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Baradehi

Dr. Yashar Barardehi

Assistant Professor

Business and Economics, The George L. Argyros College of Business and Economics

Office Location: Beckman Hall 405 D

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: Barardehi, Y.H., Z. Da, P. Dixon, and J. Wang. "You can Only Lend What You Own: Inferring Daily Institutional Trading from Security Lending Supply." Working paper.; Barardehi, Y.H., P. Dixon, and Q. Liu. "Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets." Revise & Resubmit, The Journal of Finance.; Barardehi, Y.H., V. Bogousslavsky, and D. Muravyev. "What Drives Momentum and Reversal? Evidence from Day and Night Signals." Revise & Resubmit, Review of Financial Studies.; Barardehi, Y.H., D. Bernhardt, Z. Da, and M. Warachka. "Institutional Liquidity Costs, Internalized Retail Trade Imbalances, and the Cross-Section of Stock Returns." Journal of Financial & Quantitative Analysis, forthcoming.; Barardehi, Y.H. and D. Bernhardt. "Revisiting the U-Shaped Patterns in Volatility and Price Impacts: Novel Results Using Trade-Time Estimates." Journal of Financial Markets, forthcoming.; Barardehi, Y.H., A. Bird, S.A. Karolyi, and T.G. Ruchti. "Are Short Selling Restrictions Effective?" Management Science, Forthcoming.; Barardehi, Y.H., Z. Da, and M. Warachka. "The Information in Industry-Neutral Self-Financed Trades." Journal of Financial & Quantitative Analysis 59(2), 796-829.; Barardehi, Y.H., P. Dixon, Q. Liu, and A. Lohr. "When Does the Tick Size Help or Harm Market Quality? Evidence from the Tick Size Pilot." Working paper.; Barardehi, Y.H., D. Bernhardt, Z. Da, and M. Warachka. "Internalized Retail Order Imbalances and Institutional Liquidity Demand." Working paper.; Y.H. Barardehi, D. Bernhardt, T.G. Ruchti, and M. Weidenmier. "The Night and Day of Amihud’s (2002) Liquidity Measure." Review of Asset Pricing Studies (11)2, 269-360.; Barardehi, Y.H., D. Bernhardt, and T.G. Ruchti. "A Test of Speculative Arbitrage: Is the Cross-section of Volatility Invariant?" Working paper; Y.H. Barardehi, D. Bernhardt, and R.J. Davies (2019). "Trade-time Measures of Liquidity." Review of Financial Studies (32)1, 126-179.