Greg Sterijevski

Illinois Institute of Technology

Stuart Graduate School of Business

565 W. Adams St.

Chicago, IL 60661

United States

SCHOLARLY PAPERS

2

DOWNLOADS

68

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Perspectives on Hedge Fund Herding: A Survey of Analytical Methods

Wilmott, Vol. 2014, Issue 72, pp. 66-81
Number of pages: 43 Posted: 25 Jan 2016
Andrew Kumiega, Greg Sterijevski and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business
Downloads 68 (404,934)

Abstract:

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hedge fund herding, independent component analysis

2.

Beyond the Flash Crash: Systemic Risk, Reliability, and High Frequency Financial Markets

Journal of Trading, Vol. 11, No. 2, 71-83, 2016, https://doi.org/10.3905/jot.2016.2016.1.046
Posted: 21 May 2019
Andrew Kumiega, Greg Sterijevski and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business

Abstract:

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High frequency trading, reliability engineering, systemic risk