Joerg Picard

Grand Valley State University

Assistant Professor

Seidman School of Business

1 Campus Drive

Allendale, MI 49401

United States

SCHOLARLY PAPERS

2

DOWNLOADS

290

CITATIONS

0

Scholarly Papers (2)

1.

Does Trade Clustering Reduce Trading Costs? Evidence from Periodicity in Algorithmic Trading

Number of pages: 39 Posted: 22 Sep 2014 Last Revised: 09 Aug 2016
Dmitriy Muravyev and Joerg Picard
Boston College - Department of Finance and Grand Valley State University
Downloads 158 (176,553)

Abstract:

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trading seasonality, liquidity, informed trading, behavioral algorithmic trading

2.

High-Frequency Price Discovery of Gold

Number of pages: 59 Posted: 21 Jun 2017
Joerg Picard
Grand Valley State University
Downloads 132 (204,524)

Abstract:

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price discovery, gold, high-frequency trading, information shares