Justin S. Cox, Ph.D.
Associate Professor of Finance

[22] “State-level Economic Policy Uncertainty and Bank Loan Pricing”, Accounting and Finance, Vol 65, Issue 2, pp. 1614–1634

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[21] “The Information Content of Retail Order Flow: Evidence from Fragmented Markets”, with B. Chakrabarty and J.E. Upson, Journal of Banking and Finance, Vol 167, p. 107275

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[20] “Intraday Variation in Trading Costs: Evidence from the TSPP Program”, with B. Van Ness and R. Van Ness, Journal of Financial Research, Vol 47, Issue 4, pp. 1277–1292

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[19] “Where Does Dividend Trading Occur? A Pecking Order of Trading Venues Explanation of Dividend Capture”, 2024, with K. Fuller and R. Van Ness, The Financial Review, Vol 59, pp. 31–55

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[18] “Market Structure and Price Clustering: Maker-Taker vs. Taker-Maker”, 2024, with T. Griffith and R. Van Ness, Journal of Financial Research, Vol 47, Issue 3, pp. 767–787

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[17] “Daily Short Selling Around Reverse Stock Splits”, with B. Blau, T. Griffith, and R. Voges, 2023, Journal of Financial Markets, Vol 65, p. 100832

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[16] “The Impact of Reporting Changes on Hidden Liquidity: Evidence from the Chicago Stock Exchange”, 2022, Global Finance Journal, Vol 53, p. 100740

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[15] “Dark Side of IPOs: Examining Where and Who Trades in the IPO Secondary Market”, with B. Van Ness and R. Van Ness, 2022, Financial Management, Vol 51, pp. 1091–1126

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[14] “Stock Splits and Retail Trading”, 2022, with B. Van Ness and R. Van Ness, The Financial Review, Vol 57, Issue 4, pp. 731–750

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[13] “COVID-19 and Market Structure Dynamics”, 2022, with D. Woods, Journal of Banking and Finance, Vol 147, p. 106362

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[12] “Settling Down: T+2 Settlement Cycle and Liquidity”, 2022, with A. Baig, T. Griffith, and S. Breeze, European Financial Management, Vol 28, Issue 5, pp. 1260–1282

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[11] “Tick Size Pilot Program and Price Discovery in US Stock Markets”, 2022, with B. Chakrabarty and J.E. Upson, Journal of Financial Markets, p. 100658

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[10] “ISO Order Imbalances and Individual Stock Returns”, 2021, (Sole Authored), Journal of Financial Research, Vol 44, Issue 1, pp. 5–23

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[9] “The Predictive Power of College Football Spreads: Regular Season versus Bowl Games”, 2021, with A. Schwartz, B. Van Ness, and R. Van Ness, Journal of Sports Economics, Vol 22, Issue 3, pp. 251–273

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[8] “IPO Costs and Innovation”, 2020, with K. Fuller and Z. Lin, Review of Financial Economics, Vol 00, pp. 1–17

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[7] “Does What Happen in Vegas Stay in Vegas? Football Gambling and Stock Market Activity”, 2020, with A. Schwartz and R. Van Ness, Journal of Economics and Finance, Vol 44, pp. 724–748

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[6] “Market Fragmentation and Post-Earnings Announcements Drift”, 2020, (Sole Authored), Journal of Economics and Finance, Vol 44, Issue 3, pp. 587–610

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[5] “Pre-IPO Cash Volatility and Aftermarket Valuation”, 2019, (Sole Authored), Managerial Finance, Vol 45, Issue 1, pp. 159–176

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[4] “When Elections Fail to Resolve Uncertainty: The Case of the 2016 U.S. Presidential Election”, 2019, with T. Griffith, Journal of Financial Research, Vol 42, Issue 4, pp. 735–756

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[3] “Increasing the Tick: Examining the Impact of the Tick Size Change on Market Fee Venues”, 2019, with B. Van Ness and R. Van Ness, The Financial Review, Vol 54, Issue 3, pp. 417–449

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[2] “Managerial Ability, Growth Opportunities, and Dual Class IPO Performance”, 2017, (Sole Authored), Managerial Finance, Vol 43, Issue 4, pp. 488–507

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[1] “Determining Whether an Activity is Engaged in For a Profit: An Empirical Assist”, 2017, with T. Englebrecht and W.B. Dowis, Journal of Applied Business Research, Vol 33, Issue 4, pp. 775–790.