Toronto, Ontario M5S 3E6
University of Toronto - Finance Area
in Total Papers Downloads
in Total Papers Citations
high frequency trading, message tax, market quality, retail traders
Social learning, herding, contrarians, asset price volatility, market transparency
Liquidity credits, market quality, trading, make/take fees, maker-taker, rebates, bid-ask spread
dark trading, midpoint orders, limit order book trading
market microstructure, trading volume, liquidity, dealer market, limit order book
order and quote driven trading, dealer market, execution costs
Initial Public Offering, Aftermarket Trading, Informational Efficiency, Underpricing
Trading, Market Participation, Intraday Patterns, Heterogeneous Information
Timing Games, Unraveling, Runs, Games with Many Players, Pre-emption, War of Attrition
Games of timing, war of attrition, preemption game
market design, trading, blockhchain, distributed ledger, transparency
dark trading, high frequency trading, retail investors, trade-at rule, price improvement, segmentation, internalization
market microstructure, trading volume, liquidity
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