.
McCulloch, James's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 828
Total Citations 4
1.
McCulloch, James University of Technology, Sydney
Kazakov, Vlad University of Technology Sydney
Posted:
07 Apr 11
Last Revised:
16 Apr 12
346(40,738)
Volume Weighted Average Price, VWAP, Mean Variance Optimal, Algorithmic Trading, Transaction Costs
2.
McCulloch, James University of Technology, Sydney
174(85,593)
3
Binomial, Point Process, Doubly Stochastic, Relative Volume, Cox Process, Random Probability Measure, VWAP, Volume Weighted Average Pricing, NYSE, New York Stock Exchange
3.
McCulloch, James University of Technology, Sydney
Posted:
08 Apr 11
Last Revised:
16 Apr 12
145(101,590)
Time Deformation, Long Range Dependent, Stochastic Clock, Fractal Activity Time, New York Stock Exchange, Doubly Stochastic Binomial Point Process
4.
McCulloch, James University of Technology, Sydney
Posted:
20 Apr 11
Last Revised:
26 May 11
74(164,063)
1
Mean-Variance Optimal Hedging, Minimum Variance Hedging, Optimal Price Trading, Trade Separation, Variance Optimal Martingale Measure
5.
McCulloch, James University of Technology, Sydney
56(190,317)
True Spread, Censored Spread, Observed Spread, Tick Size, Exchange Policy
6.
Gallagher, David R. Centre for International Finance and Regulation
Ignatieva, Katja University of New South Wales - Australian School of Business
McCulloch, James University of Technology, Sydney
33(235,728)
Industry concentration, competition, stock return
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
0.125 seconds
