Norman, OK 73019
United States
http://https://www.ou.edu/price/finance/faculty/john-paul-broussard
Camden, NJ 08102
University of Oklahoma
Rutgers University
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Price discovery, equity options, market microstructure, high frequency data, put-call parity
Price Discovery, Equity Options, Market Microstructure, High Frequency Data, Put-Call Parity
Pairs, Trading Strategy, Statistical Arbitrage, Short-Selling, Finland, Helsinki Stock Exchange, NASDAQ, OMXH
Algorithmic Trading, Microstructure, Behavioral Bias
HFT, Algorithmic Trading, Market Quality
Flash Crash, Hawkes Processes
dual-class shares, voting rights, liquidity risk, dividend privileges
Migration, style, value, growth
Algorithmic Trading, HFT, Market Quality, market microstructure