| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Pricing Model for American Options with Stochastic Interest Rates |
0 |
0 |
0 |
252 |
0 |
0 |
0 |
880 |
| Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China |
0 |
1 |
1 |
171 |
6 |
7 |
16 |
483 |
| Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes |
0 |
1 |
1 |
36 |
0 |
2 |
3 |
142 |
| Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
591 |
| Are market makers uninformed and passive? Signing trades in the absence of quotes |
0 |
0 |
0 |
33 |
0 |
4 |
8 |
166 |
| Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
162 |
| Central Clearing and Asset Prices |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
56 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Competition for Order Flow Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
44 |
| Competition for Order Flow and Smart Order Routing Systems |
0 |
0 |
0 |
189 |
0 |
2 |
4 |
711 |
| Competition for order flow and smart order routing systems |
0 |
0 |
1 |
191 |
0 |
6 |
10 |
542 |
| Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties |
0 |
1 |
1 |
47 |
0 |
5 |
7 |
42 |
| Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
103 |
| Dispersion and Skewness of Bid Prices |
0 |
0 |
2 |
28 |
1 |
2 |
9 |
53 |
| Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets |
0 |
1 |
2 |
10 |
0 |
1 |
3 |
31 |
| Does algorithmic trading improve liquidity? |
2 |
3 |
4 |
27 |
3 |
22 |
30 |
130 |
| Euro area sovereign yield dynamics: the role of order imbalance |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
293 |
| Euro-Area Sovereign Yield Dynamics: the role of order imbalance |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
190 |
| High Frequency Trading and the New-Market Makers |
2 |
2 |
15 |
410 |
5 |
7 |
50 |
912 |
| High-Frequency Trading around Large Institutional Orders |
0 |
2 |
5 |
52 |
2 |
10 |
38 |
63 |
| Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount |
1 |
1 |
10 |
315 |
3 |
5 |
29 |
866 |
| Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York |
0 |
0 |
0 |
140 |
0 |
0 |
5 |
480 |
| Limit order books and trade informativeness |
0 |
0 |
4 |
19 |
2 |
10 |
19 |
78 |
| Macro News, Riskfree Rates, and the Intermediary |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
130 |
| Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures |
0 |
0 |
0 |
34 |
1 |
2 |
5 |
263 |
| Middlemen in Limit Order Markets |
0 |
0 |
0 |
0 |
1 |
13 |
48 |
346 |
| Need for Speed? Exchange Latency and Liquidity |
0 |
0 |
0 |
12 |
2 |
2 |
6 |
62 |
| Need for Speed? Exchange Latency and Liquidity |
0 |
0 |
0 |
0 |
2 |
3 |
10 |
25 |
| Need for Speed? Exchange Latency and Liquidity |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
37 |
| Price pressures |
0 |
0 |
0 |
12 |
2 |
2 |
10 |
108 |
| Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence |
0 |
0 |
2 |
240 |
0 |
0 |
5 |
1,027 |
| Shades of Darkness: A Pecking Order of Trading Venues |
0 |
0 |
3 |
32 |
4 |
6 |
24 |
73 |
| Splitting Orders in Fragmented Markets |
0 |
0 |
0 |
103 |
0 |
1 |
1 |
493 |
| Splitting Orders in Fragmented Markets; evidence from cross-listed stocks |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
34 |
| Splitting orders in overlapping markets: a study of cross-listed stocks |
0 |
0 |
1 |
90 |
0 |
0 |
2 |
347 |
| The Decision Between Internal and External R&D |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
1,529 |
| Understanding limit order book depth: conditioning on trade informativeness |
0 |
1 |
3 |
575 |
3 |
5 |
19 |
2,312 |
| Understanding the limit order book: Conditioning on trade informativeness |
0 |
0 |
2 |
12 |
0 |
0 |
5 |
50 |
| Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry |
0 |
0 |
0 |
894 |
0 |
0 |
0 |
2,333 |
| Volatility Patterns and Spillovers in Bund Futures |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
505 |
| Total Working Papers |
5 |
13 |
58 |
4,112 |
39 |
124 |
407 |
16,707 |
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