Jennifer S. Conrad

Best Publications

• An Anatomy of Trading Strategies

  Jennifer Conrad;Gautam Kaul

  1649
  Citations

• Ex Ante Skewness and Expected Stock Returns

  Jennifer Conrad;Robert F. Dittmar;Eric Ghysels

  978
  Citations

• Long‐Term Market Overreaction or Biases in Computed Returns?

  Jennifer Conrad;Gautam Kaul

  862
  Citations

• The Effects of Derivatives on Firm Risk and Value

  Söhnke M. Bartram;Gregory W. Brown;Jennifer Conrad

  678
  Citations

• The Price Effect of Option Introduction

  Jennifer Conrad

  550
  Citations

• Volume and Autocovariances in Short-Horizon Individual Security Returns

  Jennifer S. Conrad;Allaudeen Hameed;Cathy Niden

  516
  Citations

• Time-Variation in Expected Returns

  Unknown

  498
  Citations

• When Is Bad News Really Bad News

  Jennifer Conrad;Bradford Cornell;Wayne R. Landsman

  393
  Citations

• High-frequency quoting, trading, and the efficiency of prices

  Jennifer Conrad;Sunil Wahal;Jin Xiang

  372
  Citations

• Asymmetric Predictability of Conditional Variances

  Jennifer Conrad;Mustafa N. Gultekin;Gautam Kaul

  305
  Citations

• Mean Reversion in Short-Horizon Expected Returns

  Jennifer Conrad;Gautam Kaul

  299
  Citations

• Risk Adjustment and Trading Strategies

  Dong-Hyun Ahn;Jennifer Conrad;Robert F. Dittmar

  292
  Citations

• Death and jackpot: Why do individual investors hold overpriced stocks?

  Jennifer Conrad;Nishad Kapadia;Yuhang Xing

  245
  Citations

• Institutional Trading and Soft Dollars

  Jennifer S. Conrad;Kevin M. Johnson;Sunil Wahal

  243
  Citations

• Institutional trading and alternative trading systems

  Jennifer Conrad;Kevin M. Johnson;Sunil Wahal

  238
  Citations

• Value versus glamour

  Jennifer Conrad;Michael Cooper;Gautam Kaul

  215
  Citations

• Components of short-horizon individual security returns

  Jennifer Conrad;Gautam Kaul;M. Nimalendran

  191
  Citations

• An Anatomy of Trading Strategies

  Jennifer S. Conrad;Gautam Kaul

  189
  Citations

• Long-Term Market Overreaction or Biases in Computed Returns?

  Unknown

  186
  Citations

• The New Finance: The Case Against Efficient Markets.

  Jennifer S. Conrad;Robert A. Haugen

  14
  Citations