Dr. Yashar Barardehi
Assistant Professor
The George L. Argyros College of Business and Economics
Email: barardehi@chapman.edu
- Education:
- Allameh Tabatabai University, Bachelor of Arts
Sharif University of Technology, Master of Science
University of Illinois - Urbana-Champaign, Ph.D.
Recent Creative, Scholarly Work and Publications
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Barardehi, Y.H., P. Dixon, and Q. Liu (2023). "Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets." Working paper.
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Barardehi, Y.H., A. Bird, S.A. Karolyi, and T.G. Ruchti (2022). "Are Short Selling Restrictions Effective?" Management Science, Forthcoming.
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Barardehi, Y.H., Z. Da, and M. Warachka (2022). "The Information in Industry-Neutral Self-Financed Trades." Journal of Financial & Quantitative Analysis, forthcoming.
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Barardehi, Y.H. and D. Bernhardt (2022). "Uncovering the impacts of endogenous liquidity consumption in intraday trading patterns." Revise & Resubmit, Journal of Financial Markets.
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Barardehi, Y.H., D. Bernhardt, Z. Da, and M. Warachka (2022). "Internalized Retail Order Imbalances and Institutional Liquidity Demand." Working paper.
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Barardehi, Y.H., D. Bernhardt, Z. Da, and M. Warachka (2022). "Uncovering the Liquidity Premium in Stock Returns Using Sub-Penny Trade Executions." Working paper.
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Barardehi, Y.H., P. Dixon, Q. Liu, and A. Lohr (2022). "The Tick Size Tradeoff: Implications for Optimal Tick Sizes and Causal Inference." Working paper.
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Barardehi, Y.H., V. Bogousslavsky, and D. Muravyev (2022). "What Drives Momentum and Reversal? Evidence from Day and Night Signals." Revise & Resubmit, Review of Financial Studies.
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Y.H. Barardehi, D. Bernhardt, T.G. Ruchti, and M. Weidenmier (2021). "The Night and Day of Amihud’s (2002) Liquidity Measure." Review of Asset Pricing Studies (11)2, 269-360.
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Y.H. Barardehi, D. Bernhardt, and R.J. Davies (2019). "Trade-time Measures of Liquidity." Review of Financial Studies (32)1, 126-179.
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Barardehi, Y.H., D. Bernhardt, and T.G. Ruchti (2019). "A Test of Speculative Arbitrage: Is the Cross-section of Volatility Invariant?" Working paper