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Veronika Selezneva

Paris Dauphine University

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

  • Paris Dauphine University

SCHOLARLY PAPERS

2

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450

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

Does Index Arbitrage Distort the Market Reaction to Shocks?

CERGE-EI Working Paper Series No. 651
Number of pages: 60 Posted: 05 Mar 2020 Last Revised: 08 May 2024
Stanislav Anatolyev, Stanislav Anatolyev, Sergei Seleznev and Veronika Selezneva
CERGE-EINew Economic School, INECO Capital Ltd and Paris Dauphine University
Downloads 305 (247,802)

Abstract:

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high-frequency data, millisecond data, stock market, ETF, arbitrage intensity, oil shock, market efficiency, price discovery

2.

How does the financial market update beliefs about the real economy? Evidence from the oil market

Number of pages: 42 Posted: 23 Jul 2018 Last Revised: 29 Apr 2020
Stanislav Anatolyev, Stanislav Anatolyev, Sergei Seleznev and Veronika Selezneva
CERGE-EINew Economic School, INECO Capital Ltd and Paris Dauphine University
Downloads 145 (508,926)
Citation 1

Abstract:

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oil market, ultra high frequency data, futures returns, inventory surprises, term structure curve, theory of storage