1

Smart Money, Noise Trading and Stock Price Behaviour

Year:
1993
Language:
english
File:
PDF, 1.92 MB
english, 1993
3

Continuous Auctions and Insider Trading

Year:
1985
Language:
english
File:
PDF, 404 KB
english, 1985
6

Speculative Equilibrium with Differences in Higher-Order Beliefs

Year:
2017
Language:
english
File:
PDF, 561 KB
english, 2017
12

Market Microstructure Invariance: Empirical Hypotheses

Year:
2016
Language:
english
File:
PDF, 1.41 MB
english, 2016
13

Smooth Trading with Overconfidence and Market Power

Year:
2017
Language:
english
File:
PDF, 942 KB
english, 2017
15

Toward a fully continuous exchange

Year:
2017
Language:
english
File:
PDF, 409 KB
english, 2017
16

The Market Impact Puzzle

Year:
2018
Language:
english
File:
PDF, 159 KB
english, 2018
17

When Are Financial Markets Perfectly Competitive?

Year:
2018
Language:
english
File:
PDF, 308 KB
english, 2018
20

Contagion as a Wealth Effect

Year:
2001
Language:
english
File:
PDF, 2.03 MB
english, 2001
21

The Aerodynamics of Human-Powered Land Vehicles

Year:
1983
Language:
english
File:
PDF, 1.67 MB
english, 1983
24

A Model of Portfolio Delegation and Strategic Trading

Year:
2011
Language:
english
File:
PDF, 571 KB
english, 2011
26

Informed Speculation with Imperfect Competition

Year:
1989
Language:
english
File:
PDF, 2.27 MB
english, 1989
28

How to Define Illegal Price Manipulation

Year:
2008
Language:
english
File:
PDF, 465 KB
english, 2008
33

Who benefits most from occupational certification? An examination of young workers

Year:
2016
Language:
english
File:
PDF, 629 KB
english, 2016
34

Improving the Performance of the Stock Market

Year:
1988
Language:
english
File:
PDF, 2.43 MB
english, 1988
36

Large Bets and Stock Market Crashes

Year:
2012
Language:
english
File:
PDF, 475 KB
english, 2012
37

Market Microstructure Invariance: Empirical Hypotheses

Year:
2016
Language:
english
File:
PDF, 941 KB
english, 2016
39

Toward a Fully Continuous Exchange

Year:
2017
Language:
english
File:
PDF, 310 KB
english, 2017
40

Automation, Intermediation and the Flash Crash

Year:
2018
Language:
english
File:
PDF, 946 KB
english, 2018
41

Adverse Selection and Liquidity: From Theory to Practice

Year:
2018
Language:
english
File:
PDF, 360 KB
english, 2018
42

Liquidity with High-Frequency Market Making

Year:
2014
Language:
english
File:
PDF, 505 KB
english, 2014
43

Dimensional Analysis and Market Microstructure Invariance

Year:
2016
Language:
english
File:
PDF, 2.12 MB
english, 2016
44

Market Microstructure Invariance: A Dynamic Equilibrium Model

Year:
2016
Language:
english
File:
PDF, 346 KB
english, 2016
45

News Articles and the Invariance Hypothesis

Year:
2012
Language:
english
File:
PDF, 605 KB
english, 2012
46

Market Microstructure Invariance: A Dynamic Equilibrium Model

Year:
2019
Language:
english
File:
PDF, 508 KB
english, 2019
47

Beliefs Aggregation and Return Predictability

Year:
2017
Language:
english
File:
PDF, 577 KB
english, 2017
49

Microstructure invariance in U.S. stock market trades

Year:
2019
Language:
english
File:
PDF, 12.32 MB
english, 2019