Joshua Slive

Bank of Canada

Principal Researcher

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 34,646

SSRN RANKINGS

Top 34,646

in Total Papers Downloads

1,422

SSRN CITATIONS
Rank 12,851

SSRN RANKINGS

Top 12,851

in Total Papers Citations

44

CROSSREF CITATIONS

37

Scholarly Papers (4)

1.
Downloads 715 ( 38,036)
Citation 9

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 676 (40,440)
Citation 14

Abstract:

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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 (471,795)
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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 369 (87,159)
Citation 17

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Capital Gains Taxes, Portfolio Choice

3.
Downloads 189 (173,419)
Citation 25

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 (190,549)
Citation 3

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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 (588,504)
Citation 21
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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 149 (212,925)
Citation 1

Abstract:

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Clearing, Central Counterparty, Default, Competition, membership requirements