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Global stock markets : microstructure, trading mechanisms and bid-ask spreads
Kühle, Martin P., (2000)
High-frequency trading with Fractional Brownian Motion
Guasoni, Paolo, (2020)
Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias, (2017)
Competition between low and high quality products in the financial services market
Benrud, Erik, (2003)
Predicting volatility using forecast dispersion : a model and a comparison to option-implied volatility
Benrud, Erik, (2008)
Competition between high and low-accuracy trading platforms
Benrud, Erik, (2009)