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~person:"Easley, David"
~person:"Schwartz, Robert A."
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Securities trading"
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Securities trading
21
Wertpapierhandel
21
Market microstructure
9
Marktmikrostruktur
9
Börsenkurs
8
Share price
8
Theorie
7
Theory
7
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Aufsatz in Zeitschrift
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23
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9
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8
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Easley, David
Schwartz, Robert A.
Frino, Alex
30
O'Hara, Maureen
26
Van Ness, Robert A.
26
Van Ness, Bonnie F.
20
Chung, Kee H.
19
Garvey, Ryan
18
Hendershott, Terrence
18
Theissen, Erik
17
Cartea, Álvaro
16
Wu, Fei
16
Marshall, Ben R.
15
Subrahmanyam, Avanidhar
15
Lepone, Andrew
14
Lien, Da-hsiang Donald
14
Metghalchi, Massoud
14
Tse, Yiuman
14
Aitken, Michael J.
13
Gomber, Peter
13
McInish, Thomas H.
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Schiereck, Dirk
13
Sensoy, Ahmet
13
Hung, Pi-Hsia
12
Ibikunle, Gbenga
12
Kalev, Petko S.
12
Van Vliet, Benjamin
12
Blau, Benjamin
11
Foucault, Thierry
11
Jaimungal, Sebastian
11
Menkveld, Albert J.
11
Chakrabarty, Bidisha
10
Comerton-Forde, Carole
10
Riordan, Ryan
10
Ryu, Doojin
10
Saar, Gideon
10
Boehmer, Ekkehart
9
Gregoriou, Andros
9
Huu Nhan Duong
9
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9
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Journal of financial markets
6
The journal of portfolio management : a publication of Institutional Investor
3
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3
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2
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
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1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of quantitative finance and accounting
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
23
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23
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1
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
2
Do high frequency trading firms provide two-sided liquidity?
Ozenbas, Deniz
;
Schwartz, Robert A.
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 63-74
Persistent link: https://www.econbiz.de/10012260380
Saved in:
3
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
4
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
5
Flow toxicity and liquidity in a high-frequency world
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1457-1493
Persistent link: https://www.econbiz.de/10009536413
Saved in:
6
Discerning information from trade data
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011590080
Saved in:
7
Leveling the trading field
Easley, David
;
Hendershott, Terrence
;
Ramadorai, Tarun
- In:
Journal of financial markets
17
(
2014
),
pp. 65-93
Persistent link: https://www.econbiz.de/10010437297
Saved in:
8
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
9
VPIN and the Flash Crash : a rejoinder
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 47-52
Persistent link: https://www.econbiz.de/10010436247
Saved in:
10
Opaque trading, disclosure, and asset prices : implications for hedge fund regulation
Easley, David
;
O'Hara, Maureen
;
Yang, Liyan
- In:
The review of financial studies
27
(
2014
)
4
,
pp. 1190-1237
Persistent link: https://www.econbiz.de/10010370813
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