": "bollerslev2008risk",1490 "doi": "10.1016/j.jeconom.2008.01.006",1491 "bib_title": "Risk, Jumps, and Diversification",1492 "bib_year": "2008",1493 "bib_journal": "Journal of Econometrics",1494 "cr_title": "Risk, jumps, and diversification",1495 "cr_journal": "Journal of Econometrics",1496 "cr_year_issued": 2008,1497 "cr_year_print": 2008,1498 "cr_authors": [1499 "Bollerslev",1500 "Law",1501 "Tauchen"1502 ],1503 "cr_volume": "144",1504 "cr_issue": "1",1505 "cr_page": "234-256",1506 "cr_doi": "10.1016/j.jeconom.2008.01.006",1507 "bib_volume": "144",1508 "bib_number": "1",1509 "bib_pages": "234--256",1510 "title_sim": 1.0,1511 "first_author_ok": true,1512 "year_ok": true,1513 "status": "OK"1514 },1515 {1516 "key": "das2004systemic",1517 "doi": "10.1111/j.1540-6261.2004.00717.x",1518 "bib_title": "Systemic Risk and International Portfolio Choice",1519 "bib_year": "2004",1520 "bib_journal": "Journal of Finance",1521 "cr_title": "Systemic Risk and International Portfolio Choice",1522 "cr_journal": "The Journal of Finance",1523 "cr_year_issued": 2004,1524 "cr_year_print": 2004,1525 "cr_authors": [1526 "DAS",1527 "UPPAL"1528 ],1529 "cr_volume": "59",1530 "cr_issue": "6",1531 "cr_page": "2809-2834",1532 "cr_doi": "10.1111/j.1540-6261.2004.00717.x",1533 "bib_volume": "59",1534 "bib_number": "6",1535 "bib_pages": "2809--2834",1536 "title_sim": 1.0,1537 "first_author_ok": true,1538 "year_ok": true,1539 "status": "OK"1540 },1541 {1542 "key": "lahaye2011jumps",1543 "doi": "10.1002/jae.1149",1544 "bib_title": "Jumps, Cojumps and Macro Announcements",1545 "bib_year": "2011",1546 "bib_journal": "Journal of Applied Econometrics",1547 "cr_title": "Jumps, cojumps and macro announcements",1548 "cr_journal": "Journal of Applied Econometrics",1549 "cr_year_issued": 2010,1550 "cr_year_print": 2011,1551 "cr_authors": [1552 "Lahaye",1553 "Laurent",1554 "Neely"1555 ],1556 "cr_volume": "26",1557 "cr_issue": "6",1558 "cr_page": "893-921",1559 "cr_doi": "10.1002/jae.1149",1560 "bib_volume": "26",1561 "bib_number": "6",1562 "bib_pages": "893--921",1563 "title_sim": 1.0,1564 "first_author_ok": true,1565 "year_ok": true,1566 "status": "OK"1567 },1568 {1569 "key": "caporin2017systemic",1570 "doi": "10.1016/j.jfineco.2017.06.016",1571 "bib_title": "Systemic Co-jumps",1572 "bib_year": "2017",1573 "bib_journal": "Journal of Financial Economics",1574 "cr_title": "Systemic co-jumps",1575 "cr_journal": "Journal of Financial Economics",1576 "cr_year_issued": 2017,1577 "cr_year_print": 2017,1578 "cr_authors": [1579 "Caporin",1580 "Kolokolov",1581 "Ren\u00f2"1582 ],1583 "cr_volume": "126",1584 "cr_issue": "3",1585 "cr_page": "563-591",1586 "cr_doi": "10.1016/j.jfineco.2017.06.016",1587 "bib_volume": "126",1588 "bib_number": "3",1589 "bib_pages": "563--591",1590 "title_sim": 1.0,1591 "first_author_ok": true,1592 "year_ok": true,1593 "status": "OK"1594 },1595 {1596 "key": "bajgrowicz2016jumps",1597 "doi": "10.1287/mnsc.2015.2234",1598 "bib_title": "Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News",1599 "bib_year": "2016",1600 "bib_journal": "Management Science",1601 "cr_title": "Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News",1602 "cr_journal": "Management Science",1603 "cr_year_issued": 2016,1604 "cr_year_print": 2016,1605 "cr_authors": [1606 "Bajgrowicz",1607 "Scaillet",1608 "Treccani"1609 ],1610 "cr_volume": "62",1611 "cr_issue": "8",1612 "cr_page": "2198-2217",1613 "cr_doi": "10.1287/mnsc.2015.2234",1614 "bib_volume": "62",1615 "bib_number": "8",1616 "bib_pages": "2198--2217",1617 "title_sim": 1.0,1618 "first_author_ok": true,1619 "year_ok": true,1620 "status": "OK"1621 },1622 {1623 "key": "christensen2014fact",1624 "doi": "10.1016/j.jfineco.2014.07.007",1625 "bib_title": "Fact or Friction: Jumps at Ultra High Frequency",1626 "bib_year": "2014",1627 "bib_journal": "Journal of Financial Economics",1628 "cr_title": "Fact or friction: Jumps at ultra high frequency",1629 "cr_journal": "Journal of Financial Economics",1630 "cr_year_issued": 2014,1631 "cr_year_print": 2014,1632 "cr_authors": [1633 "Christensen",1634 "Oomen",1635 "Podolskij"1636 ],1637 "cr_volume": "114",1638 "cr_issue": "3",1639 "cr_page": "576-599",1640 "cr_doi": "10.1016/j.jfineco.2014.07.007",1641 "bib_volume": "114",1642 "bib_number": "3",1643 "bib_pages": "576--599",1644 "title_sim": 1.0,1645 "first_author_ok": true,1646 "year_ok": true,1647 "status": "OK"1648 },1649 {1650 "key": "brogaard2018high",1651 "doi": "10.1016/j.jfineco.2018.02.002",1652 "bib_title": "High Frequency Trading and Extreme Price Movements",1653 "bib_year": "2018",1654 "bib_journal": "Journal of Financial Economics",1655 "cr_title": "High frequency trading and extreme price movements",1656 "cr_journal": "Journal of Financial Economics",1657 "cr_year_issued": 2018,1658 "cr_year_print": 2018,1659 "cr_authors": [1660 "Brogaard",1661 "Carrion",1662 "Moyaert",1663 "Riordan",1664 "Shkilko",1665 "Sokolov"1666 ],1667 "cr_volume": "128",1668 "cr_issue": "2",1669 "cr_page": "253-265",1670 "cr_doi": "10.1016/j.jfineco.2018.02.002",1671 "bib_volume": "128",1672 "bib_number": "2",1673 "bib_pages": "253--265",1674 "title_sim": 1.0,1675 "first_author_ok": true,1676 "year_ok": true,1677 "status": "OK"1678 },1679 {1680 "key": "menkveld2019flash",1681 "doi": "10.1287/mnsc.2018.3040",1682 "bib_title": "The Flash Crash: A Cautionary Tale About Highly Fragmented Markets",1683 "bib_year": "2019",1684 "bib_journal": "Management Science",1685 "cr_title": "The Flash Crash: A Cautionary Tale About Highly Fragmented Markets",1686 "cr_journal": "Management Science",1687 "cr_year_issued": 2019,1688 "cr_year_print": 2019,1689 "cr_authors": [1690 "Menkveld",1691 "Yueshen"1692 ],1693 "cr_volume": "65",1694 "cr_issue": "10",1695 "cr_page": "4470-4488",1696 "cr_doi": "10.1287/mnsc.2018.3040",1697 "bib_volume": "65",1698 "bib_number": "10",1699 "bib_pages": "4470--4488",1700 "title_sim": 1.0,1701 "first_author_ok": true,1702 "year_ok": true,1703 "status": "OK"1704 },1705 {1706 "key": "andersen2003micro",1707 "doi": "10.1257/000282803321455151",1708 "bib_title": "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange",1709 "bib_year": "2003",1710 "bib_journal": "American Economic Review",1711 "cr_title": "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange",1712 "cr_journal": "American Economic Review",1713 "cr_year_issued": 2003,1714 "cr_year_print": 2003,1715 "cr_authors": [1716 "Anderson",1717 "Bollerslev",1718 "Diebold",1719 "Vega"1720 ],1721 "cr_volume": "93",1722 "cr_issue": "1",1723 "cr_page": "38-62",1724 "cr_doi": "10.1257/000282803321455151",1725 "bib_volume": "93",1726 "bib_number": "1",1727 "bib_pages": "38--62",1728 "title_sim": 1.0,1729 "first_author_ok": false,1730 "year_ok": true,1731 "status": "CHECK"1732 },1733 {1734 "key": "andersen2007real",1735 "doi": "10.1016/j.jinteco.2007.02.004",1736 "bib_title": "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets",1737 "bib_year": "2007",1738 "bib_journal": "Journal of International Economics",1739 "cr_title": "Real-time price discovery in global stock, bond and foreign exchange markets",1740 "cr_journal": "Journal of International Economics",1741 "cr_year_issued": 2007,1742 "cr_year_print": 2007,1743 "cr_authors": [1744 "Andersen",1745 "Bollerslev",1746 "Diebold",1747 "Vega"1748 ],1749 "cr_volume": "73",1750 "cr_issue": "2",1751 "cr_page": "251-277",1752 "cr_doi": "10.1016/j.jinteco.2007.02.004",1753 "bib_volume": "73",1754 "bib_number": "2",1755 "bib_pages": "251--277",1756 "title_sim": 1.0,1757 "first_author_ok": true,1758 "year_ok": true,1759 "status": "OK"1760 },1761 {1762 "key": "lucca2015pre",1763 "doi": "10.1111/jofi.12196",1764 "bib_title": "The Pre-{FOMC} Announcement Drift",1765 "bib_year": "2015",1766 "bib_journal": "Journal of Finance",1767 "cr_title": "The Pre\u2010FOMC Announcement Drift",1768 "cr_journal": "The Journal of Finance",1769 "cr_year_issued": 2015,1770 "cr_year_print": 2015,1771 "cr_authors": [1772 "LUCCA",1773 "MOENCH"1774 ],1775 "cr_volume": "70",1776 "cr_issue": "1",1777 "cr_page": "329-371",1778 "cr_doi": "10.1111/jofi.12196",1779 "bib_volume": "70",1780 "bib_number": "1",1781 "bib_pages": "329--371",1782 "title_sim": 0.968,1783 "first_author_ok": true,1784 "year_ok": true,1785 "status": "OK"1786 },1787 {1788 "key": "savor2013how",1789 "doi": "10.1017/S002210901300015X",1790 "bib_title": "How Much Do Investors Care About Macroeconomic Risk? {E}vidence from Scheduled Economic Announcements",1791 "bib_year": "2013",1792 "bib_journal": "Journal of Financial and Quantitative Analysis",1793 "cr_title": "How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements",1794 "cr_journal": "Journal of Financial and Quantitative Analysis",1795 "cr_year_issued": 2013,1796 "cr_year_print": 2013,1797 "cr_authors": [1798 "Savor",1799 "Wilson"1800 ],1801 "cr_volume": "48",1802 "cr_issue": "2",1803 "cr_page": "343-375",1804 "cr_doi": "10.1017/s002210901300015x",1805 "bib_volume": "48",1806 "bib_number": "2",1807 "bib_pages": "343--375",1808 "title_sim": 1.0,1809 "first_author_ok": true,1810 "year_ok": true,1811 "status": "OK"1812 },1813 {1814 "key": "engle1990meteor",1815 "doi": "10.2307/2938189",1816 "bib_title": "Meteor Showers or Heat Waves? {H}eteroskedastic Intra-Daily Volatility in the Foreign Exchange Market",1817 "bib_year": "1990",1818 "bib_journal": "Econometrica",1819 "cr_title": "Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market",1820 "cr_journal": "Econometrica",1821 "cr_year_issued": 1990,1822 "cr_year_print": 1990,1823 "cr_authors": [1824 "Engle",1825 "Ito",1826 "Lin"1827 ],1828 "cr_volume": "58",1829 "cr_issue": "3",1830 "cr_page": "525",1831 "cr_doi": "10.2307/2938189",1832 "bib_volume": "58",1833 "bib_number": "3",1834 "bib_pages": "525--542",1835 "title_sim": 1.0,1836 "first_author_ok": true,1837 "year_ok": true,1838 "status": "OK"1839 },1840 {1841 "key": "king1990transmission",1842 "doi": "10.1093/rfs/3.1.5",1843 "bib_title": "Transmission of Volatility between Stock