Ithaca, NY 14853
Cornell University - Samuel Curtis Johnson Graduate School of Management
in Total Papers Downloads
in Total Papers Citations
Flash crash, liquidity, flow toxicity, market microstructure, VPIN
Flash crash, liquidity, flow toxicity, volume imbalance, market microstructure, probability of informed trading, VPIN
high frequency trading, volume clock, low frequency trading, market microstructure
Liquidity Provision, Flow Toxicity, Market Microstructure, VPIN
corporate governance, commercial banks, fiduciary duties
Trade Classification, Bulk Volume Classification, flow toxicity, volume imbalance, market microstructure
liquidity, flow toxicity, broker, VWAP, market microstructure, adverse selection, probability of informed trading, VPIN, OEH
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: MAFI.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Flash crash, liquidity, flow toxicity, market microstructure, probability of informed trading, VPIN
Investment banking, equity offerings, underwriting, analyst recommendations, market making
C51, C53, G10, G12, G14, Arrival rates, informed trades, uninformed trades, autoregressive process, market depth, liquidity
TAQ data, Odd-lots, Price Discovery, Transparency, Order Imbalance, Retail Trading
Capital Structure, Information Asymmetry, Market Microstructure, Information Risk
market fragmentation, market quality, microstructure
Price Data Selling, Cost of Capital, Liquidity, Volatility, Information Acquisition, Complementarities
noise traders, liquidity traders, informed traders, experiments, experimental markets, market microstructure, informational efficiency, liquidity, transaction tax, Tobin tax
D03, G12, G14
transparency, dark liquidity, hidden liquidity, iceberg markets, experiments, liquidity, informational efficiency, market microstructure
Market microstructure, experimental economics, experiments, electronic markets, limit order book, liquidity, continuous auctions, limit orders, trading strategies, informed traders, information asymmetry
liquidity, uncertainty, subprime crisis, fair value accounting
securities law, subprime, reves test, crisis, mortgage
Volcker Rule, Corporate Bond Illiquidity, Regulation, Capital Commitment, Dealer Inventory, Market-Making, Financial Crisis
Opaque trading, asset prices, welfare, regulation
Brokers, best execution, traders, securities law
tick size, capital formation, liquidity, high-frequency trading, HFT, market makers, exchanges, market microstructure, financial regulation, SEC
File name: eufm.
banks, corporate governance, risk management, bank holding companies, BHC
ETF, Market stability, Learning, Market fragility, Herding, Market microstructure
Best execution, Corporate bonds, Market Microstructure, Dealer market, Trading Network, Transparency
G1, G2, D8
Stock splits, market microstructure, information asymmetry, optimal tick size, trading range
Market microstructure, experimental economics, stock market competition
behavioral finance, noise, limits to arbitrage, day trading, experiments, Tobin tax, securities transactions tax, informational efficiency, liquidity, volatility
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 1.637 seconds