8 research outputs found
Order Anticipation in Large Order Executions
- Author
- Anat R Admati
- Andriy Shkilko
- Bidisha
- Bj�rn Hagstr�mer
- Brian M Weller
- Chaoshin Chiao
- Chiraphol
- Chiraphol N Chiyachantana
- Christine Jiang
- Christine Jiang
- Dimitris Bertsimas
- Gideon Saar
- Hans
- Hendrik Bessembinder
- Joel Hasbrouck
- Jonathan
- Jonathan
- Joseph E Stiglitz
- K Pankaj
- Larry Harris
- Laura Tuttle
- Lin Tong
- Liyan Yang
- Markus K Brunnermeier
- Mehmet Saglam
- Nicholas Hirschey
- R
- Sa? Glam
- Sa? Glam
- Terrence
- Van Kervel
- Yacine A�t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Do Speed Bumps Curb Speed Investment? Evidence from a Pilot Experiment
- Author
- Albert J Menkveld
- Albert S Kyle
- Andriy Shkilko
- Aoyagi
- Arie E Gozluklu
- Bj�rn Hagstr�mer
- Brad M Barber
- Bruno Biais
- Charles A Holt
- Daniel Houser
- Daniel L Chen
- Edwin Hu
- Elena Asparouhova
- Emiliano S Pagnotta
- Eric Aldrich
- Eric Budish
- Eric M Aldrich
- Gordon Tullock
- Haoming Chen
- Jonathan Brogaard
- Lisa Anderson
- Mao Ye
- Mariana Khapko
- Marius Zoican
- Markus Baldauf
- Marlene Haas
- Matteo Aquilina
- Matthew Baron
- Michael Brolley
- Michael Brolley
- Paolo Crosetto
- Robert Bloomfield
- Thierry Foucault
- Uri Gneezy
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
Throttling Hyperactive Robots - Message to Trade Ratios at the Oslo Stock Exchange
- Author
- Bernt Arne degaard
- Bidisha Chakrabarty
- Bingcheng Yan
- Bj�rn Hagstr�mer
- Bruno Biais
- Eric Budish
- Exchange Securities
- Exchange Securities
- Exchange Securities
- G Booth
- Gregory Laughlin
- H Deb Frank
- Halbert White
- J Albert
- J Albert
- J Albert
- J Gonzalo
- J James
- Joel Hasbrouck
- Johannes Atle Skjeltorp
- Jonathan Brogaard
- Katya Malinova
- Katya Malinova
- Kjell Jorgensen
- M Arellano
- Michael Lewis
- N Bruce
- Qc Chu
- Randi Naes
- Randi Naes
- Robert Battalio
- Shoesmith Mcinish
- Sylvain Friederich
- Terrence Hendershott
- Thierry Foucault
- Tom Grimstvedt Meling
- Yves Croissant
- �yvind B�hren
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
The Valuation of Secrecy and the Privacy Multiplier
- Author
- Amedeo De Cesari
- Ana Babus
- Bj�rn Hagstr�mer
- C Gavin
- Daniel Andrei
- Darrell Duffie
- David Cerezo SSnchez
- David W Archer
- E Benjamin
- Fran�ois-Xavier Delaloye
- J Sanford
- Johan Walden
- Joseph Bonneau
- Joshua Philipp
- Kenneth R Ahern
- Loretta Nott
- Michael K Bergman
- Mikhail Golosov
- Mikhail Golosov
- N�stor Gandelman
- Pasquale Forte
- Pasquale Forte
- Paul A Samuelson
- Peter S Nordholt
- Peter S Nordholt
- Peter Swire
- R F Kahn
- Seth B Carpenter
- Stefan Berthold
- Stefan Berthold
- S�nchez David Cerezo
- S�nchez David Cerezo
- W Glenn
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets
- Author
- Albert J Menkveld
- Albert S Kyle
- Ananth Madhavan
- Avanidhar Subrahmanyam
- Beatrice Boehmer
- Benjamin Clapham
- Benjamin Clapham
- Bhagwan Chowdhry
- Bj�rn Hagstr�mer
- Chakrabarty
- Charles S Morris
- Christine A Parlour
- Elvis Jarnecic
- European Parliament
- Fidessa
- Foucault
- Frank J Fabozzi
- Haim Mendelson
- Hans Degryse
- Hans Degryse
- Jonathan Brogaard
- J�rdis Hengelbrock
- Katya Malinova
- Kenneth R French
- Kjell J�rgensen
- Larry Harris
- Lawrence E Harris
- Marco Pagano
- Maureen O&apos
- Michael A Goldstein
- Nicholas Economides
- Paul Bennett
- Peng He
- Peter Gomber
- Peter Gomber
- Peter Gomber
- Peter Gomber
- Pin- Chou
- Robert Battalio
- Ryan Riordan
- Sven Panz
- Sylvain Friederich
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
High Frequency Traders: Angels or Devils?
