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8 research outputs found

Stalking Public Information in the Lazy Limit Order Book

Author: Chris Lamoureux
Christine A Parlour
Ioanid Ro�suro�su
Mark L Mitchell
Qin Wang
Richard Roll
Richard Roll
Ronald W Masulis
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Liquidity and Information in Order Driven Markets

Author: ? L P�stor
A
A Admati
Albert Kyle
B
B
B
C Parlour
C Parlour
D
D Fudenberg
E Pagnotta
I Ro�suro�su
I Ro�suro�su
Ioanid Rosu
J Bergin
J Hasbrouck
J Large
K
K Back
K Hou
L
L Glosten
L Glosten
L Harris
L Harris
M
M Brennan
M Brolley
M O&apos
N Hautsch
P Collin-Dufresne
P Jain
P Sand�s
R
R
R Bloomfield
R Huang
R Kaniel
S Chakravarty
T
T Foucault
T Latza
V Acharya
W Bagehot
Y Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2010
Field of study

Weather and Time Series Determinants of Liquidity in a Limit Order Market

Author: ? L P�stor
A Kyle
A R Admati
A Ranaldo
B Biais
B Panel
C A Parlour
D Hirshleifer
D J Seppi
F Black
H Demsetz
H R Stoll
H Stoll
I Ro�suro�su
I Ro�suro�su
Ioanid Rosu
J T Linnainmaa
Juhani T. Linnainmaa
K J Cohen
L Glosten
L Glosten
M Grinblatt
M J Brennan
M Kamstra
N Bollen
P Handa
P Sand�s
R D Huang
R L Goettler
T Chordia
T Chordia
T Foucault
T Foucault
T George
V Acharya
W N Goetzmann
Publication venue: 'Elsevier BV'
Publication date: 01/01/2009
Field of study

Liquidity Cycles and Make/Take Fees in Electronic Markets

Author: Alain Chaboud
Albert J Menkveld
Anat R Admati
Biais
Bruno Biais
Bruno Biais
Chordia
Christine A Parlour
Coopejans
Darrell Duffie
Darrell Duffie
David Easley
Duffie For Instance
Eugene Kandel
Eugene Kandel
Foucault Colliard
Hans Degryse
Hollifield
Ioanid Ro�suro�su
Ioanid Ro�suro�su
James Dow
James J Angel
Jean Rochet
Jean-Edouard Colliard
Jeremy Large
Joel Hasbrouck
Jonathan A Brogaard
Jonathan See For Example
Lawrence R Glosten
Marco Pagano
Maria Pacurar
Mark T Coopejans
Menkveld
Michael J Barclay
Nyse For
Ohad Kadan
Patrik Sand�s
Paul Krugman
Robert F Engle
Robert F Engle
Ronald L Goettler
Sheldon M Ross
Tarun Chordia
Terrence J Hendershott
Terrence J Hendershott
Terrence J Hendershott
Terrence J Hendershott
Thierry Foucault
Thierry Foucault
Thierry Foucault
Thierry Foucault
Wai-Man Liu
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

From Glosten-Milgrom to the Whole Limit Order Book and Applications to Financial Regulation

Author: A Christine
Aim� Lachapelle
Ananth Madhavan
C Ciamac
Christian Bayer
D Martin
D Roger
Dan Bernhardt
Eric Smith
Fr�d�ric Abergel
Fr�d�ric Abergel
Ioanid Ro�suro�su
John Wilder
Khalil Dayri
Marc Hoffmann
Mathieu Rosenbaum
Mathieu Rosenbaum
Matthieu Wyart
Nicolas Huth
Nicolas Megarbane
P Kosulajeff
Pamela Saliba
R Lawrence
Rama Cont
Rama Cont
S Albert
Shmuel Baruch
Sophie Laruelle
Takaki Hayashi
Thierry Foucault
Thomas Ho
Weibing Huang
Weibing Huang
Weibing Huang
Weibing Huang
Publication venue: 'Elsevier BV'
Publication date: 01/01/2019
Field of study

Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange

Fast Traders Make a Quick Buck: The Role of Speed in Liquidity Provision

From Walras' Auctioneer to Continuous Time Double Auctions: A General Dynamic Theory of Supply and Demand

Author: Alvaro Cartea
Ananth Madhavan
Andreu Mas-Colell
B Eric
B Mastromatteo
B T�th
Bruno Biais
Bruno Biais
C Atkinson
C Gomes
C Richard
Costis Maglaras
Daniel Fricke
David Easley
De Werner
E Brokmann
Emmanuel Bacry
F Caccioli
F Eugene
Fischer Black
Francesco Corradi
G Gareche
Gregory Mankiw
H Cars
Ioanid Ro�suro�su
J Donier
J Moro
J-P Bouchaud
Jean-Michel Lasry
Jean-Philippe Bouchaud
Jean-Philippe Bouchaud
Jean-Philippe Bouchaud
Joel Hasbrouck
Jonathan Donier
Jonathan Donier
Jonathan Donier
Joop Boersma
Lawrence Harris
Lawrence R Glosten
M Charles
M Franklin
N Bershova
N Timothy
Paolo J Doyne Farmer
Per Bak
Puneet Handa
R Almgren
R John
R Lawrence
Rama Cont
Rama Cont
Rama Cont
Robert
S Albert
S Albert
S David
Stanislao Gualdi
Steve Bongiovanni
Steven Gjerstad
Terrence Hendershott
Thierry Foucault
Thierry Foucault
Weibing Huang
Xuefeng Gao
Y Christian
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

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