Joshua Slive

Bank of Canada

Principal Researcher

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 31,951

in Total Papers Downloads

1,388

CITATIONS
Rank 18,847

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Top 18,847

in Total Papers Citations

25

Scholarly Papers (4)

1.
Downloads 698 ( 35,369)
Citation 11

Liquidity Supply and Demand in Limit Order Markets

Number of pages: 53 Posted: 27 Jan 2003
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business, University of Virginia and Bank of Canada
Downloads 659 (37,613)
Citation 13

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liquidity, limit orders, market orders, high frequency data, discrete choice

Liquidity Supply and Demand in Limit Order Markets

CEPR Discussion Paper No. 3676
Number of pages: 55 Posted: 17 Jan 2003
Carnegie Mellon University - David A. Tepper School of Business, University of Virginia, Carnegie Mellon University - David A. Tepper School of Business and Bank of Canada
Downloads 39 (432,086)
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Liquidity, limit orders, market orders, high frequency data, discrete choice

2.

Portfolio Selection with Multiple Assets and Capital Gains Taxes

Number of pages: 54 Posted: 21 Jul 2001
Lorenzo Garlappi, Vasant Naik and Joshua Slive
University of British Columbia (UBC) - Sauder School of Business, Lehman Brothers International, Europe and Bank of Canada
Downloads 360 (81,205)
Citation 13

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Capital Gains Taxes, Portfolio Choice

Estimating the Gains from Trade in Limit Order Markets

Rodney L. White Center for Financial Research Working Paper No. 20-04
Number of pages: 50 Posted: 11 Sep 2004
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business, University of Virginia and Bank of Canada
Downloads 170 (173,828)
Citation 1

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Limit Order Markets, Gains from Trade, Discrete Choice, Allocative Efficiency

Estimating the Gains from Trade in Limit Order Markets

CEPR Discussion Paper No. 4432
Number of pages: 50 Posted: 09 Jul 2004
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business, University of Virginia and Bank of Canada
Downloads 19 (539,275)
Citation 1
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Limit order markets, gains from trade, discrete choice, allocative efficiency

4.

Dealers' Competition and Control of a Central Counterparty: When Lower Risk Increases Profit

Number of pages: 39 Posted: 17 Mar 2012 Last Revised: 26 Jul 2013
Bank of Canada, Financial Stability Department, Financial Studies Division, Bank of Canada and Bank of Canada
Downloads 141 (203,026)
Citation 3

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Clearing, Central Counterparty, Default, Competition, membership requirements