- Author
- A J Goulding
- Alain Chaboud
- Albert J Menkveld
- Alexandre Laurin
- Andrei Kirilenko
- Anton Golub
- Anton Golub
- Australia
- Barry Gros
- Benjamin Dachis
- Benjamin Dachis
- Bj�rn Hagstr�mer
- Boyan Jovanovic
- Boyd Erman
- Brad M Barber
- Carole Comerton-Forde
- Daniel Schwanen
- David Easley
- David Johnson
- Displaydocument
- Douglas Cumming
- Ellen Brown
- Elvis Jarnecic
- Finn Poschmann
- Greg Tkacz
- Hans R Stoll
- Iosco
- Ivy Schmerken
- Jeffrey G. MacIntosh
- Joel Hasbrouck
- John Richards
- Jonathan A Brogaard
- Jonathan Brogaard
- Katya Malinova
- Larry Harris
- Lucian Bebchuk
- Marcel Boyer
- Marcel Boyer
- Marcel Boyer
- Matthew Baron
- Nathaniel Popper
- Peter Gomber
- R
- Ryan Riordan
- Sven Groth
- Terrence Hendershott
- Terrence Hendershott
- Terrence Hendershott
- Yakov Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Middlemen in Limit-Order Markets
- Author
- A Kyle
- Adrian Masters
- Alain Chaboud
- Albert J Menkveld
- Albert J Menkveld
- Albert J. Menkveld
- Andrei Kirilenko
- Ariel Rubinstein
- B Biais
- Bj�rn Hagstr�mer
- Boyan Jovanovic
- Bruno Biais
- Charles E Clark
- Charles M Jones
- Christine A Parlour
- Darrell Duffie
- David Easley
- Doyne J Farmer
- Ekkehart Boehmer
- Ekkehart Boehmer
- Elaine Wah
- Eric Budish
- Eugene Fama
- F Black
- Foucault
- Hollifield
- Ioanid Ros�uros�u
- Joel Hasbrouck
- Joel Hasbrouck
- Johannes Breckenfelder
- Jonathan Brogaard
- Kalyan Chatterjee
- L R Glosten
- Lawrence Glosten
- M R Sampford
- Matthew Baron
- Michael Golosov
- Mitchell A Petersen
- Peter Hoffmann
- Richard Roll
- Roger Myerson
- S J Grossman
- Sanford J Grossman
- Sec
- Terrence Hendershott
- Terrence Hendershott
- Thierry Foucault
- Thomas Ho
- Vincent Glode
- Yacine A�?ta�?t-Sahalia
- Yakov Amihud
- Yiting Li
- � Cartea
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Automated Liquidity Provision and the Demise of Traditional Market Making
- Author
- Alain Chaboud
- Albert J Menkveld
- Albert S Kyle
- Albert S Kyle
- Alex Boulatov
- Alex Frino
- Allen Carrion
- Alvaro
- Andrew Lapone
- Austin Gerig
- Austin Gerig
- Bj�rn Hagstr�mer
- Bruno Biais
- Bruno Biais
- Dan Bernhardt
- Daniel Fricke
- David Easley
- David Easley
- David Michayluk
- Donald Mackenzie
- Ekkehart Boehmer
- Eric Budish
- Eugene F Fama
- Fischer Black
- George Sofianos
- Hans G Heidle
- Hansch
- Harold Demsetz
- Heather E Tooke
- Ian Domowitz
- Jaiding Gai
- Jaksa Cvitanic
- James Angel
- Joel Hasbrouck
- Jonathan Brogaard
- Jonathan Brogaard
- Jonathan Brogaard
- Jordi Caball�
- Jovanovic
- Katrina Ellis
- Katya Malinova
- Katya Malinova
- Kenneth D Garbade
- Kenneth D Garbade
- Lawrence R Glosten
- Lin Tong
- Matthew Baron
- Mitchell A Petersen
- Nicholas Hirschey
- Nils H Hakansson
- Pankaj K Jain
- Paolo Pasquariello
- Robert A Jarrow
- Robert Litzenberger
- Ryan Riordan
- Sandro C Andrade
- Tarun Chordia
- Terrence Hendershott
- Terrence Hendershott
- Terrence Hendershott
- Thierry Foucault
- Victor H Martinez
- Yakov Amihud
- � Cartea
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study