320 Tomasso Hall
Babson Park, MA 02457-0310
Babson College - Finance Division
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Dividend policy, asymmetry, market movements
corporate bonds, transparency, transaction costs, TRACE
transparency, liquidity, corporate bonds
Commissions, Brokers, Institutional Trading, bunching
corporate bonds, transparency, liquidity, TRACE, underpricing
High-frequency Trading, HFT, Algorithmic Trading, High Speed Trading, Market Liquidity, Market Efficiency, Price Volatility, Market Regulation
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high‐frequency trading, HFT, algorithmic trading, market liquidity, market efficiency, price volatility, market regulation
Tick size, Limit Orders, Depth, Liquidity Provision
Competition, market microstructure, execution costs
Dividend policy, market movement, G-7, BRICS
dividend policy, market movement, G‐7, BRICS
effective spreads, displayed spreads, best intermarket quote, NYSE, regionals
tick size, adverse selection, serial correlation
market microstructure, price improvement, NYSE, intermarket competition
Liquidity, Execution Costs, Electronic Markets
Financial comovements, European stock markets, copulas, Brexit, Great Recession
Corporate Bond Illiquidity, Capital Commitment, Dealer Inventory, Market-Making, transparency, TRACE, transaction costs
High-frequency trading, institutional traders, retail traders, limit order book
climate change, option pricing, climate variance, drought, ice roads
Market Design, Speed Bump, Quote Fade, Liquidity Provision
circuit breakers, trading collars, trading halts, NYSE Rule 80A, microstructure, volatility transmission
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