Clifford A. Ball

Vanderbilt University - Finance

401 21st Avenue South

Nashville, TN 37203

United States

  • Vanderbilt University - Finance

SCHOLARLY PAPERS

3

DOWNLOADS

664

TOTAL CITATIONS

5

Scholarly Papers (3)

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1.

True Spreads and Equilibrium Prices

Downloads 466 (123,865)
Citation 1

True Spreads and Equilibrium Prices

Vanderbilt Working Paper No. 99-12
Number of pages: 49 Posted: 08 Aug 1999
Tarun Chordia and Clifford A. Ball
Emory University - Department of Finance and Vanderbilt University - Finance
Downloads 466 (122,452)
Citation 1

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True Spreads and Equilibrium Prices

Posted: 19 Jun 2001
Clifford A. Ball and Tarun Chordia
Vanderbilt University - Finance and Emory University - Department of Finance

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Tick size, Rounding, Discretization, Monte Carlo Markov Chain, Gibbs sampler, Market Microstructure

2.

Contagion in the Presence of Stochastic Interdependence

Number of pages: 27 Posted: 18 Sep 2006
Clifford A. Ball and Walter N. Torous
Vanderbilt University - Finance and Massachusetts Institute of Technology
Downloads 198 (304,146)
Citation 4

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Contagion, Interdependence, Stochastic covariance

3.

Regime Shifts in Short Term Riskless Interest Rates

#216- 1995
Posted: 22 Aug 1998
Walter N. Torous and Clifford A. Ball
Massachusetts Institute of Technology and Vanderbilt University - Finance

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