Olena Nikolsko-Rzhevska

University of Memphis - Finance

United States

SCHOLARLY PAPERS

2

DOWNLOADS

100

CITATIONS

0

Scholarly Papers (2)

1.

Disappearing Liquidity: Why It Matters and How to Deal with It

Number of pages: 30 Posted: 11 Dec 2017 Last Revised: 16 Dec 2017
Olena Nikolsko-Rzhevska and Alex Nikolsko‐Rzhevskyy
University of Memphis - Finance and Lehigh University - Business School
Downloads 57 (357,706)

Abstract:

Loading...

NASDAQ, ITCH, algorithmic trading, order cancellations, liquidity provision, market quality, phantom liquidity

2.

The Life of U's: Order Revisions on NASDAQ

Number of pages: 36 Posted: 07 Dec 2017 Last Revised: 27 Feb 2018
Olena Nikolsko-Rzhevska and Alex Nikolsko‐Rzhevskyy
University of Memphis - Finance and Lehigh University - Business School
Downloads 43 (403,812)

Abstract:

Loading...

Microstructure; Revisions; Cancellations; Algorithmic trading; NASDAQ; ITCH; Liquidity Provision; Market Quality Flickering Quotes