John J. Shim

University of Notre Dame - Mendoza College of Business

P.O. Box 399

Notre Dame, IN 46556-0399

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 29,161

SSRN RANKINGS

Top 29,161

in Total Papers Downloads

2,387

SSRN CITATIONS
Rank 9,490

SSRN RANKINGS

Top 9,490

in Total Papers Citations

104

CROSSREF CITATIONS

28

Scholarly Papers (5)

1.

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response

Chicago Booth Research Paper No. 14-03
Number of pages: 85 Posted: 30 Jan 2014 Last Revised: 02 Mar 2018
Eric B. Budish, Peter Cramton and John J. Shim
University of Chicago - Booth School of Business, University of Maryland - Department of Economics and University of Notre Dame - Mendoza College of Business
Downloads 1,389 (19,392)
Citation 133

Abstract:

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2.

Arbitrage Comovement

Number of pages: 67 Posted: 12 Dec 2018 Last Revised: 16 May 2022
John J. Shim
University of Notre Dame - Mendoza College of Business
Downloads 457 (87,301)
Citation 2

Abstract:

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Comovement, Empirical Asset Pricing, Arbitrage, ETFs, Algorithmic Trading

3.

ETFs, Illiquid Assets, and Fire Sales

Number of pages: 58 Posted: 16 Jul 2021 Last Revised: 10 May 2022
John J. Shim and Karamfil Todorov
University of Notre Dame - Mendoza College of Business and London School of Economics & Political Science, Department of Finance
Downloads 290 (144,509)

Abstract:

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Bonds, ETFs, Fire Sales, Liquidity, COVID

A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-72, Chicago Booth: George J. Stigler Center for the Study of the Economy & the State Working Paper No. 46, Chicago Booth Research Paper No. 20-19, Initiative on Global Markets Paper No. 183
Number of pages: 61 Posted: 05 Jun 2019 Last Revised: 23 Jul 2020
Eric B. Budish, Robin S. Lee and John J. Shim
University of Chicago - Booth School of Business, Harvard University - Department of Economics and University of Notre Dame - Mendoza College of Business
Downloads 232 (179,846)
Citation 3

Abstract:

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market design, innovation, financial exchanges, industrial organization, platform markets, high-frequency trading

A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

NBER Working Paper No. w25855
Number of pages: 61 Posted: 22 May 2019 Last Revised: 23 Feb 2022
Eric B. Budish, Robin S. Lee and John J. Shim
University of Chicago - Booth School of Business, Harvard University - Department of Economics and University of Notre Dame - Mendoza College of Business
Downloads 19 (717,037)

Abstract:

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5.

Do Electronic Markets Improve Execution If You Cannot Identify Yourself?

Number of pages: 59 Posted: 18 Mar 2021 Last Revised: 10 May 2022
John J. Shim and Yenan Wang
University of Notre Dame - Mendoza College of Business and Amsterdam Business School, University of Amsterdam
Downloads 0 (878,872)

Abstract:

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Trading Frequency, Optimal Execution, Commitment Power