2

Discerning Information from Trade Data

Year:
2016
Language:
english
File:
PDF, 3.68 MB
english, 2016
4

The Volume Clock: Insights into the High Frequency Paradigm

Year:
2012
Language:
english
File:
PDF, 697 KB
english, 2012
6

The Exchange of Flow Toxicity

Year:
2011
Language:
english
File:
PDF, 435 KB
english, 2011
7

OPTIMAL EXECUTION HORIZON

Year:
2015
Language:
english
File:
PDF, 788 KB
english, 2015
8

Bulk Classification of Trading Activity

Year:
2012
Language:
english
File:
PDF, 1.07 MB
english, 2012
10

VPIN and the Flash Crash: A rejoinder

Year:
2014
Language:
english
File:
PDF, 229 KB
english, 2014
11

Flow Toxicity and Liquidity in a High Frequency World

Year:
2012
Language:
english
File:
PDF, 5.87 MB
english, 2012
14

Optimal Execution Horizon

Year:
2012
Language:
english
File:
PDF, 1.44 MB
english, 2012
16

Flow Toxicity and Liquidity in a High-frequency World

Year:
2012
Language:
english
File:
PDF, 1.32 MB
english, 2012