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Results of search for Microstructure
Records found: 25
| DP12245 |
Intraday Market Making with Overnight Inventory Costs Author(s): Tobias Adrian, Agostino Capponi, Erik Vogt and Hongzhong Zhang Published: August 2017 |
| DP11442 |
Blockholders: A Survey of Theory and Evidence Author(s): Alex Edmans and Clifford Holderness Published: August 2016 |
| DP9708 |
Blockholders and Corporate Governance Author(s): Alex Edmans Published: October 2013 |
| DP8630 |
The impact of dark trading and visible fragmentation on market quality Author(s): Frank de Jong, Hans Degryse and Vincent van Kervel Published: November 2011 |
| DP7791 |
A Transaction Data Study of the Forward Bias Puzzle Author(s): Francis Breedon, Dagfinn Rime and Paolo Vitale Published: April 2010 |
| DP7225 |
Exchange Rate Forecasting, Order Flow and Macroeconomic Information Author(s): Dagfinn Rime, Lucio Sarno and Elvira Sojli Published: March 2009 |
| DP6878 |
Arbitrage in the Foreign Exchange Market: Turning on the Microscope Author(s): Farooq Akram, Dagfinn Rime and Lucio Sarno Published: June 2008 |
| DP6789 |
Microstructure of Collaboration: The 'Social Network' of Open Source Software Author(s): Chaim Fershtman and Neil Gandal Published: April 2008 |
| DP6399 |
Understanding the Forward Premium Puzzle: A Microstructure Approach Author(s): Craig Burnside, Martin Eichenbaum and Sérgio Rebelo Published: July 2007 |
| DP5861 |
Persistence, Performance and Prices in Foreign Exchange Markets Author(s): Tarun Ramadorai Published: October 2006 |
| DP5827 |
Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange, 1880-1910 Author(s): Caroline Fohlin and Thomas Gehrig Published: September 2006 |
| DP5468 |
A Market Microstructure Analysis of Foreign Exchange Intervention Author(s): Paolo Vitale Published: January 2006 |
| DP4891 |
Intermediation in Innovation Author(s): Heidrun C. Hoppe-Wewetzer and Emre Ozdenoren Published: February 2005 |
| DP4806 |
Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns Author(s): Peter Dunne, Harald Hau and Michael Moore Published: December 2004 |
| DP4752 |
The Rise of Fund Managers in Foreign Exchange Author(s): Thomas Gehrig and Lukas Menkhoff Published: October 2004 |
| DP4530 |
A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination Author(s): Paolo Vitale Published: August 2004 |
| DP4456 |
Price Discovery in Tick Time Author(s): Bart Frijns and Peter C Schotman Published: June 2004 |
| DP4285 |
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms Author(s): Yiu Chung Cheung, Frank de Jong and Barbara Rindi Published: March 2004 |
| DP4091 |
Does Anonymity Matter in Electronic Limit Order Markets? Author(s): Thierry Foucault, Sophie Moinas and Erik Theissen Published: October 2003 |
| DP3987 |
Price Discovery in Fragmented Markets Author(s): Frank de Jong and Peter C Schotman Published: July 2003 |
| DP3359 |
Reputation-Based Pricing and Price Improvements in Dealership Markets Author(s): Gabriel Desgranges and Thierry Foucault Published: May 2002 |
| DP3288 |
The Microstructure of Stock Markets Author(s): Bruno Biais, Larry Glosten and Chester S Spatt Published: March 2002 |
| DP3221 |
The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis Author(s): Thomas Gehrig and Lukas Menkhoff Published: February 2002 |
| DP3173 |
Stock Market Quality in the Prescence of a Traded Option Author(s): Cyriel de Jong, Kees Koedijk and Charles Schnitzlein Published: January 2002 |
| DP3085 |
A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates Author(s): Richard Payne and Paolo Vitale Published: November 2001 |
Records Found 25