Olena Nikolsko-Rzhevska

University of Memphis - Finance

United States

SCHOLARLY PAPERS

2

DOWNLOADS

109

CITATIONS

1

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 63 (346,218)
Citation 1

Abstract:

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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 46 (400,019)

Abstract:

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