| Time variation in liquidity: The role of market‐maker inventories and revenues C Comerton‐Forde, T Hendershott, CM Jones, PC Moulton, ... The journal of finance 65 (1), 295-331, 2010 | 428 | 2010 |
| How should liquidity be measured? M Aitken, C Comerton-Forde Pacific-Basin Finance Journal 11 (1), 45-59, 2003 | 302 | 2003 |
| Dark trading and price discovery C Comerton-Forde, TJ Putniņš Journal of Financial Economics 118 (1), 70-92, 2015 | 279 | 2015 |
| Measuring closing price manipulation C Comerton-Forde, TJ Putniņš Journal of Financial Intermediation 20 (2), 135-158, 2011 | 223 | 2011 |
| Stock price manipulation: Prevalence and determinants C Comerton-Forde, TJ Putniņš Review of Finance 18 (1), 23-66, 2014 | 150 | 2014 |
| The current state of Asia-Pacific stock exchanges: A critical review of market design C Comerton-Forde, J Rydge Pacific-Basin Finance Journal 14 (1), 1-32, 2006 | 117 | 2006 |
| Opening and closing behavior following the introduction of call auctions in Singapore C Comerton-Forde, ST Lau, T McInish Pacific-Basin Finance Journal 15 (1), 18-35, 2007 | 102 | 2007 |
| Regulating dark trading: Order flow segmentation and market quality C Comerton-Forde, K Malinova, A Park Journal of Financial Economics 130 (2), 347-366, 2018 | 96 | 2018 |
| The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea C Comerton-Forde, A Frino, V Mollica Journal of Economics and Business 57 (6), 528-540, 2005 | 89 | 2005 |
| The influence of call auction algorithm rules on market efficiency C Comerton-Forde, J Rydge Journal of Financial Markets 9 (2), 199-222, 2006 | 86 | 2006 |
| Inverted fee structures, tick size, and market quality C Comerton-Forde, V Grégoire, Z Zhong Journal of Financial Economics 134 (1), 141-164, 2019 | 84* | 2019 |
| Anonymity, liquidity and fragmentation C Comerton-Forde, KM Tang Journal of Financial Markets 12 (3), 337-367, 2009 | 84 | 2009 |
| Do reductions in tick sizes influence liquidity? M Aitken, C Comerton‐Forde Accounting & Finance 45 (2), 171-184, 2005 | 79 | 2005 |
| Call auction algorithm design and market manipulation C Comerton-Forde, J Rydge Journal of Multinational Financial Management 16 (2), 184-198, 2006 | 77 | 2006 |
| Price clustering on the Tokyo stock exchange A Aşçıoğlu, C Comerton‐Forde, TH McInish Financial Review 42 (2), 289-301, 2007 | 75 | 2007 |
| Closing call auctions and liquidity M Aitken, C Comerton‐Forde, A Frino Accounting & Finance 45 (4), 501-518, 2005 | 72 | 2005 |
| Shorting at close range: A tale of two types C Comerton-Forde, CM Jones, TJ Putniņš Journal of Financial Economics 121 (3), 546-568, 2016 | 69 | 2016 |
| Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges C Comerton-Forde Pacific-Basin Finance Journal 7 (5), 495-521, 1999 | 69 | 1999 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 67 | 2024 |
| Factors affecting educational innovation with in class electronic response systems M Freeman, A Bell, C Comerton-Forde, J Pickering, P Blayney Australasian Journal of Educational Technology 23 (2), 2007 | 63 | 2007 |
Terrence HendershottHaas School of Business, UC BerkeleyVerified email at berkeley.edu
