Isabel Tkatch

Georgia State University - J. Mack Robinson College of Business

Assistant Professor

P.O. Box 4050

Atlanta, GA 30303-3083

United States

SCHOLARLY PAPERS

3

DOWNLOADS

194

CITATIONS

5

Scholarly Papers (3)

1.

Strategic Order Splitting in Automated Markets

Number of pages: 46 Posted: 07 May 2009 Last Revised: 10 Aug 2009
Isabel Tkatch and Zinat S. Alam
Georgia State University - J. Mack Robinson College of Business and University of North Texas, College of Business Administration, Department of Finance, Insurance Real Estate and Law
Downloads 93 (276,369)
Citation 2

Abstract:

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Microstructure, Order execution strategy, Split order, Voluntary market maker

2.

Regression, Correlation, and the Time Interval: Additive-Multiplicative Framework

Management Science, Vol. 47, No. 8, pp. 1150-1159, August 2001
Number of pages: 10 Posted: 14 Jul 2007
Haim Levy, Ilan Guttman and Isabel Tkatch
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Leonard N. Stern School of Business, New York University and Georgia State University - J. Mack Robinson College of Business
Downloads 90 (282,124)

Abstract:

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Correlation Coefficient, Regression Coefficient (Beta), Time Interval

3.

The Cost of Liquidity: Results from a Natural Experiment

Number of pages: 26 Posted: 14 Oct 2009
Eugene Kandel and Isabel Tkatch
Hebrew University of Jerusalem - Department of Economics and Georgia State University - J. Mack Robinson College of Business
Downloads 11 (572,559)

Abstract:

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Inventory, Liquidity, Limit order book, ETF