75 Hamilton Street
New Brunswick, NJ 08901
United States
http://snde.rutgers.edu/
Rutgers University, Department of Economics
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behavioral finance, technical analysis, turnover, n-day high/low, abnormal returns
Bitcoin, futures, market microstructure, cryptocurrency
Stablecoins, transactions, fee, hazard function, market microstructure, cryptocurrency
skyscraper height, business cycle, Granger causality, cointegration
Treasury, microstructure, spreads, order book, announcement
microstructure, Treasury market, bid-ask spread, price impact, information
carbon trading, market microstructure, bid-ask spread, market impact, information shares, order imbalance
Nasdaq, Level II, microstructure, tick
market quality, breakdown, breakups, correlation, high frequency trading
Brent, West Texas Intermediate, Crude Oil, Basis Differential
behavioral finance, day trading, familiarity bias, disposition effect, experts
Options, Implied Probability Densities, GARCH, Fat-Tails, Exchange Rate Mechanism
high frequency trading, Federal Reserve, open market operations, private information
carbon, greenhouse gases, emission allowances, market architecture, cointegration
corporate bonds, TRACE, electronic trading
Analyst, Nasdaq, market maker
Bear Stearns, credit default swaps, Bayesian analysis, exponential power distribution
price discovery, Treasury market, microstructure, GovPX, futures, information shares
Bond returns volatility, limited participation, segmented markets, monetary policy shocks
systemic risk, leverage, VaR, asset pricing, balance sheets
information shares, Treasury market, microstructure, GovPX, futures, price discovery
options, implied probability densities, volatility smile, jump risk, bipower variation
limit order book, Chinese stock market, microstructure, VAR model
off-exchange, dealers, over-the-counter; ATS; routing decision
leverage, special purpose entities, regulatory arbitrage
ECN, Microstructure, NASDAQ, SOES
Ethereum, proof-of-stake, merge, cryptocurrency
heterogenous agents, intensity of choice, mutual funds
NYSE Floor Closure, Covid-19 Pandemic, Synthetic Control Method, Machine Learning
chat room, strategic information, individual traders, behavioral finance
asymmetry, industry, Markov switching, leading indicators
Forecasting, Integrated Volatility, High-Frequency Data, Jumps, Realized Skewness, Cross-Sectional Stock Returns, Signed Jump Variation
Fama-French 3-factor model, standardized standard asymmetric exponential power distribution (SSAEPD), EGARCH, statement of financial accounting standards No.8 (SFAS No.8)
COVID-19
Asset Backed Securities, Credit Default Swaps, Housing Futures, Subprime, Jumps, Cojumps
official intervention, target zones