| A simple way to estimate bid‐ask spreads from daily high and low prices SA Corwin, P Schultz The journal of finance 67 (2), 719-760, 2012 | 1279 | 2012 |
| The determinants of underpricing for seasoned equity offers SA Corwin The Journal of Finance 58 (5), 2249-2279, 2003 | 647 | 2003 |
| The role of IPO underwriting syndicates: Pricing, information production, and underwriter competition SA Corwin, P Schultz The Journal of Finance 60 (1), 443-486, 2005 | 515 | 2005 |
| Limited attention and the allocation of effort in securities trading SA Corwin, JF Coughenour The Journal of Finance 63 (6), 3031-3067, 2008 | 314 | 2008 |
| Order flow and liquidity around NYSE trading halts SA Corwin, ML Lipson The Journal of Finance 55 (4), 1771-1801, 2000 | 250 | 2000 |
| Nasdaq trading halts: The impact of market mechanisms on prices, trading activity, and execution costs WG Christie, SA Corwin, JH Harris The Journal of Finance 57 (3), 1443-1478, 2002 | 188 | 2002 |
| Can brokers have it all? On the relation between make‐take fees and limit order execution quality R Battalio, SA Corwin, R Jennings The Journal of Finance 71 (5), 2193-2238, 2016 | 174 | 2016 |
| The initial listing decisions of firms that go public SA Corwin, JH Harris Financial Management, 35-55, 2001 | 153 | 2001 |
| Differences in trading behavior across NYSE specialist firms SA Corwin The Journal of Finance 54 (2), 721-745, 1999 | 110 | 1999 |
| The development of secondary market liquidity for NYSE‐listed IPOs SA Corwin, JH Harris, ML Lipson The Journal of Finance 59 (5), 2339-2374, 2004 | 105 | 2004 |
| Investment banking relationships and analyst affiliation bias: The impact of the global settlement on sanctioned and non-sanctioned banks SA Corwin, SA Larocque, MA Stegemoller Journal of Financial Economics 124 (3), 614-631, 2017 | 96 | 2017 |
| Order characteristics and the sources of commonality in prices and liquidity SA Corwin, ML Lipson Journal of Financial Markets 14 (1), 47-81, 2011 | 77 | 2011 |
| When a halt is not a halt: An analysis of off-NYSE trading during NYSE market closures B Chakrabarty, SA Corwin, MA Panayides Journal of Financial Intermediation 20 (3), 361-386, 2011 | 42 | 2011 |
| Specialist performance and new listing allocations on the NYSE: an empirical analysis SA Corwin Journal of Financial Markets 7 (1), 27-51, 2004 | 25* | 2004 |
| The changing nature of investment banking relationships SA Corwin, M Stegemoller Available at SSRN 2354565, 2014 | 18 | 2014 |
| Unrecognized odd lot liquidity supply: A hidden trading cost for high priced stocks R Battalio, SA Corwin, R Jennings The Journal of Trading 12 (1), 35-41, 2016 | 7 | 2016 |
| An application of the high-low spread estimator to daily event studies: Stock splits from 1926-1982 SA Corwin, P Schultz Journal of Financial Economics, 2009 | 6 | 2009 |
| Internet appendix for" A simple way to estimate bid-ask spreads from daily high and low prices SA Corwin, P Schultz The Journal of Finance 67 (2), 719-759, 2012 | 1 | 2012 |
| The Role of Reputation in Financial Markets: The Impact of Broker Dark Pool Scandals on Institutional Order Routing RH Battalio, SA Corwin, RH Jennings, AE Rizzo, R Zambrana Available at SSRN 4172424, 2023 | | 2023 |
| Dealing with Negative Values in the High-Low Spread Estimator AC On, SA Corwin | | 2014 |
Paul SchultzUniversity of Notre DameVerified email at nd.edu
