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Alejandro Bernales, Nicolas Garrido, Satchit Sagade, Marcela Valenzuela, Christian Westheide Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk 5.245 Kb
Gbenga Ibikunle, Khaladdin Rzayev COVID-19: Venue Selection Effects and Implications for Market Quality 24 Kb
Loriana Pelizzon, Satchit Sagade, Katia Vozian Resiliency: Cross-Venue Dynamics with Hawkes Processes 3.136 Kb
Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade High-Frequency Trading (HFT) in the Stock Market and the Costs of Option Market Making 23 Kb
Mario Bellia, Kim Christensen, Aleksey Kolokolov, Loriana Pelizzon, Roberto Renò High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? 3 Kb
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Designated Market Makers: Competition and Incentives 20 Kb
Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Darya Yuferova Recovery from Fast Crashes: Role of Mutual Funds 27 Kb
Monica Billio, Mila Getmansky Sherman, Andrew Lo, Loriana Pelizzon, Abalfazl Zareei Global Realignment in Financial Market Dynamics: Evidence from ETF Networks 645 Kb
Panagiotis Anagnostidis, Patrice Fontaine Liquidity Commonality and High Frequency Trading: Evidence from the French Stock Market 433 Kb
Panagiotis Anagnostidis, Patrice Fontaine, Christos Varsakelis Are High-Frequency Traders Informed? 433 Kb
Samuel Rönnqvist, Satchit Sagade, Katia Vozian, Pontus Wistbacka Predicting Stock Price and Spread Movements from News 3.136 Kb