Find link

language:

Find link is a tool written by Edward Betts.

searching for Market microstructure 26 found (63 total)

Frederick J. Almgren Jr. (889 words) [view diff] exact match in snippet view article find links to article

son, Robert F. Almgren, is an applied mathematician working on market microstructure and trade execution. Almgren died in Princeton, New Jersey on February

J. Doyne Farmer (3,252 words) [view diff] exact match in snippet view article find links to article

the co-editor-in-chief for several years. His contributions to market microstructure include the identification of several striking empirical regularities

Avanidhar Subrahmanyam (650 words) [view diff] exact match in snippet view article find links to article

Group on Market Microstructure at the National Bureau of Economic Research and on the organizing committee for the NBER annual conferences on market microstructure

Antonio Mele (1,072 words) [view diff] exact match in snippet view article find links to article

interlinks between financial markets and business cycles, and financial market microstructure. Some of his work has led to real-time indicators of uncertainty

Nikolaus Hautsch (368 words) [view diff] exact match in snippet view article find links to article

the statistical analysis of financial high frequency data and market microstructure analysis. Hautsch was born on March 9, 1972, in Singen (Germany)

ArXiv (2,527 words) [view diff] case mismatch in snippet view article find links to article

categories have two layers. For example, q-fin.TR is the "Trading and Market Microstructure" category within "quantitative finance". Other categories have one

Gbenga Ibikunle (588 words) [view diff] exact match in snippet view article find links to article

Master of Business Administration. He then completed a doctorate on market microstructure. His doctoral research considered the financial market surrounding

Corporate bond (1,794 words) [view diff] case mismatch in snippet view article find links to article

journal}}: CS1 maint: unfit URL (link) Spatt, Chester. "Broad Themes in Market Microstructure". S. Bakewell (9 February 2015). "Apple said to hire banks for sale

Immediate or cancel (342 words) [view diff] case mismatch in snippet view article find links to article

ISBN 978-0-470-94924-5. Harris, Larry (2003). Trading and Exchanges: Market Microstructure for Practitioners. Financial Management Association Survey and Synthesis

Realized variance (644 words) [view diff] exact match in snippet view article find links to article

Peter Reinhard; Lunde, Asger (April 2006). "Realized variance and market microstructure noise". Journal of Business and Economic Statistics. 24 (2): 127–218

Bombay Stock Exchange (2,113 words) [view diff] exact match in snippet view article find links to article

1007/s12043-002-0063-y Goel, A., Tripathi, V. and Agarwal, M. (2021), "Market microstructure: a comparative study of Bombay stock exchange and national stock

National Stock Exchange of India (3,160 words) [view diff] exact match in snippet view article find links to article

ISBN 978-9-3907-4257-8. Goel, A., Tripathi, V. and Agarwal, M. (2021), "Market microstructure: a comparative study of Bombay stock exchange and national stock

Benoit Mandelbrot (4,914 words) [view diff] exact match in snippet view article find links to article

supplied by Olsen & Associates in Zurich to apply fractal theory to market microstructure. This cooperation led to the publication of the first comprehensive

Transaction cost analysis (880 words) [view diff] case mismatch in snippet view article find links to article

Tianhui Li (2016). "Option Hedging with Smooth Market Impact". Market Microstructure and Liquidity. 2: 1650002. doi:10.1142/S2382626616500027. root (2010-06-27)

Peter Reinhard Hansen (362 words) [view diff] case mismatch in snippet view article find links to article

Statistics. Hansen, P.R., A. Lunde (2006), "Realized Variance and Market Microstructure Noise”, Journal of Business and Economic Statistics. Vol. 24, pp

Transaction cost (3,845 words) [view diff] case mismatch in snippet view article find links to article

Tianhui Li (2016). "Option Hedging with Smooth Market Impact". Market Microstructure and Liquidity. 2: 1650002. doi:10.1142/S2382626616500027. North

Peter Kollock (774 words) [view diff] case mismatch in snippet view article find links to article

Braziel. 2006. “How Not to Build an Online Market: The Sociology of Market Microstructure.” Advances in Group Processes: Social Psychology of the Workplace

Pyramid trading (406 words) [view diff] case mismatch in snippet view article find links to article

ISBN 978-0-470-95199-6. Harris, Larry (2003). Trading and Exchanges: Market Microstructure for Practitioners. Oxford and New York: Oxford University Press

Greg N. Gregoriou (408 words) [view diff] case mismatch in snippet view article find links to article

Karavas and F. Rouah). Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, January 2008 at John Wiley and Sons, ISBN 978-0-470-18169-0

Order (exchange) (2,782 words) [view diff] case mismatch in snippet view article

of Economics and Business, Volume 57, Issue 6, "Transparency and Market Microstructure", November–December 2005, pp. 576–593. "SEC.gov | Stop Order". U

Daniel F. Spulber (515 words) [view diff] case mismatch in snippet view article find links to article

University Press Management Strategy, 2004, New York: McGraw Hill Market Microstructure: Intermediaries and the Theory of the Firm, 1999, New York: Cambridge

Short (finance) (8,130 words) [view diff] case mismatch in snippet view article

Retrieved 28 January 2021. Larry Harris (2002). Trading and Exchange: Market Microstructure for Practitioners. Oxford University Press. p. 41. ISBN 978-0195144703

Xavier Vives (1,554 words) [view diff] case mismatch in snippet view article find links to article

Press, 1999). Information and Learning in Markets: the Impact of Market Microstructure (Princeton University Press, 2008). Competition and Stability in

Paul Milgrom (12,778 words) [view diff] exact match in snippet view article find links to article

information has been one of the workhorse models in the literature on market microstructure. Trading on stock exchanges had been growing at a growing rate in

Madoff investment scandal (20,394 words) [view diff] case mismatch in snippet view article find links to article

December 17, 2008. Harris, Larry (2003). Trading and Exchanges: Market Microstructure for Practitioners. Oxford University Press. p. 290. ISBN 0-19-514470-8

Anil K. Bera (4,573 words) [view diff] case mismatch in snippet view article find links to article

S. and Lillo, F. (2015) 'Financial Econometrics and Empirical Market Microstructure'. Springer International Publishing, 284 pages. Bera, Anil K. and