1

Dark Pool Trading Strategies

Year:
2010
Language:
english
File:
PDF, 1.08 MB
english, 2010
2

Dark Pool Trading Strategies, Market Quality and Welfare

Year:
2016
Language:
english
File:
PDF, 3.67 MB
english, 2016
3

Tick Size, Trading Strategies and Market Quality

Year:
2019
Language:
english
File:
PDF, 1.72 MB
english, 2019
5

Market makers as information providers: The natural experiment of STAR

Year:
2010
Language:
english
File:
PDF, 902 KB
english, 2010
6

Undisclosed orders and optimal submission strategies in a limit order market

Year:
2013
Language:
english
File:
PDF, 1.07 MB
english, 2013
7

Information, Liquidity, and Dynamic Limit Order Markets

Year:
2017
Language:
english
File:
PDF, 1.07 MB
english, 2017
8

Market for Information and Identity Disclosure in an Experimental Open Limit Order Book

Year:
2006
Language:
english
File:
PDF, 455 KB
english, 2006
11

Tick Size: Theory and Evidence

Year:
2014
Language:
english
File:
PDF, 563 KB
english, 2014
12

The Microstructure of Financial Markets || Empirical models of market microstructure

Year:
2009
Language:
english
File:
PDF, 336 KB
english, 2009
13

The Microstructure of Financial Markets || Institutions and market structure

Year:
2009
Language:
english
File:
PDF, 3.85 MB
english, 2009
19

Limits to reliability in avian aggressive signals

Year:
2013
Language:
english
File:
PDF, 388 KB
english, 2013
23

Trading Fees and Intermarket Competition

Year:
2017
Language:
english
File:
PDF, 1.44 MB
english, 2017
24

U.S. Tick Size Pilot

Year:
2017
Language:
english
File:
PDF, 3.90 MB
english, 2017
25

The Microstructure of Financial Markets || Financial market equilibrium

Year:
2009
Language:
english
File:
PDF, 199 KB
english, 2009
26

The Microstructure of Financial Markets || Batch markets with strategic informed traders

Year:
2009
Language:
english
File:
PDF, 319 KB
english, 2009
27

The Microstructure of Financial Markets || Inventory models

Year:
2009
Language:
english
File:
PDF, 128 KB
english, 2009
28

The Microstructure of Financial Markets || Models of the limit order book

Year:
2009
Language:
english
File:
PDF, 436 KB
english, 2009
29

The Microstructure of Financial Markets || Dealer markets: information-based models

Year:
2009
Language:
english
File:
PDF, 264 KB
english, 2009
30

The Microstructure of Financial Markets || Policy issues in financial market structure

Year:
2009
Language:
english
File:
PDF, 166 KB
english, 2009
31

The Microstructure of Financial Markets || Price discovery

Year:
2009
Language:
english
File:
PDF, 229 KB
english, 2009