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~person:"Chordia, Tarun"
~person:"Ting, Christopher"
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Chordia, Tarun
Ting, Christopher
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of theoretical and applied finance
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Adaptive order flow forecasting with multiplicative error models
Mihoci, Andrija
;
Ting, Christopher
;
Lu, Meng-Jou
; …
- In:
Digital finance : smart data analytics, investment …
4
(
2022
)
1
,
pp. 89-108
Persistent link: https://www.econbiz.de/10013163515
Saved in:
2
Index option trading activity and market returns
Chordia, Tarun
;
Kurov, Alexander
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
Saved in:
3
Order flow volatility and equity costs of capital
Chordia, Tarun
;
Hu, Jianfeng
;
Subrahmanyam, Avanidhar
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1520-1551
Persistent link: https://www.econbiz.de/10012022640
Saved in:
4
Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
Saved in:
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