THOMAS J. GEORGE

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6249-9180

C.T. Bauer College of Business, University of Houston, Houston, TX 77204, USA

Publications

• The 52-week high, q-theory, and the cross section of stock returns — Journal of Financial Economics 2018
• Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers — The Review of Financial Studies 2013
• A resolution of the distress risk and leverage puzzles in the cross section of stock returns — Journal of Financial Economics 2010
• Long-Term Return Reversals: Overreaction or Taxes? — The Journal of Finance 2007
• The 52-Week High and Momentum Investing — The Journal of Finance 2004
• Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing — The Review of Financial Studies 2001
• Transitory Price Changes and Price-Limit Rules: Evidence from the Tokyo Stock Exchange — Journal of Financial and Quantitative Analysis 1995
• Trading Volume and Transaction Costs in Specialist Markets — The Journal of Finance 1994
• Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market — Journal of Financial and Quantitative Analysis 1993
• Estimation of the Bid–Ask Spread and Its Components: A New Approach — The Review of Financial Studies 1991