.
Rosenthal, Dale W. R.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 2,966
Total Citations 2
1.
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Posted:
28 Jul 09
Last Revised:
05 Jan 12
902(10,914)
trading performance, luck versus skill, order scheduling, price impact
2.
Modeling Trade Direction
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Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Posted:
27 Nov 07
Last Revised:
08 Oct 12
827(12,504)
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
0
delay models, flash crash detection, prevailing quotes, trade classification, trade direction, trade publishing delays
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Posted:
27 Nov 07
Last Revised:
18 Oct 11
827
trade classification, delay models, trade publishing delays, prevailing quotes, trade direction, flash crash detection
3.
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Posted:
10 Apr 10
Last Revised:
25 Feb 13
352(40,035)
contagion, externality cost of distress, sensitivity of distress exposure, sensitivity of distress pervasiveness, follow-on bankruptcy, central clearing, central counterparty
4.
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Posted:
19 Dec 08
Last Revised:
02 Oct 12
256(57,740)
default-approximating portfolio, diversity score, default-relative diversification, robust CDO structuring, gamma Edgeworth expansion
5.
Boudt, Kris Free University of Brussels (VUB)
Paulus, Ellen C. S. London Business School - Department of Finance
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Posted:
31 Aug 10
Last Revised:
20 Nov 12
222(67,289)
1
Financial distress, funding liquidity, market liquidity, systemic risk, two-regime model
6.
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Thomas, Nordia D. M. University of Wisconsin - La Crosse
Wang, Hefei University of Illinois at Chicago - Department of Finance
Posted:
19 Mar 10
Last Revised:
29 Apr 13
177(84,234)
1
transaction tax, Tobin tax, market microstructure, limit order model, market makers, high-frequency trading, search costs
7.
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
Zhang, Jin Illinois Institute of Technology
Posted:
15 Jan 12
Last Revised:
23 Jan 12
157(94,107)
high-frequency volatility estimation, refresh times, bias, data cleaning
8.
Rosenthal, Dale W. R. University of Illinois at Chicago - Department of Finance
73(165,458)
