Josh Reed

New York University (NYU) - Department of Information, Operations, and Management Sciences

Assistant Professor of Information, Operations & MGMT Sciences

44 West Fourth Street

New York, NY 10012

United States

  • New York University (NYU) - Department of Information, Operations, and Management Sciences

SCHOLARLY PAPERS

2

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Top 19,282

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2,986

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (2)

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1.

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 10 Posted: 14 Oct 2010 Last Revised: 11 Oct 2012
Marco Avellaneda, Josh Reed and Sasha Stoikov
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Downloads 2,770 (5,194)
Citation 2

Abstract:

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High frequency data, order book modeling, financial engineering, diffusion limit, hidden liquidity, market microstructure

2.

Large-Scale Bundle Size Pricing: A Theoretical Analysis

Number of pages: 39 Posted: 28 Jan 2017 Last Revised: 08 Jun 2019
Tarek Abdallah, Arash Asadpour and Josh Reed
Northwestern University - Department of Operations, affiliation not provided to SSRN and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 216 (165,272)
Citation 6

Abstract:

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