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3 research outputs found
Strategic Liquidity Provision in High Frequency Trading
Author
A Chakraborty
A Chakraborty
+25 more
A Chakraborty
A J Menkveld
A J Menkveld
A Kirilenko
A S Kyle
E S Pagnotta
G Huberman
H Mendelson
I Ros�uros�u
J Brogaard
J Hasbrouck
K Back
Katsumasa Nishide
L Yang
O Kim
P Gomber
P Hoffmann
R Ishii
S Du
T Chordia
T Foucault
T Saito
Takaki Hayashi
W Li
Y A�?ta�?t-Sahalia
Publication venue
'Elsevier BV'
Publication date
01/01/2019
Field of study
No full text
Crossref
Seeking and Hiding Fundamental Information in Order Flows
Author
A Barbon
A Boulatov
+51 more
A Buffa
A J Menkveld
A J Menkveld
A S Kyle
A S Kyle
B Biais
B I Carlin
B Jovanovic
B Weller
B Z Yueshen
C Jones
C W Holden
D Bernhardt
D Bernhardt
Di Maggio
E Budish
E Goldman
G Cespa
H H Cao
Haoxiang Zhu
I Goldstein
I Ros�uros�u
J Berk
J Brogaard
J M Paul
J Stiglitz
K Back
K Back
K Yuan
L Harris
L R Glosten
L Tong
L Yang
Liyan Yang
M Attari
M Baldauf
M K Brunnermeier
M K Brunnermeier
M Lewis
M Sa? Glam
N Hirschey
P Hoffmann
P Kondor
R Battalio
R Korajczyk
S Baruch
S Huddart
T Foucault
V Madrigal
V Van Kervel
W Li
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
How Profitable is Limit-Order Trading? Estimates from an Equilibrium Model
Author
A Dufour
A Horta�su
+58 more
A Kyle
A Madhavan
A Pakes
A R Admati
A Ranaldo
A Smith
B Biais
B Biais
B Hollifield
B Hollifield
C Gouri�roux
C Lee
C Lee
C M Jones
C.-L Su
D Bernhardt
D Easley
D Hirshleifer
D Mcadams
E Bartov
E Kelley
E Pagnotta
G Foster
H Ahn
I Ros�uros�u
J Hasbrouck
J Kastl
J Linnainmaa
J Rust
K Back
K Back
K Wolpin
L Glosten
L Glosten
L Harris
M J Barclay
M O&apos
N Bhattacharya
P Milgrom
P Milgrom
P Sand�s
R Ball
R Battalio
R Bloomfield
R Goettler
R Goettler
R Kaniel
R Miller
S Baruch
S Baruch
S Christophe
S Grossman
T Copeland
T Feddersen
T Foucault
Thomas G Ruchti
V Bernard
X Vives
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref