Research Activities - Mark Peterson

Published papers

Alexander, Gordon J. and Mark A. Peterson, "The Effect of the Uptick Rule on Spreads, Depths, and Short Sale Prices," Journal of Trading, 2008, Vol 3 pp 38-44.

Alexander, Gordon J. and Mark A. Peterson, "The Effect of Price Tests on Trader Behavior and Market Quality: An Analysis of Reg SHO," Journal of Financial Markets, 2008, Vol 11/1 pp 84-111.

Alexander, Gordon J. and Mark A. Peterson, "An Analysis of Trade-Size Clustering and its Relationship to Stealth Trading," Journal of Financial Economics, 2007, Vol. 84, No. 2, 435-471.

Gleason, Kim, Ike Mathur, and Mark Peterson, "Analysis of Intraday Herding Behavior among the Sector ETFs," Journal of Empirical Finance, 2004, Vol. 11, No. 5, 681-694.

Alexander, Gordon J., Evren Ors, Mark Peterson, and Paul J. Seguin, "Margin Regulation and Market Quality: A Microstructure Analysis," Journal of Corporate Finance, 2004, Vol. 10, No. 4, 549-574.

Peterson, Mark A. and Erik R. Sirri, "Order Preferencing and Market Quality on U.S. Equity Exchanges," Review of Financial Studies, 2003, Vol. 16, 385-415.

Peterson, Mark A. and Erik R. Sirri, "Evaluation of the Biases in Execution Cost Estimation Using Trade and Quote Data," Journal of Financial Markets, 2003, Vol. 6, No. 3, 259-280.

Peterson, Mark A. and Erik R. Sirri, "Order Submission Strategy and the Curious Case of Marketable Limit Orders," Journal of Financial and Quantitative Analysis, 2002, Vol. 37, No. 2, 221-241.

Miles, James A. and Mark A. Peterson, "An Analysis of Nonunderwritten Rights Offers: The Case of Closed-end Funds," Journal of Financial Research, 2002, Vol. XXV, No. 2, 187-202.

Alexander, Gordon J. and Mark A. Peterson, "Implications of a Reduction in Tick Size on Short-Sell Order Execution," Journal of Financial Intermediation, 2002, v11 (1,Jan), 37-60.

Alexander, Gordon J. and Mark A. Peterson, "Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule," Journal of Financial Intermediation, 1999, v8 (1,Jan,Apr), 90-116.


Other publications

Peterson, Mark A., "Discussion of "Trading your neighbor's ETFs: Competition or fragmentation?" by Boehmer and Boehmer," Journal of Banking and Finance, 2003, v. 27, 1705-1709.




Research in progress
Margin Trading and Volatility
The Informativeness of Short Selling



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