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Hoang-Nam Nguyen

Kepler Cheuvreux

112 avenue Kleber

Paris, 75016

France

SCHOLARLY PAPERS

2

DOWNLOADS

279

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Lead-Lag and Evasiveness of Price Limits Across Venues Based on Synchronised Orderbook Observations

Number of pages: 22 Posted: 02 Mar 2020
Paul Besson, Stephanie Sureau and Hoang-Nam Nguyen
Euronext, Kepler Cheuvreux and Kepler Cheuvreux
Downloads 145 (511,933)

Abstract:

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market fragmentation, venue analysis, lead-lag analysis, Smart Order Router (SOR), orderbook dynamics, limit evasiveness, ghost liquidity

2.

Intraday Drivers of European Fragmentation Across Venues Based on Synchronised Orderbook Observations

Number of pages: 26 Posted: 02 Mar 2020 Last Revised: 22 Apr 2020
Paul Besson, Stephanie Sureau and Hoang-Nam Nguyen
Euronext, Kepler Cheuvreux and Kepler Cheuvreux
Downloads 134 (544,251)

Abstract:

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market fragmentation, venue analysis, Smart Order Router (SOR), orderbook dynamics