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isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of economic theory"
~subject:"Asymmetric information"
~subject:"Estimation"
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Asymmetric information
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Piccotti, Louis R.
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Journal of empirical finance
Journal of economic theory
Journal of banking & finance
16
Journal of econometrics
16
Journal of financial markets
13
Quantitative finance
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International review of financial analysis
10
Finance research letters
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CFS working paper series
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Economics letters
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Research in international business and finance
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Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
2
Insider trading with penalties
Carré, Sylvain
;
Collin-Dufresne, Pierre
;
Gabriel, Franck
- In:
Journal of economic theory
203
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013374954
Saved in:
3
Rational destabilization in a frictionless market
Sadzik, Tomasz
;
Woolnough, Chris
- In:
Journal of economic theory
192
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012805372
Saved in:
4
Snowballing private information
Sadzik, Tomasz
;
Woolnough, Chris
- In:
Journal of economic theory
198
(
2021
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012818831
Saved in:
5
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
6
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
7
Market composition and price informativeness in a large market with endogenous order types
Challe, Edouard
;
Chrétien, Edouard
- In:
Journal of economic theory
158
(
2015
),
pp. 679-696
Persistent link: https://www.econbiz.de/10011548934
Saved in:
8
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
Saved in:
9
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Saved in:
10
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
Saved in:
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