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18 research outputs found
Whats in a Price? Measuring the Value of Exchange Data Fees
Author
Alex Boulatov
C Caglio
+9Â more
David Easley
Iiroc
Joel Hasbrouck
Joshua Galper
Oz Shy
Ruben Lee
Ryan J Davies
S L Arnuk
Sean Donahugh Vanderfield Foley
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
Introduction to special section on blockchains and financial globalization
Author
Arnuk S.
Bello W.
+12Â more
Chuen D. L. K.
Cox J.
Gowan P.
Lewis M.
Lin T.
Lovink G.
Robertson R.
Sassen S.
Strange S.
Swan M.
Vaidhyanathan S.
Walch A.
Publication venue
'Wiley'
Publication date
Field of study
No full text
Crossref
How Prevalent and Profitable are Latency Arbitrage Opportunities on U.S. Stock Exchanges?
Author
B Biais
Cboe Stock Exchange
+30Â more
Chicago Stock Exchange
D Gaffen
D Schneider
E Budish
E Wah
Elaine Wah
G Stone
Iex Group
J Adler
J Brogaard
J Hasbrouck
J J Angel
M A Goldstein
M Baron
M E Blume
M Levine
M Lewis
M O&apos
M Wheatley
N Popper
Nasdaq
Nyse
R A Jarrow
R K Narang
S Arnuk
S Ding
S L Arnuk
S N Cohen
S Patterson
U S
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
High-Frequency Measures of Information Risk
Author
***
A Atkins
+18Â more
Avanidhar Subrahmanyam
B Biais
E Benos
G Andrade
J Abarbanell
J Brogaard
K Back
M Brennan
Michael J. Brennan
N Aktas
N Aktas
P Bond
Pspr(+1
Rvola(+1
S Arnuk
S Baruch
Sahn-Wook Huh
Sue*
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Empirical Limitations on High Frequency Trading Profitability
Author
A Chaboud
A Levitt
+17Â more
Alex Kulesza
B Donefer
C Duhigg
H Lash
I Aldridge
J Schack
K Heires
L Moyer
L Tabb
M Goldstein
Michael Kearns
R Iati
S Arnuk
Sachs &
T Hendershott
T Hendershott
Yuriy Nevmyvaka
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes
Author
Alejandro Raul Hernandez Montoya
AP Hutton
+16Â more
BM Blau
G Demos
H Hong
J Tobin
L Guiso
Luciano Floridi
M Sangnier
M Zeng
ME Schweitzer
N Johnson
P Kollock
PK Jain
S Arnuk
Scott A. Hale
WF Sharpe
Zachary S. Levine
Publication venue
'Public Library of Science (PLoS)'
Publication date
Field of study
No full text
Crossref
The dark side of liquidity: shedding light on dark pools’ marketing and market-making
Author
Andrea Lagna
Arnuk S.
+22Â more
Barthes R.
Berger J.
Cian L.
Floch J.
Hall S.
Hall S.
Hodge R.
Jay M.
Lewis M.
Lin T. C. W.
MacKenzie D.
Marc Lenglet
McFall L.
Patterson S.
Peirce C. S.
Rose G.
Sebeok T.
Stephens M.
Sturken M.
Tett G.
Van Leeuwen T.
Zaloom C.
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Automated Analysis of News to Compute Market Sentiment: Its Impact on Liquidity and Trading
Author
A Almeida
A Gross-Klussmann
+62Â more
A Kyle
A Madhavan
A Moniz
A Moniz
A Ranaldo
A Team
Ashok Banerjee
B Hui
C A E Goodhart
D Easley
D Kahneman
D Kahneman
D Leinweber
D Leinweber
Dan di Bartolomeo
F Black
Gautam Mitra
Greenwich Associates
H Shefrin
I Aldridge
I Krinsky
I Schmerken
J Engleberg
J Hasbrouck
J Hasbrouck
J Kittrell
J Y Campbell
L Harris
L Harris
L Mitra
L Mitra
L Mitra
L S Bamber
M Aitken
M Dzielinski
M Garman
M L Mitchell
M Munz
M O&apos
P C Tetlock
P C Tetlock
P Haiss
P S Kalev
P S Kalev
R Almgren
R Brown
R Cahan
R Cahan
R Francioni
R Kissell
R Shiller
S L Arnuk
S L Arnuk
S P Kothari
T Chordia
T D Berry
V V Acharya
Xiang Yu
Y Ait-Sahala
Y Amihud
Y Amihud
Z Da
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
A Limit Order Book Model for Latency Arbitrage
Author
A Alfonsi
A Esser
+36Â more
A F Roch
A Kirilenko
A Obizhaeva
A Roch
A S Kyle
A Schied
A Subramanian
B Biais
B Biais
C C Moallemi
D Bertsimas
F Delbaen
F Russo
F Westerhoff
G Ehrenstein
G Huberman
G Huberman
I Karatzas
J Cvitanic
J Gatheral
J Gatheral
Lukasz Szpruch
M Blais
M D Gould
M K Brunnermeier
M Wrobel
R A Jarrow
R F Almgren
R F Engle Iii
R Jarrow
S Arnuk
S Frey
S G�kay
Samuel N. Cohen
T I Palley
T Sch�neborn
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
The Volume Clock: Insights into the High Frequency Paradigm
Author
B Carlin
B Mandelbrot
+28Â more
B Mandelbrot
B S Donefer
D Easley
D Easley
D Easley
D Easley
D Easley
D Easley
D Leinweber
David Easley
F Fabozzi
F Zhang
J Brogaard
J Hasbrouck
L Arnuk
M Brunnermeier
M O&apos
Marcos M. Lopez de Prado
Maureen O'Hara
O Linton
P K Clark
P K Clark
R Grinold
R Jarrow
Robert Iati
T An�
U S Sec
V Gray
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
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