Craig W. Holden

Indiana University — United States

Economics, Econometrics and Finance · Social Sciences

24h-index5.1kcitations83works29.72yr avg
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Research Topics

Financial Markets and Investment Strategies(51), Corporate Finance and Governance(25), Banking stability, regulation, efficiency(13), Complex Systems and Time Series Analysis(13), Spreadsheets and End-User Computing(13)

Publications81 total

Latency and the Look-Ahead Bias in Trade and Quote Data
SSRN Electronic Journal·2025Open Access
Market accessibility, bond ETFs, and liquidity
European Finance Review·2024· 10 cited
In the Blink of an Eye: Exchange-to-SIP Latency and Trade Classification Accuracy
SSRN Electronic Journal·2023· 3 citedOpen Access
The Annual Report of the Society for Financial Studies for 2019–2020
The Review of Asset Pricing Studies·2021
The Annual Report of the Society for Financial Studies for 2019–2020
The Review of Corporate Finance Studies·2021· 2 cited
The Annual Report of the Society for Financial Studies for 2019–2020
Review of Financial Studies·2021
What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market
Journal of Financial Economics·2020· 16 cited
What is the Impact of Introducing a Parallel OTC Market? Theory and Evidence from the Chinese Interbank FX Market
SSRN Electronic Journal·2020· 3 citedOpen Access
Do the LCAPM Predictions Hold?Replication and Extension Evidence
Critical Finance Review·2019· 21 cited
Annual Report of the Society for Financial Studies for 2018–2019
The Review of Asset Pricing Studies·2019
Annual Report of the Society for Financial Studies for 2018–2019
The Review of Corporate Finance Studies·2019
Annual Report of the Society for Financial Studies for 2018–2019
Review of Financial Studies·2019
The Effect of Secondary Market Existence on Primary Market Liquidity: Theory and Evidence from a Natural Experiment in Peer-to-Peer Lending
SSRN Electronic Journal·2019· 2 citedOpen Access
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication
Critical Finance Review·2019· 1 cited
Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets
SSRN Electronic Journal·2018· 4 citedOpen Access
Performance share plans: Valuation and empirical tests
Journal of Corporate Finance·2017· 11 cited
What Are the Best Liquidity Proxies for Global Research?
European Finance Review·2017· 449 citedOpen Access
Do Acceptance and Publication Times Differ Across Finance Journals?
The Review of Corporate Finance Studies·2017· 5 cited
Market Accessibility, Corporate Bond ETFs, and Liquidity
SSRN Electronic Journal·2017· 33 citedOpen Access
Testing the LCAPM vs. Generalized Liquidity-Adjusted Asset Pricing: New Evidence and New Perspectives
SSRN Electronic Journal·2016· 5 citedOpen Access
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Frequent Co-authors

Avanidhar Subrahmanyam(9), Stacey E. Jacobsen(7), Charles Trzcinka(4), Andrew Ellul(4), Ruslan Goyenko(3), Robert H. Jennings(3), Jayoung Nam(3), Kingsley Y. L. Fong(2), Pankaj K. Jain(2), Utpal Bhattacharya(2), Leonard L. Lundstrum(2), Dong Lu(2), Volodymyr Lugovskyy(2), Daniela Puzzello(2), Pamela S. Stuerke(2), Daniel Sungyeon Kim(2), Robert H. Battalio(1), Mark Bagnoli(1), Siva Viswanathan(1), Pankaj Jain(1)