1

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

Year:
1998
Language:
english
File:
PDF, 216 KB
english, 1998
3

Discerning Information from Trade Data

Year:
2016
Language:
english
File:
PDF, 3.68 MB
english, 2016
5

The Volume Clock: Insights into the High Frequency Paradigm

Year:
2012
Language:
english
File:
PDF, 697 KB
english, 2012
7

High-Frequency Trading and Its Impact on Markets

Year:
2014
Language:
english
File:
PDF, 597 KB
english, 2014
8

High frequency market microstructure

Year:
2015
Language:
english
File:
PDF, 918 KB
english, 2015
9

Information and the Cost of Capital

Year:
2004
Language:
english
File:
PDF, 197 KB
english, 2004
10

From mining to markets: The evolution of bitcoin transaction fees

Year:
2019
Language:
english
File:
PDF, 4.21 MB
english, 2019
13

The Exchange of Flow Toxicity

Year:
2011
Language:
english
File:
PDF, 435 KB
english, 2011
14

Liquidity, Information, and Infrequently Traded Stocks

Year:
1996
Language:
english
File:
PDF, 1.95 MB
english, 1996
15

OPTIMAL EXECUTION HORIZON

Year:
2015
Language:
english
File:
PDF, 788 KB
english, 2015
16

Bulk Classification of Trading Activity

Year:
2012
Language:
english
File:
PDF, 1.07 MB
english, 2012
17

Price, trade size, and information in securities markets

Year:
1987
Language:
english
File:
PDF, 1.38 MB
english, 1987
19

The Microeconomics of Market Making

Year:
1986
Language:
english
File:
PDF, 1.20 MB
english, 1986
20

What Is a Quote?

Year:
2010
Language:
english
File:
PDF, 448 KB
english, 2010
21

Is Information Risk a Determinant of Asset Returns?

Year:
2002
Language:
english
File:
PDF, 512 KB
english, 2002
22

Liquidity and valuation in an uncertain world

Year:
2010
Language:
english
File:
PDF, 364 KB
english, 2010
24

Information and the Cost of Capital

Year:
2004
Language:
english
File:
PDF, 3.40 MB
english, 2004
25

Time and the Process of Security Price Adjustment

Year:
1992
Language:
english
File:
PDF, 595 KB
english, 1992
27

VPIN and the Flash Crash: A rejoinder

Year:
2014
Language:
english
File:
PDF, 229 KB
english, 2014
28

Time and the Process of Security Price Adjustment

Year:
1992
Language:
english
File:
PDF, 1.71 MB
english, 1992
29

Presidential Address: Liquidity and Price Discovery

Year:
2003
Language:
english
File:
PDF, 178 KB
english, 2003
32

Factoring Information into Returns

Year:
2010
Language:
english
File:
PDF, 119 KB
english, 2010
36

The Best Execution of Corporate Bonds

Year:
2015
Language:
english
File:
PDF, 697 KB
english, 2015
37

Ambiguity and Nonparticipation: The Role of Regulation

Year:
2009
Language:
english
File:
PDF, 233 KB
english, 2009
38

Hidden Liquidity: Some New Light on Dark Trading

Year:
2015
Language:
english
File:
PDF, 1.21 MB
english, 2015
40

Optimal Execution Horizon

Year:
2012
Language:
english
File:
PDF, 1.44 MB
english, 2012
42

The Economic Role of the Nonprofit Firm

Year:
1983
Language:
english
File:
PDF, 227 KB
english, 1983
43

High frequency data in financial markets: Issues and applications

Year:
1997
Language:
english
File:
PDF, 2.59 MB
english, 1997
45

Bubbles: Some Perspectives (and Loose Talk) from History

Year:
2008
Language:
english
File:
PDF, 61 KB
english, 2008
46

From Mining to Markets: the Evolution of Bitcoin Transaction Fees

Year:
2017
Language:
english
File:
PDF, 594 KB
english, 2017
47

Building blocks: An introduction to block trading

Year:
1987
Language:
english
File:
PDF, 1.05 MB
english, 1987