| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Algorithmic Pricing and Liquidity in Securities Markets |
1 |
2 |
7 |
13 |
2 |
5 |
26 |
32 |
| Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
| Algorithmic Pricing and Liquidity in Securities Markets |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
27 |
| Algorithmic trading: issues and preliminary evidence |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
135 |
| Asymétries d'information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
35 |
| Barcelona 7: Artificial Intelligence in Finance |
1 |
3 |
12 |
12 |
2 |
4 |
13 |
13 |
| Best Execution and Competition between Trading Venues |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
27 |
| Chaining up noise traders |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
41 |
| Competition among markets and liquidity: trading fees matter |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
24 |
| Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
43 |
| Competition for Listings |
0 |
0 |
1 |
126 |
0 |
1 |
8 |
418 |
| Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
72 |
| Competition for Listings |
0 |
0 |
0 |
99 |
0 |
0 |
9 |
252 |
| Competition for Listings |
0 |
0 |
0 |
46 |
0 |
1 |
11 |
289 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
23 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
19 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
72 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
189 |
3 |
3 |
22 |
764 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
2 |
0 |
1 |
11 |
80 |
| Competition for order flow and smart order routing systems |
0 |
0 |
0 |
196 |
1 |
1 |
21 |
606 |
| Consolidation et Fragmentation des Marchés Financiers: Coûts et Bénéfices |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
33 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
17 |
1 |
1 |
7 |
74 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
3 |
1 |
1 |
14 |
84 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
1 |
5 |
0 |
0 |
14 |
31 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
25 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
41 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
67 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
67 |
| Cross listing investment sensitivity to stock price and the learning hypothetis |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
54 |
| Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
0 |
1 |
1 |
15 |
70 |
| Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis |
0 |
0 |
0 |
42 |
0 |
1 |
19 |
317 |
| Data Abundance and Asset Price Informativeness |
0 |
0 |
1 |
21 |
3 |
4 |
14 |
108 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
22 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
30 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
32 |
| Dealer Attention, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
34 |
| Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
0 |
42 |
0 |
0 |
9 |
123 |
| Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
48 |
| Displaced by Big Data |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
36 |
| Displaced by Big Data: Evidence from Active Fund Managers |
0 |
0 |
5 |
8 |
4 |
8 |
45 |
60 |
| Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
3 |
50 |
1 |
1 |
33 |
212 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
44 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
177 |
2 |
3 |
11 |
1,231 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
0 |
64 |
0 |
2 |
12 |
329 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
13 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
55 |
| Does Big Data Improve Financial Forecasting? The Horizon Effect |
0 |
0 |
0 |
24 |
0 |
1 |
10 |
64 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
39 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
165 |
0 |
1 |
23 |
695 |
| Does anonymity matter in electronic limit order markets ? |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
32 |
| Does anonymity matter in electronic limit order markets? |
0 |
0 |
0 |
17 |
0 |
1 |
13 |
123 |
| Enseignement de la gestion: l'apport de la recherche |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
23 |
| Equilibrium Data Mining |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
16 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
13 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
23 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
1 |
1 |
9 |