Markets",1844 "bib_year": "1990",1845 "bib_journal": "Review of Financial Studies",1846 "cr_title": "Transmission of Volatility between Stock Markets",1847 "cr_journal": "Review of Financial Studies",1848 "cr_year_issued": 1990,1849 "cr_year_print": 1990,1850 "cr_authors": [1851 "King",1852 "Wadhwani"1853 ],1854 "cr_volume": "3",1855 "cr_issue": "1",1856 "cr_page": "5-33",1857 "cr_doi": "10.1093/rfs/3.1.5",1858 "bib_volume": "3",1859 "bib_number": "1",1860 "bib_pages": "5--33",1861 "title_sim": 1.0,1862 "first_author_ok": true,1863 "year_ok": true,1864 "status": "OK"1865 },1866 {1867 "key": "hamao1990correlations",1868 "doi": "10.1093/rfs/3.2.281",1869 "bib_title": "Correlations in Price Changes and Volatility across International Stock Markets",1870 "bib_year": "1990",1871 "bib_journal": "Review of Financial Studies",1872 "cr_title": "Correlations in Price Changes and Volatility across International Stock Markets",1873 "cr_journal": "Review of Financial Studies",1874 "cr_year_issued": 1990,1875 "cr_year_print": 1990,1876 "cr_authors": [1877 "Hamao",1878 "Masulis",1879 "Ng"1880 ],1881 "cr_volume": "3",1882 "cr_issue": "2",1883 "cr_page": "281-307",1884 "cr_doi": "10.1093/rfs/3.2.281",1885 "bib_volume": "3",1886 "bib_number": "2",1887 "bib_pages": "281--307",1888 "title_sim": 1.0,1889 "first_author_ok": true,1890 "year_ok": true,1891 "status": "OK"1892 },1893 {1894 "key": "cohen2008economic",1895 "doi": "10.1111/j.1540-6261.2008.01379.x",1896 "bib_title": "Economic Links and Predictable Returns",1897 "bib_year": "2008",1898 "bib_journal": "Journal of Finance",1899 "cr_title": "Economic Links and Predictable Returns",1900 "cr_journal": "The Journal of Finance",1901 "cr_year_issued": 2008,1902 "cr_year_print": 2008,1903 "cr_authors": [1904 "COHEN",1905 "FRAZZINI"1906 ],1907 "cr_volume": "63",1908 "cr_issue": "4",1909 "cr_page": "1977-2011",1910 "cr_doi": "10.1111/j.1540-6261.2008.01379.x",1911 "bib_volume": "63",1912 "bib_number": "4",1913 "bib_pages": "1977--2011",1914 "title_sim": 1.0,1915 "first_author_ok": true,1916 "year_ok": true,1917 "status": "OK"1918 },1919 {1920 "key": "menzly2010market",1921 "doi": "10.1111/j.1540-6261.2010.01578.x",1922 "bib_title": "Market Segmentation and Cross-Predictability of Returns",1923 "bib_year": "2010",1924 "bib_journal": "Journal of Finance",1925 "cr_title": "Market Segmentation and Cross\u2010predictability of Returns",1926 "cr_journal": "The Journal of Finance",1927 "cr_year_issued": 2010,1928 "cr_year_print": 2010,1929 "cr_authors": [1930 "MENZLY",1931 "OZBAS"1932 ],1933 "cr_volume": "65",1934 "cr_issue": "4",1935 "cr_page": "1555-1580",1936 "cr_doi": "10.1111/j.1540-6261.2010.01578.x",1937 "bib_volume": "65",1938 "bib_number": "4",1939 "bib_pages": "1555--1580",1940 "title_sim": 0.982,1941 "first_author_ok": true,1942 "year_ok": true,1943 "status": "OK"1944 },1945 {1946 "key": "barrot2016input",1947 "doi": "10.1093/qje/qjw018",1948 "bib_title": "Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks",1949 "bib_year": "2016",1950 "bib_journal": "Quarterly Journal of Economics",1951 "cr_title": "Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks\n*",1952 "cr_journal": "The Quarterly Journal of Economics",1953 "cr_year_issued": 2016,1954 "cr_year_print": 2016,1955 "cr_authors": [1956 "Barrot",1957 "Sauvagnat"1958 ],1959 "cr_volume": "131",1960 "cr_issue": "3",1961 "cr_page": "1543-1592",1962 "cr_doi": "10.1093/qje/qjw018",1963 "bib_volume": "131",1964 "bib_number": "3",1965 "bib_pages": "1543--1592",1966 "title_sim": 0.988,1967 "first_author_ok": true,1968 "year_ok": true,1969 "status": "OK"1970 },1971 {1972 "key": "herskovic2018networks",1973 "doi": "10.1111/jofi.12684",1974 "bib_title": "Networks in Production: Asset Pricing Implications",1975 "bib_year": "2018",1976 "bib_journal": "Journal of Finance",1977 "cr_title": "Networks in Production: Asset Pricing Implications",1978 "cr_journal": "The Journal of Finance",1979 "cr_year_issued": 2018,1980 "cr_year_print": 2018,1981 "cr_authors": [1982 "HERSKOVIC"1983 ],1984 "cr_volume": "73",1985 "cr_issue": "4",1986 "cr_page": "1785-1818",1987 "cr_doi": "10.1111/jofi.12684",1988 "bib_volume": "73",1989 "bib_number": "4",1990 "bib_pages": "1785--1818",1991 "title_sim": 1.0,1992 "first_author_ok": true,1993 "year_ok": true,1994 "status": "OK"1995 },1996 {1997 "key": "chinco2019sparse",1998 "doi": "10.1111/jofi.12733",1999 "bib_title": "Sparse Signals in the Cross-Section of Returns",2000 "bib_year": "2019",2001 "bib_journal": "Journal of Finance",2002 "cr_title": "Sparse Signals in the Cross\u2010Section of Returns",2003 "cr_journal": "The Journal of Finance",2004 "cr_year_issued": 2018,2005 "cr_year_print": 2019,2006 "cr_authors": [2007 "CHINCO",2008 "CLARK\u2010JOSEPH",2009 "YE"2010 ],2011 "cr_volume": "74",2012 "cr_issue": "1",2013 "cr_page": "449-492",2014 "cr_doi": "10.1111/jofi.12733",2015 "bib_volume": "74",2016 "bib_number": "1",2017 "bib_pages": "449--492",2018 "title_sim": 0.978,2019 "first_author_ok": true,2020 "year_ok": true,2021 "status": "OK"2022 },2023 {2024 "key": "huth2014high",2025 "doi": "10.1016/j.jempfin.2014.01.003",2026 "bib_title": "High Frequency Lead/lag Relationships --- Empirical Facts",2027 "bib_year": "2014",2028 "bib_journal": "Journal of Empirical Finance",2029 "cr_title": "High frequency lead/lag relationships \u2014 Empirical facts",2030 "cr_journal": "Journal of Empirical Finance",2031 "cr_year_issued": 2014,2032 "cr_year_print": 2014,2033 "cr_authors": [2034 "Huth",2035 "Abergel"2036 ],2037 "cr_volume": "26",2038 "cr_issue": null,2039 "cr_page": "41-58",2040 "cr_doi": "10.1016/j.jempfin.2014.01.003",2041 "bib_volume": "26",2042 "bib_number": "",2043 "bib_pages": "41--58",2044 "title_sim": 0.964,2045 "first_author_ok": true,2046 "year_ok": true,2047 "status": "OK"2048 },2049 {2050 "key": "hameed2010stock",2051 "doi": "10.1111/j.1540-6261.2009.01529.x",2052 "bib_title": "Stock Market Declines and Liquidity",2053 "bib_year": "2010",2054 "bib_journal": "Journal of Finance",2055 "cr_title": "Stock Market Declines and Liquidity",2056 "cr_journal": "The Journal of Finance",2057 "cr_year_issued": 2010,2058 "cr_year_print": 2010,2059 "cr_authors": [2060 "HAMEED",2061 "KANG",2062 "VISWANATHAN"2063 ],2064 "cr_volume": "65",2065 "cr_issue": "1",2066 "cr_page": "257-293",2067 "cr_doi": "10.1111/j.1540-6261.2009.01529.x",2068 "bib_volume": "65",2069 "bib_number": "1",2070 "bib_pages": "257--293",2071 "title_sim": 1.0,2072 "first_author_ok": true,2073 "year_ok": true,2074 "status": "OK"2075 },2076 {2077 "key": "nagel2012evaporating",2078 "doi": "10.1093/rfs/hhs066",2079 "bib_title": "Evaporating Liquidity",2080 "bib_year": "2012",2081 "bib_journal": "Review of Financial Studies",2082 "cr_title": "Evaporating Liquidity",2083 "cr_journal": "Review of Financial Studies",2084 "cr_year_issued": 2012,2085 "cr_year_print": 2012,2086 "cr_authors": [2087 "Nagel"2088 ],2089 "cr_volume": "25",2090 "cr_issue": "7",2091 "cr_page": "2005-2039",2092 "cr_doi": "10.1093/rfs/hhs066",2093 "bib_volume": "25",2094 "bib_number": "7",2095 "bib_pages": "2005--2039",2096 "title_sim": 1.0,2097 "first_author_ok": true,2098 "year_ok": true,2099 "status": "OK"2100 },2101 {2102 "key": "comertonforde2010time",2103 "doi": "10.1111/j.1540-6261.2009.01530.x",2104 "bib_title": "Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues",2105 "bib_year": "2010",2106 "bib_journal": "Journal of Finance",2107 "cr_title": "Time Variation in Liquidity: The Role of Market\u2010Maker Inventories and Revenues",2108 "cr_journal": "The Journal of Finance",2109 "cr_year_issued": 2010,2110 "cr_year_print": 2010,2111 "cr_authors": [2112 "COMERTON\u2010FORDE",2113 "HENDERSHOTT",2114 "JONES",2115 "MOULTON",2116 "SEASHOLES"2117 ],2118 "cr_volume": "65",2119 "cr_issue": "1",2120 "cr_page": "295-331",2121 "cr_doi": "10.1111/j.1540-6261.2009.01530.x",2122 "bib_volume": "65",2123 "bib_number": "1",2124 "bib_pages": "295--331",2125 "title_sim": 0.987,2126 "first_author_ok": false,2127 "year_ok": true,2128 "status": "CHECK"2129 },2130 {2131 "key": "coughenour2004common",2132 "doi": "10.1016/j.jfineco.2003.05.006",2133 "bib_title": "Common Market Makers and Commonality in Liquidity",2134 "bib_year": "2004",2135 "bib_journal": "Journal of Financial Economics",2136 "cr_title": "Common market makers and commonality in liquidity",2137 "cr_journal": "Journal of Financial Economics",2138 "cr_year_issued": 2004,2139 "cr_year_print": 2004,2140 "cr_authors": [2141 "Coughenour",2142 "Saad"2143 ],2144 "cr_volume": "73",2145 "cr_issue": "1",2146 "cr_page": "37-69",2147 "cr_doi": "10.1016/j.jfineco.2003.05.006",2148 "bib_volume": "73",2149 "bib_number": "1",2150 "bib_pages": "37--69",2151 "title_sim": 1.0,2152 "first_author_ok": true,2153 "year_ok": true,2154 "status": "OK"2155 },2156 {2157 "key": "andrade2008trading",2158 "doi": "10.1016/j.jfineco.2007.04.005",2159 "bib_title": "Trading Imbalances, Predictable Reversals, and Cross-Stock Price Pressure",2160 "bib_year": "2008",2161 "bib_journal": "Journal of Financial Economics",2162 "cr_title": "Trading imbalances, predictable reversals, and cross-stock price pressure",2163 "cr_journal": "Journal of Financial Economics",2164 "cr_year_issued": 2008,2165 "cr_year_print": 2008,2166 "cr_authors": [2167 "Andrade",2168 "Chang",2169 "Seasholes"2170 ],2171 "cr_volume": "88",2172 "cr_issue": "2",2173 "cr_page": "406-423",2174 "cr_doi": "10.1016/j.jfineco.2007.04.005",2175 "bib_volume": "88",2176 "bib_number": "2",2177 "bib_pages": "406--423",2178 "title_sim": 1.0,2179 "first_author_ok": true,2180 "year_ok": true,2181 "status": "OK"2182 },2183 {2184 "key": "hasbrouck1991measuring",2185 "doi": "10.1111/j.1540-6261.1991.tb03749.x",2186 "bib_title": "Measuring the Information Content of Stock Trades",2187 "bib_year": "1991",2188 "bib_journal": "Journal of Finance",2189 "cr_title": "Measuring the Information Content of Stock Trades",2190 "cr_journal": "The Journal of Finance",2191 "cr_year_issued": 