Craig W. Holden

Economics, Econometrics and Finance · Indiana University

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

Publications

Citations

5,112

Est. group size

—

Recurring co-author estimate

Active years

Publishing since 1991

Publication cadence

Publications per year over the last 10 years — averaging 0.8/year recently

Recent publications

The effect of secondary market closure on primary market liquidity: Evidence from peer-to-peer lending
Journal of Financial Markets · 2026
Latency and the Look-Ahead Bias in Trade and Quote Data
SSRN Electronic Journal · 2025
Market accessibility, bond ETFs, and liquidity
European Finance Review · 2024
In the Blink of an Eye: Exchange-to-SIP Latency and Trade Classification Accuracy
SSRN Electronic Journal · 2023
What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market
Journal of Financial Economics · 2020
What is the Impact of Introducing a Parallel OTC Market? Theory and Evidence from the Chinese Interbank FX Market
SSRN Electronic Journal · 2020
Do the LCAPM Predictions Hold?Replication and Extension Evidence
Critical Finance Review · 2019
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication
Critical Finance Review · 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
Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets
SSRN Electronic Journal · 2018
What Are the Best Liquidity Proxies for Global Research?
European Finance Review · 2017
Performance share plans: Valuation and empirical tests
Journal of Corporate Finance · 2017
Do Acceptance and Publication Times Differ Across Finance Journals?
The Review of Corporate Finance Studies · 2017
Testing the LCAPM vs. Generalized Liquidity-Adjusted Asset Pricing: New Evidence and New Perspectives
SSRN Electronic Journal · 2016

Publishes in

SSRN Electronic Journal×6
The Review of Corporate Finance Studies×3
European Finance Review×2
Critical Finance Review×2
Review of Financial Studies×2

This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 9, 2026.

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