3

Quantitative easing auctions of Treasury bonds

Year:
2018
Language:
english
File:
PDF, 3.31 MB
english, 2018
6

Mortgage Dollar Roll

Year:
2018
Language:
english
File:
PDF, 571 KB
english, 2018
7

Do Dark Pools Harm Price Discovery?

Year:
2014
Language:
english
File:
PDF, 628 KB
english, 2014
8

Nonfundamental Speculation Revisited

Year:
2017
Language:
english
File:
PDF, 224 KB
english, 2017
11

Finding a Good Price in Opaque Over-the-Counter Markets

Year:
2012
Language:
english
File:
PDF, 2.33 MB
english, 2012
15

Size Discovery

Year:
2017
Language:
english
File:
PDF, 482 KB
english, 2017
16

What is the Optimal Trading Frequency in Financial Markets?

Year:
2017
Language:
english
File:
PDF, 543 KB
english, 2017
18

Back-Running: Seeking and Hiding Fundamental Information in Order Flows

Year:
2019
Language:
english
File:
PDF, 1.38 MB
english, 2019
19

Does a Central Clearing Counterparty Reduce Counterparty Risk?

Year:
2011
Language:
english
File:
PDF, 171 KB
english, 2011
26

High-Order Immersed-Boundary Method for Incompressible Flows

Year:
2016
Language:
english
File:
PDF, 883 KB
english, 2016
41

Bilateral trading in divisible double auctions

Year:
2017
Language:
english
File:
PDF, 467 KB
english, 2017
43

Coupling modes of three filaments in side-by-side arrangement

Year:
2011
Language:
english
File:
PDF, 5.25 MB
english, 2011
50

Are CDS Auctions Biased and Inefficient?

Year:
2017
Language:
english
File:
PDF, 584 KB
english, 2017