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22 research outputs found

The Cycle of Earnings Inequality: Evidence from Spanish Social Security Data

Author: A Abadie
A Aparicio
A Gosling
A Lacuesta
Aitor Lacuesta
Alessio Moro
Alfredo Mart�n-Oliver
Angel Gavil�n
Anton Nakov
Anton Nakov
Anton Nakov
Arturo Mac�as
B Boudarbat
B Melly
C Amuedo-Dorantes
C Del R�o
C Dustmann
C Garriga
C Goldin
C Juhn
Carlos
Carlos
Carlos Juan
C�sar Calder�n
D Acemoglu
D E Francisco
D E Francisco
D E Pablo Hern�ndez
D Figure
D H Autor
D H Autor
D H Autor
D Mcfadden
D Neal
D S Lee
Daniel C Hardy
Daniel P�rez
Enrique Alberola
Enrique Alberola
Enrique Moral- Carlos Gonz�lez-Aguado
Enrique Moral-Benito
Enrique Moral-Benito
Enrique Moral-Benito
Espa�a Banco De
Eva Ortega
F Alvaredo
F Felgueroso
F Guvenen
F Levy
Francisco De
G Barlevy
G Chamberlain
Gabor Pula
Gabriel Jim�nez
Galo
Galo Nu�o
Giacomo Masier
Giancarlo Corsetti
Ignacio Hernando
J Andr�s
J Ayuso
J Bound
J E Dinardo
J Garc�a-Montalvo
J Heathcote
J I Garc�a-P�rez
J I Garc�a-P�rez
J J Dolado
J J Dolado
J J Heckman
J Machado
James Costain
James Costain
James Costain
Javier Andr�s
Jose Maria Francisco Alvarez-Cuadrado
Juan F Jimeno
Julio C�ceres-Delpiano
L F Katz
L Gonz�lez
Laura Fern�ndez-Caballero
Laura Hospido
Laura Hospido
M Boldrin
M G�ell
M Hidalgo
M Izquierdo
M Manacorda
Maravall Agust�n
Marcos Dal Bianco
Maria Jose
Maximo Camacho
Maximo Camacho
Michael Danquah
Nikolai St�hler
O Bover
Paloma L�pez-Garc�a
R Blundell
R Carrasco
R Carrasco
R Koenker
Raquel Carrasco
Rebeca Anguren Mart�n
Roberto Blanco
Rocio Alvarez
S Anderson
Stephane Bonhomme
St�phane Bonhomme
T Lemieux
T Lemieux
Yunus Aksoy
�lvaro Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Ultra-Fast Activity and Market Quality

Author: Joss Penalva
lvaro Cartea
Mikel Tapia
Richard Payne
St
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Portfolio Liquidation and Ambiguity Aversion

Author: A A Obizhaeva
I Kharroubi
J Jacod
lvaro Cartea
M Avellaneda
O Gu�ant
O Gu�ant
O Gu�ant
R
Sebastian Jaimungal
� A Cartea
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

Algorithmic Trading of Co-Integrated Assets

Author: A Tourin
F E Benth
J.-C Duan
lvaro Cartea
M.-M Ngo
R J Elliott
S Mudchanatongsuk
Sebastian Jaimungal
T Leung
Y Lei
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Incorporating Order-Flow into Optimal Execution

Author: A Alfonsi
A Schied
C Frei
C Lorenz
F Guilbaud
I Kharroubi
J Gatheral
J Gatheral
J Gatheral
K Bechler
lvaro Cartea
M Avellaneda
O Gu�ant
O Gu�ant
P Fodra
P Graewe
R Almgren
R Almgren
R Almgren
Sebastian Jaimungal
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Enhancing Trading Strategies with Order Book Signals

Author: A Lipton
B Biais
F Guilbaud
K Bechler
lvaro Cartea
M Avellaneda
O Gu�ant
P Fodra
R Cont
Ryan Francis Donnelly
S Stoikov
Sebastian Jaimungal
T Foucault
W Huang
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Trading Strategies within the Edges of No-Arbitrage

Author: A Tourin
A Tourin
B �ksendal
E Bayraktar
F Guilbaud
F Guilbaud
G Barles
I Kharroubi
Jason Ricci
lvaro Cartea
M Avellaneda
O Gu�ant
O Gu�ant
P Forsyth
R Almgren
R Almgren
Sebastian Jaimungal
T Ho
T Leung
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Speculative Trading of Electricity Contracts in Interconnected Locations

Author: A Roncoroni
B Hambly
F Benth
F E Benth
F E Benth
F E Benth
G Stahl
K Bannor
L Hansen
L P Hansen
lvaro Cartea
M Guidolin
R A�?da�?d
R Uppal
R Weron
S Hikspoors
S Jaimungal
S Jaimungal
Sebastian Jaimungal
Zhen Qin
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Liquidating Baskets of Co-Moving Assets

Author: A Alfonsi
A Schied
A Tourin
B K �ksendal
D.-M P Kratz
E Bayraktar
F Guilbaud
F Passerini
I Kharroubi
I Kharroubi
J Gatheral
Luhui Gan
lvaro Cartea
M.-M Ngo
N G�rleanu
O Gu�ant
O Gu�ant
P A Forsyth
P Bank
P Lintilhac
R
R Almgren
R Almgren
R Almgren
S Jaimungal
S Mudchanatongsuk
Sebastian Jaimungal
T Leung
Y Lei
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders

Author: A Briani
A F Roch
F Naujokat
G Barles
H E Leland
J Cvitani�ccvitani�c
L C Rogers
Luhui Gan
lvaro Cartea
M H Davis
O Gu�ant
O Gu�ant
O Gu�ant
P Bank
P Bank
P P Boyle
R Almgren
Sebastian Jaimungal
U Cetin
� A Cartea
� A Cartea
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

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