Suchergebnisse

Euro area sovereign yield dynamics: the role of order imbalance

In: Working paper series 385

In: ECB-CFS research network on capital markets and financial integration in Europe

Non-Standard Errors

In: CESifo Working Paper No. 9453

Fragmented markets: trading and price discovery : handel en prijsvorming

In: Tinbergen Institute Research Series 276

In: Research series

Middlemen in Limit Order Markets

Equilibrium Bid-Price Dispersion

In: Journal of political economy, Band 130, Heft 2, S. 426-461

ISSN: 1537-534X

The Economics of Central Clearing

In: Annual Review of Financial Economics, Band 13, S. 153-178

Equilibrium Bid-Price Dispersion

In: Journal of Political Economy (forthcoming)

The Economics of Central Clearing

In: Annual Review of Financial Economics (https://doi.org/10.1146/annurev-financial-100520-100321, Forthcoming).

Need for Speed? Exchange Latency and Liquidity

In: Review of Financial Studies 30 (2017), 1188--1228

The Flash Crash: A Cautionary Tale about Highly Fragmented Markets

In: Management Science, Forthcoming

Large Orders in Small Markets: Execution with Endogenous Liquidity Supply

In: Forthcoming Review of Finance

Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years

In: China economic review, Band 20, Heft 1, S. 29-45

ISSN: 1043-951X

Chinese and world equity markets: a review of the volatilities and correlations in the first fifteen years

In: China economic review: an international journal

ISSN: 1043-951X

The Cost of Clearing Fragmentation

The Cost of Clearing Fragmentation