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Chicago Booth Fama-Miller: Market Microstructure (Topic)

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Viewing: 1 - 7 of 7 papers

1.

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response

Chicago Booth Research Paper No. 14-03
Number of pages: 85 Posted: 30 Jan 2014 Last Revised: 02 Mar 2018
Working Paper Series
University of Chicago - Booth School of Business, University of Maryland - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,044
2.

Market Sentiment: A Tragedy of the Commons

Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-07
Number of pages: 6 Posted: 19 Dec 2010 Last Revised: 29 Jul 2011
Working Paper Series
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Downloads 777
3.

The Social Cost of Near-Rational Investment

AFA 2012 Chicago Meetings Paper
Number of pages: 83 Posted: 18 Mar 2008 Last Revised: 31 Jul 2016
Working Paper Series
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco

Multiple version iconThere are 3 versions of this paper

Downloads 507
4.

Some Mathematical Aspects of Market Impact Modeling

Number of pages: 23 Posted: 07 Jan 2011 Last Revised: 27 Jun 2011
Working Paper Series
University of Mannheim and Technische Universit√§t M√ľnchen (TUM)
Downloads 499
5.

Understanding Trust

CRSP Working Paper No. 621
Number of pages: 32 Posted: 04 Sep 2007
Working Paper Series
Northwestern University - Kellogg School of Management - Department of Finance, Universidad Carlos III de Madrid and University of Chicago - Booth School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 420
6.

Finance: Function Matters, Not Size

Number of pages: 26 Posted: 03 Apr 2013
Working Paper Series
Hoover Institution

Multiple version iconThere are 2 versions of this paper

Downloads 247
7.

Do Unexpected Land Auction Outcomes Bring New Information to the Real Estate Market?

Journal of Real Estate Finance and Economics, Vol. 40, No. 4, 2010
Number of pages: 28 Posted: 26 Feb 2010 Last Revised: 26 Dec 2012
Accepted Paper Series
The University of Hong Kong - Ronald Coase Centre for Property Rights Research - Economics, University of Hong Kong, Chinese University of Hong Kong - Department of Geography and Resource Management, The University of Hong Kong - School of Economics and Finance and The University of Hong Kong - Department of Real Estate and Construction
Downloads 141