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