Dr.James Upson

Associate Professor of Finance

Recent Publications

On This Page:

Working Papers

Berkshire Hathaway: A Tale of Two Stocks

Hidden Liquidity Inside the Spread

Published Papers - Academic Journals

Upson, James;  McInish, Thomas;  Wood, Robert;  2014.  The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders.  The Financial Review/Whiley

McInish, Thomas;  Upson, James;  2013.  The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage.  Wiley-Blackwell

Charkravarty, Sugato;  Jain, Pankaj;  Wood, Robert;  Upson, James;  2012.  Clean Sweep: Informed Trading Through Intermarket Sweep Orders.  Journal of Financal and Quantitative Analysis

McInish, Thomas;  Jiang, Christine;  Upson, James;  2009.  The Information Content of Trading Halts.  Journal of Financial Markets  12 (4), 703-726