Some of the content on this website requires JavaScript to be enabled in your web browser to function as intended. This includes, but is not limited to: navigation, video, image galleries, etc. While the website is still usable without JavaScript, it should be enabled to enjoy the full interactive experience.

Some of the content on this website requires JavaScript to be enabled in your web browser to function as intended. This includes, but is not limited to: navigation, video, image galleries, etc. While the website is still usable without JavaScript, it should be enabled to enjoy the full interactive experience.

Baradehi

Dr. Yashar Barardehi

Assistant Professor

The George L. Argyros College of Business and Economics

Media Contact »

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., 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., 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. 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.