Research

Below are the papers that Dr. Upson has written or contributed to. Click on the paper you desire to view and it will open up in a new window. Enjoy!

The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders

Clean Sweep: Informed Trading through Intermarket Sweep Orders

Why Fragmented Markets Have Better Market Quality: The Flight of Liquidity Order Flows to Off Exchange Venues

Naked Short Selling and the Market Impact of Failures-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts

Strategic Liquidity Supply in a Market with Fast and Slow Traders

Trading Aggressiveness and Market Breadth Around Earnings Announcements

 

*These papers are published, and any means to copy the research without proper citation is plagiarism.