4 research outputs found
The Best in Town: A Comparative Analysis of Low-Frequency Liquidity Estimators
- Author
- A Hillert
- A Koch
- A Kyle
- A Kyle
- A Madhavan
- B R Marshall
- C Holden
- C M C Lee
- D A Lesmond
- D Lesmond
- E Boehmer
- Erik Theissen
- G Bekaert
- H Berkman
- I Domowitz
- J Conrad
- J Hasbrouck
- J Hasbrouck
- J Ohlson
- K Chung
- K H Chung
- K H Chung
- K.-H Lee
- L Harris
- L Harris
- L Pastor
- M Brennan
- M L Lipson
- M Parkinson
- N Karnaukh
- Nyse Year
- O Danyliv
- O Norli
- O Tobek
- R Huang
- R Huang
- R Naes
- R Roll
- R Schestag
- S A Corwin
- S K Cooper
- T H Mcinish
- T Hendershott
- Thomas Johann
- W Liu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
No full textAnomalies Across the Globe: Once Public, No Longer Existent?
- Author
- A Bris
- A Shleifer
- A Subrahmanyam
- A W Lo
- B Herskovic
- C M C Lee
- C M Jones
- C R Harvey
- C R Harvey
- D E Rapach
- E Boehmer
- E Boehmer
- G A Karolyi
- G Bekaert
- G Bekaert
- G Bekaert
- H G Hong
- H Hau
- H Jacobs
- H Jacobs
- H Jacobs
- Heiko Jacobs
- J Green
- J Green
- J Green
- J Lewellen
- J Lewellen
- J M Griffin
- J M Griffin
- J Penasse
- J Pontiff
- J Pontiff
- J T Linnainmaa
- K A Froot
- K Hou
- K Hou
- K Hou
- L Gagnon
- La Porta
- M Baker
- M Keloharju
- N Barberis
- N Jegadeesh
- O S Ince
- O Tobek
- O Tobek
- P B Henry
- P Calluzzo
- R D Mclean
- R D Mclean
- R F Stambaugh
- R F Stambaugh
- R F Stambaugh
- R F Stambaugh
- R Israel
- R Novy-Marx
- R W Banz
- S Foerster
- S G Hanson
- S M Bartram
- S M Bartram
- S M Bartram
- S Richardson
- S Wahal
- Sebastian MMller
- W G Schwert
- X Lu
- X Yan
- Y Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
No full textImplications of High-Frequency Trading for Security Markets
- Author
- Aitken M
- Aquilina M
- Benos E
- Biais B
- Brogaard J
- Brogaard J
- Brugler JA
- Castura J
- Commod. Futures Trading Comm. Secur. Exch. Comm.
- Danielsson J
- Foresight.
- Grossman S
- Hendershott T
- Hunsader E
- Jiang JG
- Khandani A
- Kyle AS
- Lewis M
- Linton OB
- Mahmoodzadeh S
- Malinova K
- Markham JW
- Menkveld AJ
- Nanex.
- Oliver Linton
- Pagnotta E
- Secur. Exch. Comm.
- Shkilko A
- Soheil Mahmoodzadeh
- Storkenmaier A
- TABB Group.
- Tobek O
- Publication venue
- 'Annual Reviews'
- Publication date
- Field of study
No full textImplications of High-Frequency Trading for Security Markets
- Author
- A A Kirilenko
- A Ascioglu
- A Bishop
- A Cartea
- A Chaboud
- A G Haldane
- A Khandani
- A Kirilenko
- A Madhavan
- A S Kyle
- A S Kyle
- A Storkenmaier
- A Subrahmanyam
- Albert J Menkveld
- Albert J Menkveld
- Albert J Menkveld
- Albert J Menkveld
- Albert S Kyle
- Alex Frino
- Allen Carrion
- Andriy Shkilko
- A�t-Sahalia
- B Biais
- B Biais
- B Ende
- B Jovanovic
- B Lauterbach
- Bae
- Boehmer
- Bruno Biais
- C Comerton-Forde
- C Gresse
- C M Jones
- Castura
- Celso Brunetti
- Charles M Jones
- Clark-Joseph
- D Abad
- D Easley
- Douglas J Cumming
- E Benos
- E Budish
- E Hunsader
- E Pagnotta
- Eun Lee
- F Allen
- F Zhang
- Foucault
- H Bessembinder
- Hagstr�mer
- Hans Degryse
- J Brogaard
- J Brogaard
- J Brogaard
- J Brogaard
- J Danielsson
- J Elder
- J G Jiang
- J Hasbrouck
- J Van Bommel
- J W Markham
- Jaksa Cvitanic
- James A Brugler
- James J Angel
- Jobs
- Joel Hasbrouck
- Jonathan Brogaard
- Jungsuk Han
- K A Kim
- K Alexander
- K Malinova
- L E Harris
- L Glosten
- L Harris
- Larry R Glosten
- M A Goldstein
- M A Goldstein
- M Aitken
- M Aquilina
- M Arak
- M Baron
- M Bertrand
- M Kearns
- M Lewis
- M O&apos
- M O&apos
- M S Gerety
- Mao Ye
- Marco Lutat
- Nanex
- O Hansch
- O Tobek
- Oliver B Linton
- Oliver B. Linton
- P Gomber
- P Gomber
- P Krugman
- Park Malinova
- Peter Ho�mann
- R A Jarrow
- R Bloom?eld
- R Kissell
- R Y Goyenko
- Richard Haynes
- Richard Haynes
- Robert A Jarrow
- S Arnuk
- S Friederich
- S Grossman
- S Mahmoodzadeh
- Sec
- Sec
- Soheil Mahmoodzadeh
- T Chordia
- T Copeland
- T Cordella
- T Foucault
- T Foucault
- T Hendershott
- T Hendershott
- T Hendershott
- T Hendershott
- T Ho
- T J Putni�n?putni�n?
- Tabb Group
- Thierry Foucault
- Torben G Andersen
- V R Anshuman
- Valeria Caivano
- Y Amihud
- Y A�t-Sahalia
- Y H Kim
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
No full text
