Media Summary: Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply (with Agostino Capponi and Hongzhong ... Part I Paper: Non-Standard Errors ( Presented on November 23rd, ... Interviewed by Professor Michael Aitken, Chief Executive Officer, CMCRC.
The Microstructure Exchange Albert Pete - Detailed Analysis & Overview
Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply (with Agostino Capponi and Hongzhong ... Part I Paper: Non-Standard Errors ( Presented on November 23rd, ... Interviewed by Professor Michael Aitken, Chief Executive Officer, CMCRC. Market Structure and Corporate Payout Policy with Xiongshi Li (Guangxi University) and Miles Zheng (University of Illinois at ... Trading at the Close with Barbara Rindi (Bocconi) Presented at Paper title: Tiny Trades, Big Questions: Fractional Shares with Robert Bartlett (Berkeley) and Justin McCrary (Columbia and ...
Quantifying the High-Frequency Trading 'Arms Race': A new methodology and estimates with Matteo Aquilina (Financial Stability ... Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets coauthored with Yashar Barardehi (Chapman) ... Should We Use Closing Prices? Institutional Price Pressure at the Close (with Vincent Bogousslavsky, Boston College) Paper: ... Paper title: Flow Trading with Eric Budish (Chicago),
