Gregory Laughlin

Yale University

Professor of Astronomy

New Haven, CT 06520

United States

http://astronomy.yale.edu/people/gregory-laughlin

SCHOLARLY PAPERS

3

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3,299

SSRN CITATIONS
Rank 20,012

SSRN RANKINGS

Top 20,012

in Total Papers Citations

16

CROSSREF CITATIONS

36

Scholarly Papers (3)

1.

The Flash Crash: A New Deconstruction

Number of pages: 53 Posted: 26 Jan 2016 Last Revised: 10 May 2017
Eric M. Aldrich, Joseph Grundfest and Gregory Laughlin
University of California, Santa Cruz, Stanford University Law School and Yale University
Downloads 2,154 (8,441)
Citation 14

Abstract:

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High-frequency trading, market microstructure, Flash Crash, financial market regulation.

2.

A Compound Duration Model for High-Frequency Asset Returns

Number of pages: 42 Posted: 17 Aug 2014 Last Revised: 08 Nov 2016
Eric M. Aldrich, Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz, University of California, Santa Cruz and Yale University
Downloads 707 (44,739)
Citation 3

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High-frequency trading, US Equities, News arrival

Information Transmission between Financial Markets in Chicago and New York

Stanford Law and Economics Olin Working Paper No. 442, Rock Center for Corporate Governance at Stanford University Working Paper No. 137
Number of pages: 19 Posted: 04 Mar 2013 Last Revised: 18 Apr 2013
Gregory Laughlin, Anthony Aguirre and Joseph Grundfest
Yale University, University of California, Santa Cruz and Stanford University Law School
Downloads 437 (81,231)
Citation 3

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Information Transmission between Financial Markets in Chicago and New York

Financial Review, Vol. 49, Issue 2, pp. 283-312, 2014
Number of pages: 30 Posted: 08 Apr 2014
Gregory Laughlin, Anthony Aguirre and Joseph Grundfest
Yale University, University of California, Santa Cruz and Stanford University Law School
Downloads 1 (813,745)
Citation 4
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Abstract:

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market behavior, market pricing, market structure