12 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
9 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
9 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
28 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
| Equilibrium Data Mining and Data Abundance |
0 |
0 |
0 |
2 |
1 |
3 |
17 |
69 |
| Equilibrium Fast Traders |
0 |
0 |
1 |
19 |
0 |
0 |
12 |
74 |
| Equilibrium Fast Trading |
0 |
0 |
0 |
25 |
1 |
3 |
25 |
204 |
| Equilibrium Fast Trading |
0 |
1 |
2 |
24 |
0 |
3 |
24 |
107 |
| Equilibrium Fast Trading |
0 |
0 |
1 |
49 |
1 |
4 |
99 |
316 |
| Equilibrium fast trading |
0 |
0 |
0 |
2 |
1 |
1 |
19 |
125 |
| Equity Trading Systems in Europe |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
| Equity Trading Systems in Europe - A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
26 |
| Equity Trading Systems in Europe - A survey of recent changes |
0 |
0 |
0 |
414 |
1 |
1 |
9 |
1,273 |
| Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
31 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
59 |
0 |
1 |
14 |
173 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
32 |
0 |
0 |
17 |
139 |
| False News, Informational Efficiency, and Price Reversals |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
39 |
| Floors, dealer markets and limit order markets |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
53 |
| Illiquidity Contagion and Liquidity Crashes |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
78 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
33 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
27 |
0 |
0 |
12 |
247 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
35 |
0 |
1 |
9 |
352 |
| Imperfect Market Monitoring and SOES Trading |
0 |
0 |
0 |
40 |
0 |
0 |
13 |
412 |
| Implicit collusion on wide spreads |
0 |
0 |
0 |
19 |
0 |
0 |
11 |
278 |
| Individual Investors and Volatility |
0 |
0 |
0 |
2 |
2 |
2 |
19 |
118 |
| Individual Investors and Volatility |
0 |
0 |
0 |
95 |
0 |
2 |
20 |
485 |
| Individual Investors and Volatility |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
53 |
| Individual investors and volatility |
0 |
0 |
0 |
127 |
0 |
1 |
12 |
330 |
| Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems |
1 |
2 |
3 |
17 |
1 |
4 |
12 |
242 |
| Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
41 |
| Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems |
0 |
0 |
0 |
0 |
2 |
2 |
15 |
58 |
| Information sharing, liquidity and transaction costs in floor-based trading systems |
0 |
0 |
1 |
171 |
0 |
1 |
12 |
644 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
30 |
0 |
0 |
7 |
165 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
51 |
| Insiders-Outsiders, Transparency and the Value of the Ticker |
0 |
0 |
0 |
4 |
1 |
1 |
8 |
43 |
| Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
5 |
0 |
1 |
18 |
68 |
| Insiders-outsiders, transparency and the value of the ticker |
0 |
0 |
0 |
33 |
0 |
0 |
9 |
173 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
2 |
14 |
1 |
3 |
19 |
103 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
0 |
2 |
2 |
14 |
50 |
| Inventory Management, Dealers' Connections, and Prices in OTC Markets |
0 |
0 |
0 |
31 |
2 |
2 |
20 |
103 |
| Inventory management, dealers’ connections, and prices in OTC markets |
0 |
0 |
0 |
17 |
0 |
2 |
11 |
71 |
| Investors as a Liquidity Backstop in Corporate Bond Markets |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
12 |
| Investors as a Liquidity Backstop in Corporate Bond Markets |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
| Investors as a liquidity backstop in corporate bond markets |
0 |
0 |
3 |
6 |
2 |
3 |
32 |
38 |
| Is Trading Fast Dangerous? |
0 |
0 |
0 |
38 |
0 |
0 |
14 |
129 |
| Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
1 |
43 |
1 |
2 |
15 |
173 |
| Learning from Prices, Liquidity Spillovers, and Market Segmentation |
0 |
0 |
0 |
35 |
1 |
2 |
10 |
158 |
| Learning from peers' stock prices and corporate investment |
0 |
0 |
0 |
0 |
3 |
6 |
25 |
193 |
| Learning from prices, liquidity spillovers, and endogenous market segmentation |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
46 |
| Les limites de la titrisation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
27 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
88 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
165 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
2 |
484 |
1 |
7 |
27 |
1,607 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
