Mark Peterson

Mark Peterson

Southern Illinois University - Carbondale / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1648726
Southern Illinois University Carbondale
person_outline Mark Peterson's MOST POPULAR ARTICLES
1-) Analysis of intraday herding behavior among the sector ETFsKC Gleason, I Mathur, MA PetersonJournal of empirical Finance 11 (5), 681-694, 20043482004
2-) An analysis of trade-size clustering and its relation to stealth tradingGJ Alexander, MA PetersonJournal of Financial Economics 84 (2), 435-471, 20072052007
3-) The effect of price tests on trader behavior and market quality: An analysis of Reg SHOGJ Alexander, MA PetersonJournal of Financial Markets 11 (1), 84-111, 20081642008
4-) Evaluation of the biases in execution cost estimation using trade and quote dataM Peterson, E SirriJournal of Financial Markets 6 (3), 259-280, 20031372003
5-) Order preferencing and market quality on US equity exchangesMA Peterson, ER SirriThe Review of Financial Studies 16 (2), 385-415, 2003942003