Rudy De Winne

UCLouvain

Professor

Chaussée de Binche, 151

Mons, 7000

Belgium

SCHOLARLY PAPERS

7

DOWNLOADS

553

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

An Analysis of Market Makers' Behavior on NASDAQ Europe

Number of pages: 25 Posted: 03 Feb 2003
Rudy De Winne and Isabelle Platten
UCLouvain and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM
Downloads 318 (94,637)
Citation 3

Abstract:

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Market Microstructure, Spread Components, Stock Inventory Management, Nasdaq Europe

2.

Artificial Intelligence Alter Egos:Who benefits from Robo-investing?

Number of pages: 75 Posted: 09 Jul 2019 Last Revised: 12 Jul 2019
UCLouvain - Louvain School of Management, UCLouvain, University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 134 (214,370)

Abstract:

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Machine Learning, Portfolio Allocation, FinTech

3.

Trading Performance on Euronext: Does Location or Trading Venue Matter?

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 23 Posted: 08 May 2011 Last Revised: 12 May 2011
Hans Degryse, Rudy De Winne and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, UCLouvain and KU Leuven - University of Leuven
Downloads 67 (337,422)

Abstract:

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Traders' Performance, Local Bias

4.

Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity

Number of pages: 40 Posted: 10 Apr 2019 Last Revised: 14 Aug 2019
KU Leuven, Department Accounting, Finance and Insurance, UCLouvain, Université Paris-Dauphine, PSL and City University London - Sir John Cass Business School
Downloads 34 (449,606)

Abstract:

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high frequency trading (HFT), algorithmic trading (AT), fragmentation, ghost liquidity

5.

Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index

International Review of Financial Analysis, 34, 31-43.
Posted: 12 Sep 2008 Last Revised: 16 Dec 2014
Rudy De Winne, Carole Gresse and Isabelle Platten
UCLouvain, Université Paris-Dauphine, PSL and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM

Abstract:

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Exchange-traded fund (ETF), index trading, transaction costs, liquidity, risk sharing

6.

A Comparison of Alternative Spread Decomposition Models on Euronext Brussels

Brussels Economic Review, Vol. 46, No. 4, pp. 91-135
Posted: 11 Feb 2005
Rudy De Winne and Christophe Majois
UCLouvain and Financial Services and Markets Authority (FSMA)

Abstract:

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Market Microstructure, Bid-Ask Spread Components, Order-Driven Markets, Information Asymmetry, Inventory Holding Costs

Hide-and-Seek in the Market: Placing and Detecting Hidden Orders

Review of Finance, Vol. 11, Issue 4, pp. 663-692, 2007
Posted: 14 Jul 2008
Rudy De Winne and Catherine D'Hondt
UCLouvain and UCLouvain - Louvain School of Management

Abstract:

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G14, G10

Hide-and-Seek in the Market: Placing and Detecting Hidden Orders

Review of Finance, 2007
Posted: 03 Jun 2003
Rudy De Winne and Catherine D'Hondt
UCLouvain and UCLouvain - Louvain School of Management

Abstract:

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Traders' behavior, Hidden Orders, Hidden Depth, Order Aggressiveness

Other Papers (1)

Total Downloads: 342
1.

A Comparison of Alternative Spread Decomposition Models on Euronext Brussels

Number of pages: 43 Posted: 01 Aug 2003
Rudy De Winne and Christophe Majois
UCLouvain and Financial Services and Markets Authority (FSMA)
Downloads 342

Abstract:

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Market Microstructure, Bid-Ask Spread Components, Order-Driven Markets, Information Asymmetry, Inventory Holding Costs