Hyungil Kye

Aalto University School of Business, Department of Finance

Postdoctoral Researcher

http://henrykye.com

SCHOLARLY PAPERS

3

DOWNLOADS

156

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Off Exchange Routing Decision

Number of pages: 39 Posted: 23 Aug 2019
Hyungil Kye and Bruce Mizrach
Aalto University School of Business, Department of Finance and Rutgers University, Department of Economics
Downloads 83 (369,707)

Abstract:

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off-exchange, dealers, over-the-counter; ATS; routing decision

2.

Machine Learning from the COVID-19 Pandemic About the Value of the NYSE Floor in Market Closing Time

Number of pages: 29 Posted: 27 Aug 2020 Last Revised: 01 Jun 2021
Hyungil Kye and Bruce Mizrach
Aalto University School of Business, Department of Finance and Rutgers University, Department of Economics
Downloads 73 (398,091)

Abstract:

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NYSE Floor Closure, Covid-19 Pandemic, Synthetic Control Method, Machine Learning

3.

Machine Learning from Randomized Experiments: The Case of the Tick Size Pilot Program

Posted: 24 Aug 2020 Last Revised: 22 May 2021
Hyungil Kye
Aalto University School of Business, Department of Finance

Abstract:

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Tick Size Pilot Program, Empirical Machine Learning, Randomized Controlled Trial