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15 research outputs found

Liquidity Supply and Adverse Selection in a Pure Limit Order Book Market

Author: A Dufour
A Hall
A Hall
A Ranaldo
B Biais
C Cao
C Parlour
D Easley
D Seppi
D W K Andrews
E Boehmer
F Dejong
H Beltran-Lopez
H Degryse
H.-J Ahn
J Grammig
J Hasbrouck
Joachim Grammig
L Bauwens
L Glosten
L P Hansen
L R Glosten
M Coppejans
M O&apos
O Kadan
P Gomber
P Irvine
P Sandas
R Pascual
Stefan Frey
T Foucault
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

Crossref

Market making with costly monitoring:An analysis of the SOES controversy

Author: Foucault T.
Röell A.A.
Sandas P.
Publication venue
Publication date: 01/01/2003
Field of study

Tilburg University Repository

Teaching the use of IT in specific domains: Developing, assessing and refining a curriculum development framework

Author: Aiken Robert M.
Dougherty John P.
Kock Ned F.
Sandas Cheryl
Publication venue: Haverford Scholarship
Publication date: 01/01/2002
Field of study

Paper to evaluate a case study based approach to promoting IT fluency among nonmajors, comparing work done at Temple University and ported here in the CS100 course. --author-supplied descriptio

Haverford College: Haverford Scholarship

Imperfect market-monitoring and SOES trading

Author: Centre for Economic Policy Research London (United Kingdom)
Foucault T.
Roell A.
Sandas P.
Publication venue
Publication date: 01/01/1999
Field of study

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2265) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

OpenGrey Repository

Roll-to-Roll Processed Cellulose Nanofiber Coatings

Author: Axel Elfving
Douglas Bousfield
Emilsson P.
Hanna Koivula
Kinnunen-Raudaskoski K.
Martti Toivakka
Miettinen P.
Richmond F.
Rodríguez M. H.
Sandas S.
Syrovy T.
Vinay Kumar
Publication venue: 'American Chemical Society (ACS)'
Publication date: 01/01/2016
Field of study

Crossref

VTT Research System

Co-Movements of Index Options and Futures Quotes

Author: G Bakshi
J Gondzio
J Hutchinson
M Brandt
P Bossaerts
P Bossaerts
P Dennis
Patrik Vilhelm Sandas
R Savickas
Rüdiger Fahlenbrach
S Cr�pey
S Heston
T Hayashi
Y Bergman
Publication venue: 'Elsevier BV'
Publication date: 01/01/2008
Field of study

Crossref

Importance of Cellulosic Fines Relative to the Dewatering Rates of Fiber Suspensions

Author: Backstrom M.
Brecht W.
Cole C. A.
Göres J.
Hubbe M. A.
Hubbe M. A.
Hubbe M. A.
Hubbe M. A.
Kang T. G.
Krogerus B.
Lin T.
Liu X. A.
Luukko K.
Przybysz K.
Retulainen E.
Sandas S. E.
Scallan A. M.
Syvitski J. P. M.
Publication venue: 'American Chemical Society (ACS)'
Publication date
Field of study

Crossref

Diffusive Behavior and the Modeling of Characteristic Times in Limit Order Executions

Author: A Lo
A P Kirman
A Ponzi
A V Chechkin
B Biais
B Biais
B Hollifield
C Parlour
D Challet
D Seppi
E Scalas
E W Frees
F Lillo
F Schmid
Fabrizio Lillo
H Luckock
I M Sokolov
I Simonsen
J D Farmer
J D Farmer
J.-P Bouchaud
J.-P Bouchaud
Janos Kertesz
K Kavajecz
L Borland
L Glosten
L Harris
M Barclay
M G Daniels
M L Calzi
M Montero
M Potters
M Tumminello
M Wyart
P Handa
P Sandas
P Weber
R
Rosario N. Mantegna
S Chakravarty
S Chakravarty
S Maslov
S Mike
S Redner
V Seshadri
W Feller
W H�rdle
Z Eisler
Z Eisler
Zoltan Eisler
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

Crossref

Strategic Specialist and Market Liquidity

Author: A Admati
A Anand
A Madhavan
A Madhavan
A R�ell
A S Kyle
A S Kyle
A Sarkar
A Subrahmanyam
Ariadna Dumitrescu
B Biais
B Hollifield
C Cao
C Cao
C Parlour
C Parlour
D Brown
D Seppi
E Boehmer
G Gennotte
J Coughenour
J Hasbrouck
K Back
K Ellis
K Hagerty
K Rock
K Venkataraman
L Glosten
L Glosten
L Harris
M J Fishman
M J Fishman
M Krishnan
P Locke
P Sandas
S Chakravarty
S Corwin
T Foucault
T Foucault
T Gehrig
V Madrigal
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

Crossref

Tick Size, Microstructure Noise and Volatility Inversion Effects on Price Discovery in Option Markets: Theory and Empirical Evidence

Crossref