Christopher R. Stephens

Universidad Nacional Autonoma de Mexico

Professor

Circuito Exterior

A. Postal 70-543

Mexico, 04510

Mexico

  • Universidad Nacional Autonoma de Mexico

    • Email
    • Tel: (52)-555-622-4692
    • Fax: (52)-555-622-4693
SCHOLARLY PAPERS

5

DOWNLOADS

1,287

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (5)

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1.

The Impact of Visible and Dark Orders

Number of pages: 28 Posted: 24 Mar 2013 Last Revised: 04 Dec 2014
Nataliya Bershova, Christopher R. Stephens and Henri Waelbroeck
AllianceBernstein LP, Universidad Nacional Autonoma de Mexico and Baruch College MFE Lab
Downloads 363 (128,128)

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Order Imbalance, Displayed and Dark Liquidity, Price Impact

2.

Relating Market Impact to Aggregate Order Flow: The Role of Supply and Demand in Explaining Concavity and Order Flow Dynamics

Number of pages: 31 Posted: 22 Nov 2009
Alejandro Mendoza, Henri Waelbroeck and Christopher R. Stephens
Universidad Nacional Autonoma de Mexico, affiliation not provided to SSRN and Universidad Nacional Autonoma de Mexico
Downloads 321 (146,244)

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market impact, order flow

3.

A New Measure of Market Inefficiency

Number of pages: 16 Posted: 26 Aug 2007
Christopher R. Stephens, H.A. Benink, Jose Luis Gordillo and Juan Pablo Pardo-Guerra
Universidad Nacional Autonoma de Mexico, Tilburg University, Universidad Nacional Autónoma de México (UNAM) and London School of Economics and Political Science
Downloads 240 (196,664)
Citation 4

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efficient markets hypothesis, excess returns, dynamic benchmark, inefficiency

4.

A Study of Neo-Austrian Economics Using an Artificial Stock Market

Number of pages: 41 Posted: 23 Jul 2004
H.A. Benink, Jose Luis Gordillo, Juan Pablo Pardo-Guerra and Christopher R. Stephens
Tilburg University, Universidad Nacional Autónoma de México (UNAM), London School of Economics and Political Science and Universidad Nacional Autonoma de Mexico
Downloads 188 (246,620)
Citation 4

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5.

Market Efficiency and Learning in an Artificial Stock Market: A Perspective from Neo-Austrian Economics

Number of pages: 32 Posted: 02 Sep 2007
H.A. Benink, Jose Luis Gordillo, Juan Pablo Pardo-Guerra and Christopher R. Stephens
Tilburg University, Universidad Nacional Autónoma de México (UNAM), London School of Economics and Political Science and Universidad Nacional Autonoma de Mexico
Downloads 175 (262,502)
Citation 1

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market efficiency, learning, Neo-Austrian, artificial agent