Mike Lipkin

Columbia University

331 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

Katama Trading, LLC

American Stock Exchange

2 Rector Street

New York, NY 10006

United States

SCHOLARLY PAPERS

3

DOWNLOADS
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1,661

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A Dynamic Model for Hard-to-Borrow Stocks

Number of pages: 24 Posted: 12 Mar 2009
Mike Lipkin and Marco Avellaneda
Columbia University and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 784 (35,281)
Citation 6

Abstract:

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stock-loan, hard-to-borrow stocks

2.
Downloads 731 ( 38,710)
Citation 1

A Market-Induced Mechanism for Stock Pinning

New York University Courant Institute Working Paper
Number of pages: 20 Posted: 22 Nov 2003
Marco Avellaneda and Mike Lipkin
New York University (NYU) - Courant Institute of Mathematical Sciences and Columbia University
Downloads 731 (38,155)
Citation 1

Abstract:

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Stock clustering, options, open interest, volume, pinning

A Market-Induced Mechanism for Stock Pinning

Quantitative Finance, Vol. 3, December 2003
Posted: 06 Jan 2004
Marco Avellaneda and Mike Lipkin
New York University (NYU) - Courant Institute of Mathematical Sciences and Columbia University

Abstract:

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Stock clustering, options, open interest, volume, pinning

3.

Dynamics of Bankrupt Stocks

Number of pages: 21 Posted: 22 Apr 2012
Richard Sowers, Xiao Li and Mike Lipkin
University of Illinois at Urbana-Champaign - Department of Mathematics, affiliation not provided to SSRN and Columbia University
Downloads 146 (225,625)
Citation 2

Abstract:

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bubbles, hard-to-borrow, put-call parity