79 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
2 |
141 |
1 |
2 |
26 |
617 |
| Limit Order Markets |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
32 |
| Limit order book as a market for liquidity |
0 |
0 |
0 |
404 |
1 |
4 |
21 |
1,249 |
| Linkage Principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
32 |
| Linkage principle, Multi-dimensional Signals and Blind Auctions |
0 |
0 |
0 |
55 |
1 |
2 |
7 |
370 |
| Liquidity Cycles and Made Take Fees in electronics markets |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
23 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
1 |
2 |
3 |
14 |
57 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
0 |
2 |
3 |
14 |
57 |
| Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
0 |
52 |
0 |
2 |
23 |
244 |
| Liquidity cycles and make/take fees in electronic markets |
0 |
0 |
0 |
95 |
0 |
0 |
9 |
297 |
| Liquidité, Coût du capital et organisation de la négociation des valeurs mobilières |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
31 |
| Liquidité, coût du capital et organisation de la négociation des valeurs boursières |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
23 |
| Market Liquidity: Theory, Evidence and Policy |
0 |
0 |
0 |
0 |
5 |
26 |
98 |
483 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
81 |
0 |
2 |
11 |
456 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
43 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
36 |
| Market Transparency |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
124 |
| Market microstructure: confronting many viewpoints |
0 |
0 |
0 |
1 |
2 |
4 |
21 |
139 |
| Microstructure des marchés financiers: institutions, modèles et tests empiriques |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
116 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
36 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
40 |
| Minimum Price Variations, Time Priority and Quote Dynamics |
0 |
0 |
0 |
91 |
0 |
0 |
11 |
651 |
| Minimum price variations, time priority and quotes dynamics |
0 |
0 |
0 |
140 |
1 |
1 |
12 |
1,192 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
58 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
34 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
56 |
| News Trading and Speed |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
57 |
| News Trading and Speed |
0 |
0 |
0 |
89 |
6 |
6 |
16 |
256 |
| Noisy Stock Prices and Corporate Investment |
0 |
0 |
0 |
36 |
1 |
2 |
24 |
129 |
| Non-Standard Errors |
1 |
1 |
1 |
28 |
2 |
5 |
21 |
173 |
| Non-Standard Errors |
1 |
1 |
1 |
45 |
1 |
4 |
41 |
485 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
4 |
22 |
24 |
| Nonstandard Errors |
0 |
0 |
1 |
4 |
1 |
4 |
28 |
48 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
1 |
30 |
36 |
| Nonstandard errors |
1 |
1 |
2 |
13 |
2 |
5 |
32 |
84 |
| Order Flow Composition and Trading Costs in Dynamic Limit Order Markets |
1 |
1 |
2 |
422 |
3 |
5 |
23 |
1,076 |
| Order Flow Composition and Trading Costs in a Dynamic Limit Order Market |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
83 |
| Order flow composition and trading costs in a dynamic limit order market |
0 |
0 |
0 |
0 |
2 |
5 |
10 |
98 |
| Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
21 |
| Price Improvements in Financial Markets as a Screening Device |
0 |
0 |
0 |
17 |
0 |
1 |
7 |
113 |
| Price formation and order placement strategies in a dynamic order driven market |
0 |
0 |
0 |
62 |
1 |
2 |
13 |
308 |
| Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
28 |
| Reputation-Based Pricing and Price Improvements in Dealership Markets |
0 |
0 |
0 |
55 |
0 |
0 |
4 |
387 |
| Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
27 |
| Reputation-based pricing and price improvements in dealership markets |
0 |
0 |
0 |
44 |
1 |
3 |
11 |
470 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
47 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
1 |
27 |
0 |
3 |
11 |
149 |
| Ripple Effects of Noise on Corporate Investment |
0 |
0 |
0 |
24 |
0 |
2 |
8 |
115 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
53 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
159 |
0 |
0 |
13 |
656 |
| Stock Price Informativeness, Cross-Listings and Investment Decisions |
0 |
0 |
0 |
0 |
3 |
3 |
14 |
49 |
| Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
215 |
0 |
0 |
11 |
632 |
| Stock price informativeness, cross-listings and investment decisions |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
