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Information about:
Mark J. Ready

Personal Details | Affiliation | Works
This is information that was supplied by Mark Ready in registering through RePEc. If you are Mark J. Ready , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Mark
Middle Name: J.
Last Name: Ready
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RePEc Short-ID: pre215

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This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Recursive Impact Factor
  2. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

| Articles | Access and download statistics | Citations (if any)|
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Odders-White, Elizabeth R. & Ready, Mark J., 2008. "The probability and magnitude of information events," Journal of Financial Economics, Elsevier, vol. 87(1), pages 227-248, January. [Downloadable!] (restricted)

  2. He, Chen & Odders-White, Elizabeth & Ready, Mark J., 2006. "The impact of preferencing on execution quality," Journal of Financial Markets, Elsevier, vol. 9(3), pages 246-273, August. [Downloadable!] (restricted)

  3. Elizabeth R. Odders-White & Mark J. Ready, 2006. "Credit Ratings and Stock Liquidity," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(1), pages 119-157. [Downloadable!] (restricted)

  4. Hanna, J. Douglas & Ready, Mark J., 2005. "Profitable predictability in the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 78(3), pages 463-505, December. [Downloadable!] (restricted)

  5. Mark J Ready, 2002. "Profits from Technical Trading Rules," Financial Management, Financial Management Association, vol. 31(3), Fall.

  6. Ready, Mark J, 1999. "The Specialist's Discretion: Stopped Orders and Price Improvement," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(5), pages 1075-1112.

  7. Knez, Peter J & Ready, Mark J, 1997. " On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions," Journal of Finance, American Finance Association, vol. 52(4), pages 1355-82, September. [Downloadable!] (restricted)

  8. Knez, Peter J & Ready, Mark J, 1996. "Estimating the Profits from Trading Strategies," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 9(4), pages 1121-63. [Downloadable!] (restricted)

  9. Ready Mark J. & Ready Richard C., 1995. "Optimal Pricing of Depletable, Replaceable Resources: The Case of Landfill Tipping Fees," Journal of Environmental Economics and Management, Elsevier, vol. 28(3), pages 307-323, May. [Downloadable!] (restricted)

  10. Lee, Charles M C & Ready, Mark J & Seguin, Paul J, 1994. " Volume, Volatility, and New York Stock Exchange Trading Halts," Journal of Finance, American Finance Association, vol. 49(1), pages 183-214, March. [Downloadable!] (restricted)

  11. Lee, Charles M C & Mucklow, Belinda & Ready, Mark J, 1993. "Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 6(2), pages 345-74. [Downloadable!] (restricted)

  12. Lee, Charles M C & Ready, Mark J, 1991. " Inferring Trade Direction from Intraday Data," Journal of Finance, American Finance Association, vol. 46(2), pages 733-46, June. [Downloadable!] (restricted)

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This page was last updated on 2009-12-9.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.