Justin Cox

Justin Cox

Appalachian State University

H-index: 7

North America-United States

About Justin Cox

Justin Cox, With an exceptional h-index of 7 and a recent h-index of 7 (since 2020), a distinguished researcher at Appalachian State University, specializes in the field of Market Microstructure, Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Where does ex‐dividend trading occur: An examination of trading venues around dividends

Market structure and price clustering: Maker‐taker versus taker‐maker

Intraday variation in trading costs: Evidence from the TSPP

Daily short selling around reverse stock splits

COVID-19 and market structure dynamics

The Information Content of Retail Order Flow: Evidence from Fragmented Markets

The dark side of IPOs: Examining where and who trades in the IPO secondary market

Stock splits and retail trading

Justin Cox Information

University

Position

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Citations(all)

144

Citations(since 2020)

134

Cited By

35

hIndex(all)

7

hIndex(since 2020)

7

i10Index(all)

3

i10Index(since 2020)

3

Email

University Profile Page

Google Scholar

Justin Cox Skills & Research Interests

Market Microstructure

Finance

Top articles of Justin Cox

Where does ex‐dividend trading occur: An examination of trading venues around dividends

Financial Review

2024/2

Justin Cox
Justin Cox

H-Index: 3

Robert Van Ness
Robert Van Ness

H-Index: 20

Market structure and price clustering: Maker‐taker versus taker‐maker

Journal of Financial Research

2024/1/22

Intraday variation in trading costs: Evidence from the TSPP

Journal of Financial Research

2024/3/18

Daily short selling around reverse stock splits

Journal of Financial Markets

2023/9/1

COVID-19 and market structure dynamics

Journal of Banking & Finance

2023/2/1

Justin Cox
Justin Cox

H-Index: 3

The Information Content of Retail Order Flow: Evidence from Fragmented Markets

Available at SSRN 4466223

2023

Bidisha Chakrabarty
Bidisha Chakrabarty

H-Index: 12

Justin Cox
Justin Cox

H-Index: 3

The dark side of IPOs: Examining where and who trades in the IPO secondary market

Financial Management

2022/12

Stock splits and retail trading

Financial Review

2022/11

Settling down: T+ 2 settlement cycle and liquidity

European Financial Management

2022/11

Justin Cox
Justin Cox

H-Index: 3

Todd Griffith
Todd Griffith

H-Index: 6

The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange

Global Finance Journal

2022/8/1

Tick size pilot program and price discovery in US stock markets

Journal of Financial Markets

2022/6/1

Bidisha Chakrabarty
Bidisha Chakrabarty

H-Index: 12

Justin Cox
Justin Cox

H-Index: 3

Do IPO costs affect innovation?

Review of Financial Economics

2021/10

Justin Cox
Justin Cox

H-Index: 3

Wentao Wu
Wentao Wu

H-Index: 13

The predictive power of college football spreads: Regular season versus bowl games

Journal of Sports Economics

2021/4

Justin Cox
Justin Cox

H-Index: 3

ISO order imbalances and individual stock returns

Journal of Financial Research

2021/4

Justin Cox
Justin Cox

H-Index: 3

Does what happen in Vegas stay in Vegas? Football gambling and stock market activity

Journal of Economics and Finance

2020/10

Market fragmentation and post-earnings announcement drift

Journal of Economics and Finance

2020/7

Justin Cox
Justin Cox

H-Index: 3

Pre-IPO cash flow volatility and aftermarket valuation

Managerial Finance

2020/1/9

See List of Professors in Justin Cox University(Appalachian State University)

Co-Authors

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