74 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
17 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
0 |
8 |
4 |
4 |
8 |
17 |
| The Horizon of Investors' Information and Corporate Investment |
0 |
0 |
2 |
12 |
0 |
0 |
9 |
17 |
| Toxic Arbitrage |
0 |
0 |
0 |
35 |
1 |
2 |
24 |
133 |
| Toxic Arbitrage |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
44 |
| Toxic Arbitrage |
0 |
0 |
0 |
17 |
0 |
1 |
20 |
91 |
| Trade-Off ? What Trade-Off: Information Production without Illiquidity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Trade-Off ? What Trade-Off: Information Production without Illiquidity * |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
33 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
19 |
| Trading Fees and Efficiency in Limit Order Markets |
1 |
1 |
1 |
46 |
2 |
2 |
17 |
159 |
| Trading fees and efficiency in limit order markets |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
60 |
| Total Working Papers |
8 |
13 |
59 |
5,647 |
115 |
265 |
2,320 |
29,655 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France |
0 |
0 |
0 |
10 |
1 |
2 |
10 |
66 |
| 12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary) |
0 |
0 |
0 |
9 |
0 |
3 |
10 |
64 |
| Asymétrie d’information et marchés financiers: une synthèse de la littérature récente |
0 |
0 |
0 |
56 |
0 |
2 |
31 |
288 |
| Competition for Listings |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
288 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
1 |
2 |
173 |
4 |
8 |
27 |
545 |
| Corporate Strategy, Conformism, and the Stock Market |
0 |
0 |
0 |
5 |
0 |
0 |
7 |
47 |
| Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis |
0 |
0 |
2 |
48 |
0 |
1 |
30 |
261 |
| Data abundance and asset price informativeness |
0 |
1 |
3 |
56 |
0 |
6 |
23 |
276 |
| Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News |
0 |
0 |
1 |
11 |
0 |
1 |
15 |
42 |
| Does Alternative Data Improve Financial Forecasting? The Horizon Effect |
0 |
2 |
7 |
19 |
4 |
17 |
60 |
98 |
| Does Anonymity Matter in Electronic Limit Order Markets? |
0 |
0 |
1 |
100 |
1 |
1 |
12 |
312 |
| Equilibrium Data Mining and Data Abundance |
1 |
2 |
3 |
4 |
2 |
6 |
28 |
37 |
| Equilibrium fast trading |
1 |
5 |
19 |
197 |
6 |
16 |
92 |
663 |
| Equity Trading Systems in Europe: A Survey of Recent Changes |
0 |
0 |
0 |
4 |
1 |
1 |
7 |
65 |
| Floors, dealer markets and limit order markets |
0 |
0 |
0 |
138 |
0 |
1 |
18 |
318 |
| HFT and Market Quality |
0 |
2 |
15 |
520 |
1 |
4 |
41 |
1,590 |
| Illiquidity Contagion and Liquidity Crashes |
0 |
1 |
2 |
64 |
1 |
3 |
12 |
190 |
| Individual Investors and Volatility |
0 |
0 |
0 |
0 |
2 |
4 |
15 |
292 |
| Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets |
0 |
0 |
0 |
6 |
1 |
1 |
12 |
51 |
| Learning from peers' stock prices and corporate investment |
0 |
1 |
5 |
184 |
2 |
11 |
43 |
768 |
| Limit Order Book as a Market for Liquidity |
0 |
0 |
5 |
349 |
3 |
8 |
44 |
987 |
| Liquidity Cycles and Make/Take Fees in Electronic Markets |
0 |
0 |
0 |
34 |
1 |
4 |
19 |
185 |
| Liquidity, cost of capital and the organization of trading in stock markets |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
59 |
| Liquidité, coût du capital et organisation de la négociation des valeurs boursières |
0 |
0 |
0 |
5 |
0 |
0 |
5 |
52 |
| Market Making with Costly Monitoring: An Analysis of the SOES Controversy |
0 |
2 |
2 |
61 |
1 |
7 |
15 |
299 |
| Minimum Price Variations, Time Priority, and Quote Dynamics |
0 |
0 |
0 |
68 |
1 |
1 |
18 |
424 |
| News Trading and Speed |
0 |
0 |
2 |
34 |
1 |
2 |
20 |
180 |
| Noisy Stock Prices and Corporate Investment |
0 |
1 |
4 |
60 |
3 |
7 |
28 |
209 |
| Nonstandard Errors |
0 |
2 |
8 |
46 |
6 |
15 |
57 |
191 |
| Order flow composition and trading costs in a dynamic limit order market1 |
0 |
1 |
3 |
486 |
2 |
7 |
33 |
1,026 |
| Reputation-based pricing and price improvements |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
85 |
| Sale of Price Information by Exchanges: Does It Promote Price Discovery? |
0 |
0 |
0 |
6 |
2 |
3 |
15 |
64 |
| Stock price informativeness, cross-listings, and investment decisions |
2 |
4 |
10 |
518 |
2 |
10 |
30 |
902 |
| Toxic Arbitrage |
0 |
1 |
5 |
52 |
4 |
7 |
38 |
213 |
| Trading Fees and Efficiency in Limit Order Markets |
0 |
0 |
2 |
51 |
4 |
7 |
31 |
170 |
| Where are the risks in high frequency trading? |
0 |
0 |
1 |
137 |
1 |
4 |
45 |
532 |
| Total Journal Articles |
4 |
26 |
102 |
3,540 |
57 |
170 |
911 |
11,839 |