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

SCHOLARLY PAPERS

2

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in Total Papers Downloads

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CITATIONS

2

Scholarly Papers (2)

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
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 1,993 (4,097)
Citation 2

Abstract:

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: 70 Posted: 28 Jan 2017
New York University, Department of Information, Operations, and Management Sciences, Students, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 0 (461,340)

Abstract: