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Cornell University - Samuel Curtis Johnson Graduate School of Management
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low latency, high frequency trading, HFT, market quality, algorithmic trading, algorithms
Individual investor sentiment, return predictability, behavioral finance, liquidity provision, NYSE, contrarian, market efficiency
individual investors, earnings, liquidity, private information
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earnings announcement, individual investors
Island ECN, electronic communications networks, alternative trading systems, limit order book, volatility, limit orders, market microstructure, hidden orders, fleeting orders
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, informational efficiency, liquidity, market design, New York Stock Exchange, OpenBook, transparency, trading strategies, limit orders, specialists
Market microstructure, experimental economics, experiments, electronic markets, limit order book, liquidity, continuous auctions, limit orders, trading strategies, informed traders, information asymmetry
Market microstructure, institutional trading, permanent price impact, block trades, information asymmetry
fleeting orders, INET, limit orders, ECN, trading strategies, hidden liquidity, dark liquidity, supplying liquidity, demanding liquidity, technology, active trading, market fragmentation, duration analysis, survival analysis, limit order cancellation, proportional hazards model
tick size, capital formation, liquidity, high-frequency trading, HFT, market makers, exchanges, market microstructure, financial regulation, SEC
Listing, exchanges, market microstructure, information asymmetry, return patterns, corporate decision making, NYSE, NASDAQ
G12, G14, G30
news, influence, media, wisdom of the crowds, pricing errors, earnings announcements
high-frequency trading, HFT, competition, market microstructure, product market competition, trading strategies; product differentiation
Stock splits, market microstructure, information asymmetry, optimal tick size, trading range
behavioral finance, noise, limits to arbitrage, day trading, experiments, Tobin tax, securities transactions tax, informational efficiency, liquidity, volatility
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