1991,2192 "cr_year_print": 1991,2193 "cr_authors": [2194 "HASBROUCK"2195 ],2196 "cr_volume": "46",2197 "cr_issue": "1",2198 "cr_page": "179-207",2199 "cr_doi": "10.1111/j.1540-6261.1991.tb03749.x",2200 "bib_volume": "46",2201 "bib_number": "1",2202 "bib_pages": "179--207",2203 "title_sim": 1.0,2204 "first_author_ok": true,2205 "year_ok": true,2206 "status": "OK"2207 },2208 {2209 "key": "boudt2014intraday",2210 "doi": "10.1016/j.finmar.2013.05.004",2211 "bib_title": "Intraday Liquidity Dynamics and News Releases around Price Jumps: Evidence from the {DJIA} Stocks",2212 "bib_year": "2014",2213 "bib_journal": "Journal of Financial Markets",2214 "cr_title": "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks",2215 "cr_journal": "Journal of Financial Markets",2216 "cr_year_issued": 2014,2217 "cr_year_print": 2014,2218 "cr_authors": [2219 "Boudt",2220 "Petitjean"2221 ],2222 "cr_volume": "17",2223 "cr_issue": null,2224 "cr_page": "121-149",2225 "cr_doi": "10.1016/j.finmar.2013.05.004",2226 "bib_volume": "17",2227 "bib_number": "",2228 "bib_pages": "121--149",2229 "title_sim": 1.0,2230 "first_author_ok": true,2231 "year_ok": true,2232 "status": "OK"2233 },2234 {2235 "key": "bollerslev2011tails",2236 "doi": "10.1111/j.1540-6261.2011.01695.x",2237 "bib_title": "Tails, Fears, and Risk Premia",2238 "bib_year": "2011",2239 "bib_journal": "Journal of Finance",2240 "cr_title": "Tails, Fears, and Risk Premia",2241 "cr_journal": "The Journal of Finance",2242 "cr_year_issued": 2011,2243 "cr_year_print": 2011,2244 "cr_authors": [2245 "BOLLERSLEV",2246 "TODOROV"2247 ],2248 "cr_volume": "66",2249 "cr_issue": "6",2250 "cr_page": "2165-2211",2251 "cr_doi": "10.1111/j.1540-6261.2011.01695.x",2252 "bib_volume": "66",2253 "bib_number": "6",2254 "bib_pages": "2165--2211",2255 "title_sim": 1.0,2256 "first_author_ok": true,2257 "year_ok": true,2258 "status": "OK"2259 },2260 {2261 "key": "bollerslev2016roughing",2262 "doi": "10.1016/j.jfineco.2016.02.001",2263 "bib_title": "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns",2264 "bib_year": "2016",2265 "bib_journal": "Journal of Financial Economics",2266 "cr_title": "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns",2267 "cr_journal": "Journal of Financial Economics",2268 "cr_year_issued": 2016,2269 "cr_year_print": 2016,2270 "cr_authors": [2271 "Bollerslev",2272 "Li",2273 "Todorov"2274 ],2275 "cr_volume": "120",2276 "cr_issue": "3",2277 "cr_page": "464-490",2278 "cr_doi": "10.1016/j.jfineco.2016.02.001",2279 "bib_volume": "120",2280 "bib_number": "3",2281 "bib_pages": "464--490",2282 "title_sim": 1.0,2283 "first_author_ok": true,2284 "year_ok": true,2285 "status": "OK"2286 },2287 {2288 "key": "pelger2020understanding",2289 "doi": "10.1111/jofi.12898",2290 "bib_title": "Understanding Systematic Risk: A High-Frequency Approach",2291 "bib_year": "2020",2292 "bib_journal": "Journal of Finance",2293 "cr_title": "Understanding Systematic Risk: A High\u2010Frequency Approach",2294 "cr_journal": "The Journal of Finance",2295 "cr_year_issued": 2020,2296 "cr_year_print": 2020,2297 "cr_authors": [2298 "PELGER"2299 ],2300 "cr_volume": "75",2301 "cr_issue": "4",2302 "cr_page": "2179-2220",2303 "cr_doi": "10.1111/jofi.12898",2304 "bib_volume": "75",2305 "bib_number": "4",2306 "bib_pages": "2179--2220",2307 "title_sim": 0.982,2308 "first_author_ok": true,2309 "year_ok": true,2310 "status": "OK"2311 },2312 {2313 "key": "aitsahalia2019principal",2314 "doi": "10.1080/01621459.2017.1401542",2315 "bib_title": "Principal Component Analysis of High-Frequency Data",2316 "bib_year": "2019",2317 "bib_journal": "Journal of the American Statistical Association",2318 "cr_title": "Principal Component Analysis of High-Frequency Data",2319 "cr_journal": "Journal of the American Statistical Association",2320 "cr_year_issued": 2018,2321 "cr_year_print": 2019,2322 "cr_authors": [2323 "A\u00eft-Sahalia",2324 "Xiu"2325 ],2326 "cr_volume": "114",2327 "cr_issue": "525",2328 "cr_page": "287-303",2329 "cr_doi": "10.1080/01621459.2017.1401542",2330 "bib_volume": "114",2331 "bib_number": "525",2332 "bib_pages": "287--303",2333 "title_sim": 1.0,2334 "first_author_ok": false,2335 "year_ok": true,2336 "status": "CHECK"2337 },2338 {2339 "key": "sirignano2019universal",2340 "doi": "10.1080/14697688.2019.1622295",2341 "bib_title": "Universal features of price formation in financial markets: perspectives from deep learning",2342 "bib_year": "2019",2343 "bib_journal": "Quantitative Finance",2344 "cr_title": "Universal features of price formation in financial markets: perspectives from deep learning",2345 "cr_journal": "Quantitative Finance",2346 "cr_year_issued": 2019,2347 "cr_year_print": 2019,2348 "cr_authors": [2349 "Sirignano",2350 "Cont"2351 ],2352 "cr_volume": "19",2353 "cr_issue": "9",2354 "cr_page": "1449-1459",2355 "cr_doi": "10.1080/14697688.2019.1622295",2356 "bib_volume": "19",2357 "bib_number": "9",2358 "bib_pages": "1449--1459",2359 "title_sim": 1.0,2360 "first_author_ok": true,2361 "year_ok": true,2362 "status": "OK"2363 },2364 {2365 "key": "easley2021microstructure",2366 "doi": "10.1093/rfs/hhaa078",2367 "bib_title": "Microstructure in the Machine Age",2368 "bib_year": "2021",2369 "bib_journal": "Review of Financial Studies",2370 "cr_title": "Microstructure in the Machine Age",2371 "cr_journal": "The Review of Financial Studies",2372 "cr_year_issued": 2020,2373 "cr_year_print": 2021,2374 "cr_authors": [2375 "Easley",2376 "L\u00f3pez de Prado",2377 "O\u2019Hara",2378 "Zhang"2379 ],2380 "cr_volume": "34",2381 "cr_issue": "7",2382 "cr_page": "3316-3363",2383 "cr_doi": "10.1093/rfs/hhaa078",2384 "bib_volume": "34",2385 "bib_number": "7",2386 "bib_pages": "3316--3363",2387 "title_sim": 1.0,2388 "first_author_ok": true,2389 "year_ok": true,2390 "status": "OK"2391 },2392 {2393 "key": "baltussen2019indexing",2394 "doi": "10.1016/j.jfineco.2018.07.016",2395 "bib_title": "Indexing and stock market serial dependence around the world",2396 "bib_year": "2019",2397 "bib_journal": "Journal of Financial Economics",2398 "cr_title": "Indexing and stock market serial dependence around the world",2399 "cr_journal": "Journal of Financial Economics",2400 "cr_year_issued": 2019,2401 "cr_year_print": 2019,2402 "cr_authors": [2403 "Baltussen",2404 "van Bekkum",2405 "Da"2406 ],2407 "cr_volume": "132",2408 "cr_issue": "1",2409 "cr_page": "26-48",2410 "cr_doi": "10.1016/j.jfineco.2018.07.016",2411 "bib_volume": "132",2412 "bib_number": "1",2413 "bib_pages": "26--48",2414 "title_sim": 1.0,2415 "first_author_ok": true,2416 "year_ok": true,2417 "status": "OK"2418 },2419 {2420 "key": "da2018exchange",2421 "doi": "10.1111/eufm.12137",2422 "bib_title": "Exchange traded funds and asset return correlations",2423 "bib_year": "2018",2424 "bib_journal": "European Financial Management",2425 "cr_title": "Exchange traded funds and asset return correlations",2426 "cr_journal": "European Financial Management",2427 "cr_year_issued": 2017,2428 "cr_year_print": 2018,2429 "cr_authors": [2430 "Da",2431 "Shive"2432 ],2433 "cr_volume": "24",2434 "cr_issue": "1",2435 "cr_page": "136-168",2436 "cr_doi": "10.1111/eufm.12137",2437 "bib_volume": "24",2438 "bib_number": "1",2439 "bib_pages": "136--168",2440 "title_sim": 1.0,2441 "first_author_ok": true,2442 "year_ok": true,2443 "status": "OK"2444 },2445 {2446 "key": "israeli2017dark",2447 "doi": "10.1007/s11142-017-9400-8",2448 "bib_title": "Is there a dark side to exchange traded funds? An information perspective",2449 "bib_year": "2017",2450 "bib_journal": "Review of Accounting Studies",2451 "cr_title": "Is there a dark side to exchange traded funds? An information perspective",2452 "cr_journal": "Review of Accounting Studies",2453 "cr_year_issued": 2017,2454 "cr_year_print": 2017,2455 "cr_authors": [2456 "Israeli",2457 "Lee",2458 "Sridharan"2459 ],2460 "cr_volume": "22",2461 "cr_issue": "3",2462 "cr_page": "1048-1083",2463 "cr_doi": "10.1007/s11142-017-9400-8",2464 "bib_volume": "22",2465 "bib_number": "3",2466 "bib_pages": "1048--1083",2467 "title_sim": 1.0,2468 "first_author_ok": true,2469 "year_ok": true,2470 "status": "OK"2471 },2472 {2473 "key": "glosten2021etf",2474 "doi": "10.1287/mnsc.2019.3427",2475 "bib_title": "{ETF} Activity and Informational Efficiency of Underlying Securities",2476 "bib_year": "2021",2477 "bib_journal": "Management Science",2478 "cr_title": "ETF Activity and Informational Efficiency of Underlying Securities",2479 "cr_journal": "Management Science",2480 "cr_year_issued": 2021,2481 "cr_year_print": 2021,2482 "cr_authors": [2483 "Glosten",2484 "Nallareddy",2485 "Zou"2486 ],2487 "cr_volume": "67",2488 "cr_issue": "1",2489 "cr_page": "22-47",2490 "cr_doi": "10.1287/mnsc.2019.3427",2491 "bib_volume": "67",2492 "bib_number": "1",2493 "bib_pages": "22--47",2494 "title_sim": 1.0,2495 "first_author_ok": true,2496 "year_ok": true,2497 "status": "OK"2498 },2499 {2500 "key": "coles2022index",2501 "doi": "10.1016/j.jfineco.2022.05.007",2502 "bib_title": "On index investing",2503 "bib_year": "2022",2504 "bib_journal": "Journal of Financial Economics",2505 "cr_title": "On index investing",2506 "cr_journal": "Journal of Financial Economics",2507 "cr_year_issued": 2022,2508 "cr_year_print": 2022,2509 "cr_authors": [2510 "Coles",2511 "Heath",2512 "Ringgenberg"2513 ],2514 "cr_volume": "145",2515 "cr_issue": "3",2516 "cr_page": "665-683",2517 "cr_doi": "10.1016/j.jfineco.2022.05.007",2518 "bib_volume": "145",2519 "bib_number": "3",2520 "bib_pages": "665--683",2521 "title_sim": 1.0,2522 "first_author_ok": true,2523 "year_ok": true,2524 "status": "OK"2525 },2526 {2527 "key": "bollerslev2020realized",2528 "doi": "10.3982/ecta17056",2529 "bib_title": "Realized Semicovariances",2530 "bib_year": "2020",2531 "bib_journal": "Econometrica",2532 "cr_title": "Realized Semicovariances",2533 "cr_journal": "Econometrica",2534 "cr_year_issued": 2020,2535 "cr_year_print": null,2536 "cr_authors": [2537 "Bollerslev",2538 "Li",2539 "Patton",2540 "Quaedvlieg"2541 ],2542 "cr_volume": "88",2543 "cr_issue": "4",2544 "cr_page": "1515-1551",2545 "cr_doi": "10.3982/ecta17056",2546 "bib_volume": "88",2547 "bib_number": "4",2548 "bib_pages": "1515--1551",2549 "title_sim": 1.0,2550 "first_author_ok": true,2551 "year_ok": true,2552 "status": "OK"2553 },2554 {2555 "key": "biais2015equilibrium",2556 "doi": "10.1016/j.jfineco.2015.03.004",2557 "bib_title": "Equilibrium fast trading",2558 "bib_year": "2015",2559 "bib_journal": "Journal of Financial Economics",2560 "cr_title": "Equilibrium fast trading",2561 "cr_journal": "Journal of Financial Economics",2562 "cr_year_issued": 2015,2563 "cr_year_print": 2015,2564 "cr_authors": [2565 "Biais",2566 "Foucault",2567 "Moinas"2568 ],2569 "cr_volume": "116",2570 "cr_issue": "2",2571 "cr_page": "292-313",2572 "cr_doi": "10.1016/j.jfineco.2015.03.004",2573 "bib_volume": "116",2574 "bib_number": "2",2575 "bib_pages": "292--313",2576 "title_sim": 1.0,2577 "first_author_ok": true,2578 "year_ok": true,2579 "status": "OK"2580 },2581 {2582 "key": "foucault2016news",2583 "doi": "10.1111/jofi.12302",2584 "bib_title": "News Trading and Speed",2585 "bib_year": "2016",2586 "bib_journal": "Journal of Finance",2587 "cr_title": "News Trading and Speed",2588 "cr_journal": "The Journal of Finance",2589 "cr_year_issued": 2016,2590 "cr_year_print": 2016,2591 "cr_authors": [2592 "FOUCAULT",2593 "HOMBERT",2594 "RO\u015eU"2595 ],2596 "cr_volume": "71",2597 "cr_issue": "1",2598 "cr_page": "335-382",2599 "cr_doi": "10.1111/jofi.12302",2600 "bib_volume": "71",2601 "bib_number": "1",2602 "bib_pages": "335--382",2603 "title_sim": 1.0,2604 "first_author_ok": false,2605 "year_ok": true,2606 "status": "CHECK"2607 },2608 {2609 "key": "foucault2017toxic",2610 "doi": "10.1093/rfs/hhw103",2611 "bib_title": "Toxic Arbitrage",2612 "bib_year": "2017",2613 "bib_journal": "Review of Financial Studies",2614 "cr_title": "Toxic Arbitrage",2615 "cr_journal": "The Review of Financial Studies",2616 "cr_year_issued": 2016,2617 "cr_year_print": 2017,2618 "cr_authors": [2619 "Foucault",2620 "Kozhan",2621 "Tham"2622 ],2623 "cr_volume": "30",2624 "cr_issue": "4",2625 "cr_page": "1053-1094",2626 "cr_doi": "10.1093/rfs/hhw103",2627 "bib_volume": "30",2628 "bib_number": "4",2629 "bib_pages": "1053--1094",2630 "title_sim": 1.0,2631 "first_author_ok": true,2632 "year_ok": true,2633 "status": "OK"2634 },2635 {2636 "key": "aquilina2022quantifying",2637 "doi": "10.1093/qje/qjab032",2638 "bib_title": "Quantifying the High-Frequency Trading ``Arms Race''",2639 "bib_year": "2022",2640 "bib_journal": "Quarterly Journal of Economics",2641 "cr_title": "Quantifying the High-Frequency Trading \u201cArms Race\u201d",2642 "cr_journal": "The Quarterly Journal of Economics",2643 "cr_year_issued": 2021,2644 "cr_year_print": 2021,2645 "cr_authors": [2646 "Aquilina",2647 "Budish",2648 "O\u2019Neill"2649 ],2650 "cr_volume": "137",2651 "cr_issue": "1",2652 "cr_page": "493-564",2653 "cr_doi": "10.1093/qje/qjab032",2654 "bib_volume": "137",2655 "bib_number": "1",2656 "bib_pages": "493--564",2657 "title_sim": 0.98,2658 "first_author_ok": true,2659 "year_ok": false,2660 "status": "CHECK"2661 },2662 {2663 "key": "weller2018does",2664 "doi": "10.1093/rfs/hhx137",2665 "bib_title": "Does Algorithmic Trading Reduce Information Acquisition?",2666 "bib_year": "2018",2667 "bib_journal": "Review of Financial Studies",2668 "cr_title": "Does Algorithmic Trading Reduce Information Acquisition?",2669 "cr_journal": "The Review of Financial Studies",2670 "cr_year_issued": 2017,2671 "cr_year_print": 2018,2672 "cr_authors": [2673 "Weller"2674 ],2675 "cr_volume": "31",2676 "cr_issue": "6",2677 "cr_page": "2184-2226",2678 "cr_doi": "10.1093/rfs/hhx137",2679 "bib_volume": "31",2680 "bib_number": "6",2681 "bib_pages": "2184--2226",2682 "title_sim": 1.0,2683 "first_author_ok": true,2684 "year_ok": true,2685 "status": "OK"2686 },2687 {2688 "key": "vankervel2019high",2689 "doi": "10.1111/jofi.12759",2690 "bib_title": "High-Frequency Trading around Large Institutional Orders",2691 "bib_year": "2019",2692 "bib_journal": "Journal of Finance",2693 "cr_title": "High\u2010Frequency Trading around Large Institutional Orders",2694 "cr_journal": "The Journal of Finance",2695 "cr_year_issued": 2019,2696 "cr_year_print": 2019,2697 "cr_authors": [2698 "VAN KERVEL",2699 "MENKVELD"2700 ],2701 "cr_volume": "74",2702 "cr_issue": "3",2703 "cr_page": "1091-1137",2704 "cr_doi": "10.1111/jofi.12759",2705 "bib_volume": "74",2706 "bib_number": "3",2707 "bib_pages": "1091--1137",2708 "title_sim": 0.982,2709 "first_author_ok": true,2710 "year_ok": true,2711 "status": "OK"2712 },2713 {2714 "key": "chaboud2014rise",2715 "doi": "10.1111/jofi.12186",2716 "bib_title": "Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market",2717 "bib_year": "2014",2718 "bib_journal": "Journal of Finance",2719 "cr_title": "Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market",2720 "cr_journal": "The Journal of Finance",2721 "cr_year_issued": 2014,2722 "cr_year_print": 2014,2723 "cr_authors": [2724 "CHABOUD",2725 "CHIQUOINE",2726 "HJALMARSSON",2727 "VEGA"2728 ],2729 "cr_volume": "69",2730 "cr_issue": "5",2731 "cr_page": "2045-2084",2732 "cr_doi": "10.1111/jofi.12186",2733 "bib_volume": "69",2734 "bib_number": "5",2735 "bib_pages": "2045--2084",2736 "title_sim": 1.0,2737 "first_author_ok": true,2738 "year_ok": true,2739 "status": "OK"2740 },2741 {2742 "key": "menkveld2016economics",2743 "doi": "10.1146/annurev-financial-121415-033010",2744 "bib_title": "The Economics of High-Frequency Trading: Taking Stock",2745 "bib_year": "2016",2746 "bib_journal": "Annual Review of Financial Economics",2747 "cr_title": "The Economics of High-Frequency Trading: Taking Stock",2748 "cr_journal": "Annual Review of Financial Economics",2749 "cr_year_issued": 2016,2750 "cr_year_print": 2016,2751 "cr_authors": [2752 "Menkveld"2753 ],2754 "cr_volume": "8",2755 "cr_issue": "1",2756 "cr_page": "1-24",2757 "cr_doi": "10.1146/annurev-financial-121415-033010",2758 "bib_volume": "8",2759 "bib_number": "1",2760 "bib_pages": "1--24",2761 "title_sim": 1.0,2762 "first_author_ok": true,2763 "year_ok": true,2764 "status": "OK"2765 },2766 {2767 "key": "hendershott2011automation",2768 "doi": "10.1016/j.finmar.2011.02.003",2769 "bib_title": "Automation, speed, and stock market quality: The {NYSE}'s Hybrid",2770 "bib_year": "2011",2771 "bib_journal": "Journal of Financial Markets",2772 "cr_title": "Automation, speed, and stock market quality: The NYSE's Hybrid",2773 "cr_journal": "Journal of Financial Markets",2774 "cr_year_issued": 2011,2775 "cr_year_print": 2011,2776 "cr_authors": [2777 "Hendershott",2778 "Moulton"2779 ],2780 "cr_volume": "14",2781 "cr_issue": "4",2782 "cr_page": "568-604",2783 "cr_doi": "10.1016/j.finmar.2011.02.003",2784 "bib_volume": "14",2785 "bib_number": "4",2786 "bib_pages": "568--604",2787 "title_sim": 1.0,2788 "first_author_ok": true,2789 "year_ok": true,2790 "status": "OK"2791 },2792 {2793 "key": "ohara2011fragmentation",2794 "doi": "10.1016/j.jfineco.2011.02.006",2795 "bib_title": "Is market fragmentation harming market quality?",2796 "bib_year": "2011",2797 "bib_journal": "Journal of Financial Economics",2798 "cr_title": "Is market fragmentation harming market quality?",2799 "cr_journal": "Journal of Financial Economics",2800 "cr_year_issued": 2011,2801 "cr_year_print": 2011,2802 "cr_authors": [2803 "O'Hara",2804 "Ye"2805 ],2806 "cr_volume": "100",2807 "cr_issue": "3",2808 "cr_page": "459-474",2809 "cr_doi": "10.1016/j.jfineco.2011.02.006",2810 "bib_volume": "100",2811 "bib_number": "3",2812 "bib_pages": "459--474",2813 "title_sim": 1.0,2814 "first_author_ok": true,2815 "year_ok": true,2816 "status": "OK"2817 },2818 {2819 "key": "bessembinder2003trade",2820 "doi": "10.2307/4126742",2821 "bib_title": "Trade Execution Costs and Market Quality after Decimalization",2822 "bib_year": "2003",2823 "bib_journal": "Journal of Financial and Quantitative Analysis",2824 "cr_title": "Trade Execution Costs and Market Quality after Decimalization",2825 "cr_journal": "The Journal of Financial and Quantitative Analysis",2826 "cr_year_issued": 2003,2827 "cr_year_print": 2003,2828 "cr_authors": [2829 "Bessembinder"2830 ],2831 "cr_volume": "38",2832 "cr_issue": "4",2833 "cr_page": "747",2834 "cr_doi": "10.2307/4126742",2835 "bib_volume": "38",2836 "bib_number": "4",2837 "bib_pages": "747--777",2838 "title_sim": 1.0,2839 "first_author_ok": true,2840 "year_ok": true,2841 "status": "OK"2842 },2843 {2844 "key": "chordia2008liquidity",2845 "doi": "10.1016/j.jfineco.2007.03.005",2846 "bib_title": "Liquidity and market efficiency",2847 "bib_year": "2008",2848 "bib_journal": "Journal of Financial Economics",2849 "cr_title": "Liquidity and market efficiency\u2606",2850 "cr_journal": "Journal of Financial Economics",2851 "cr_year_issued": 2008,2852 "cr_year_print": 2008,2853 "cr_authors": [2854 "CHORDIA",2855 "ROLL",2856 "SUBRAHMANYAM"2857 ],2858 "cr_volume": "87",2859 "cr_issue": "2",2860 "cr_page": "249-268",2861 "cr_doi": "10.1016/j.jfineco.2007.03.005",2862 "bib_volume": "87",2863 "bib_number": "2",2864 "bib_pages": "249--268",2865 "title_sim": 0.984,2866 "first_author_ok": true,2867 "year_ok": true,2868 "status": "OK"2869 },2870 {2871 "key": "chordia2011recent",2872 "doi": "10.1016/j.jfineco.2011.03.008",2873 "bib_title": "Recent trends in trading activity and market quality",2874 "bib_year": "2011",2875 "bib_journal": "Journal of Financial Economics",2876 "cr_title": "Recent trends in trading activity and market quality",2877 "cr_journal": "Journal of Financial Economics",2878 "cr_year_issued": 2011,2879 "cr_year_print": 2011,2880 "cr_authors": [2881 "Chordia",2882 "Roll",2883 "Subrahmanyam"2884 ],2885 "cr_volume": "101",2886 "cr_issue": "2",2887 "cr_page": "243-263",2888 "cr_doi": "10.1016/j.jfineco.2011.03.008",2889 "bib_volume": "101",2890 "bib_number": "2",2891 "bib_pages": "243--263",2892 "title_sim": 1.0,2893 "first_author_ok": true,2894 "year_ok": true,2895 "status": "OK"2896 }2897]