Tavy Ronen

Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics

Assistant Professor of Finance

1 Washington Park

Newark, NJ 07102

United States

http://https://www.business.rutgers.edu/faculty/tavy-ronen

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 15,594

SSRN RANKINGS

Top 15,594

in Total Papers Downloads

3,924

SSRN CITATIONS
Rank 28,397

SSRN RANKINGS

Top 28,397

in Total Papers Citations

21

CROSSREF CITATIONS

11

Scholarly Papers (10)

1.

Where Did All the Information Go? Trade in the Corporate Bond Market

Second Singapore International Conference on Finance 2008, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 23 Jan 2014 Last Revised: 28 May 2016
Tavy Ronen and Xing (Alex) Zhou
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Board of Governors of the Federal Reserve System
Downloads 1,044 (26,037)
Citation 6

Abstract:

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Fixed Income, Credit Markets, Corporate Bond Prices, Informational Efficiency, Bond Market Liquidity, Institutional/Retail Investors

2.

The Effect of Tick Size on Volatility, Trader Behavior, and Market Quality

Number of pages: 37 Posted: 15 Feb 1998
Tavy Ronen and Daniel G. Weaver
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Rutgers Business School
Downloads 950 (29,804)
Citation 3

Abstract:

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3.

The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis

Number of pages: 42 Posted: 03 Jan 2000
Tavy Ronen and Edith S. Hotchkiss
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Boston College - Carroll School of Management
Downloads 864 (34,100)
Citation 21

Abstract:

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4.

Unfair 'Fair Value' in an Opaque Credit Default Swap Market: How Marking-to-Market Pushed the International Credit Crunch

Number of pages: 40 Posted: 17 Jan 2012 Last Revised: 05 Mar 2012
New York University (NYU) - Department of Accounting, Brock University-Goodman School of Business, New York University (NYU) - Department of Accounting and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 525 (65,612)
Citation 5

Abstract:

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mark-to-market, FAS 157, fair valuation, credit markets, credit default swaps, write-down

5.

On the Tension between Full Revelation and Earnings Management: A Reconsderation of the Revelation Principle

Number of pages: 36 Posted: 18 Jan 2003
Tavy Ronen and Varda Lewinstein Yaari
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and affiliation not provided to SSRN
Downloads 322 (116,109)

Abstract:

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revelation principle, earnings management, principal agent, communication

6.

Machine Learning in the Corporate Bond Market and Beyond: A New Classifier

Number of pages: 57 Posted: 18 May 2021 Last Revised: 09 Jun 2021
Mark Fedenia, Seunghan Nam and Tavy Ronen
University of Wisconsin - Madison - Department of Finance, Investment and Banking, New York Institute of Technology and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 91 (342,197)

Abstract:

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Machine Learning, Trade Direction Classifiers, Trade Signing, Corporate Bonds, Equity Market, Big Data

7.

Bootstrap Refinements in Tests of Microstructure Frictions

Review of Quantitative Finance and Accounting, Vol. 35, pp. 47-79, 2010
Number of pages: 34 Posted: 10 Mar 2008 Last Revised: 06 Jul 2010
University of Houston - Department of Finance, Nanyang Business School, Nanyang Technological University and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 78 (375,512)

Abstract:

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bootstrap, microstructure, variance ratios

8.

Unfair 'Fair Value' in Illiquid Markets: Excessive Spillover Effects in Times of Crisis

NYU Stern School of Business
Number of pages: 61 Posted: 17 May 2019 Last Revised: 31 Mar 2020
New York University (NYU) - Department of Accounting, Brock University-Goodman School of Business, New York University (NYU) - Department of Accounting and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 50 (469,116)

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Fair Values, Financial Crisis, Impairment, Spillover, Information Transfer

9.

Preface to 'Advances in Quantitative Analysis in Financial and Accounting: Essays in Microstructure' in Honor of David K. Whitcomb (Vol. 3)

Advances in Quantitative Analysis of Finance and Accounting, I. Brick, T.. Ronen, C. Lee, ESSAYS IN MICROSTRUCTURE, Vol. 3, World Scientific, 2006
Posted: 03 Oct 2009
Ivan E. Brick, Tavy Ronen and Cheng-Few Lee
Rutgers Business School, Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

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Liquidity, Volatility, Limit Orders, Microstructure, Trading Structure

10.

On the Tension between Full Revelation and Earnings Management: A Reconsideration of the Revelation Principle

Posted: 18 Jan 2003
Tavy Ronen and Varda Lewinstein Yaari
Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics and affiliation not provided to SSRN

Abstract:

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revelation principle, earnings management, principal agent, communication