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~person:"MacDonald, Ronald"
~person:"Subrahmanyam, Avanidhar"
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Market microstructure
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Microstructure
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Order flow
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order flow
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MacDonald, Ronald
Subrahmanyam, Avanidhar
Vitale, Paolo
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Rime, Dagfinn
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Sarno, Lucio
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Hu, Jianfeng
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Lillo, Fabrizio
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Cartea, Álvaro
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Sunil Tiwari
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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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
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2
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:
3
A hybrid approach to exchange rates : how do macro news and order flow affect exchange rate volatility?
Zhang, Guangfeng
;
Marsh, Ian
;
MacDonald, Ronald
- In:
Studies in economics and finance
33
(
2016
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011718725
Saved in:
4
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
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