AUTHOR/S |
TITLE |
SIZE |
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 |