• Article  

      Bulk volume classification and information detection 

      Panayides, Marios A.; Shohfi, Thomas D.; Smith, Jared D. (2019)
      Using European stock data from two different venues and time periods for which we can identify each trade's aggressor, we test the performance of the bulk volume classification (Easley et al. (2016)
    • Article  

      Common Ownership and Competition in Product Markets 

      Koch, Andrew M.; Panayides, Marios A.; Thomas, Shawn (2019)
      We investigate the relation between common institutional ownership of the firms in an industry and product market competition. We find that common ownership is neither robustly positively related with industry profitability ...