Philip Protter

Columbia University

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

2

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CITATIONS
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13

Scholarly Papers (2)

1.

A Dysfunctional Role of High Frequency Trading in Electronic Markets

Johnson School Research Paper Series No. 08-2011
Number of pages: 16 Posted: 09 Mar 2011 Last Revised: 30 Jun 2011
Robert A. Jarrow and Philip Protter
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University
Downloads 3,040 (2,274)
Citation 9

Abstract:

2.

A Liquidity Based Model for Asset Price Bubbles

Quantitative Finance, Forthcoming, Johnson School Research Paper Series No. 14-2010
Number of pages: 23 Posted: 02 Mar 2010 Last Revised: 08 Sep 2011
Philip Protter, Robert A. Jarrow and Alexandre F. Roch
Columbia University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 638 (27,597)
Citation 4

Abstract: