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Trading patterns, liquidity, and the Citigroup split
Borkovec, Milan; Domowitz, Ian; Tyurin, Konstantin - In: The journal of trading 6 (2011) 4, pp. 18-33
Persistent link: https://www.econbiz.de/10009881867
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Trading patterns, liquidity, and the Citigroup split
Borkovec, Milan; Domowitz, Ian; Tyurin, Konstantin - In: The journal of trading 6 (2011) 4, pp. 18-33
Persistent link: https://www.econbiz.de/10009349033
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Is volatility your nemesis or best friend? : it depends on who you ask
Borkovec, Milan; Tyurin, Konstantin - In: The journal of trading 11 (2016) 1, pp. 13-25
Persistent link: https://www.econbiz.de/10011697339
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Building and evaluating a transaction cost model : a primer
Borkovec, Milan; Heidle, Hans G. - In: The journal of trading 5 (2010) 2, pp. 57-77
Persistent link: https://www.econbiz.de/10009881816
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Building and evaluating a transaction cost model : a primer
Borkovec, Milan; Heidle, Hans G. - In: The journal of trading 5 (2010) 2, pp. 57-77
Persistent link: https://www.econbiz.de/10003972570
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The cost of liquidity in the FX market
Borkovec, Milan; Cochrane, James; Domowitz, Ian; … - In: The journal of trading 10 (2015) 1, pp. 6-19
Persistent link: https://www.econbiz.de/10011290835