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Are expected costs and returns identical twins? : decoupling slippage from momentum over shorter horizons
Borkovec, Milan; Tyurin, Konstantin - In: The journal of investing : JOI 29 (2020) 5, pp. 97-116
Persistent link: https://www.econbiz.de/10013179376
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Large fluctuations in financial models
Borkovec, Milan - 1999
Persistent link: https://www.econbiz.de/10001377628
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Automating the Price Discovery Process : Some International Comparisons and Regulatory Implications
Domowitz, Ian - 1992
Automated trade execution systems are examined with respect to the degree to which they automate the price discovery process. Seven levels of automation of price discovery are identified, and 47 systems are classified according to these criteria. Systems operating at various levels of automation...
Persistent link: https://www.econbiz.de/10014395803
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Extremal behaviour of diffusion models in finance
Borkovec, Milan; Klüppelberg, Claudia - 1996
Persistent link: https://www.econbiz.de/10000960264
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Financial market structure and the ergodicity of prices
Domowitz, Ian; El-Gamal, Mahmoud A. - 1997
Persistent link: https://www.econbiz.de/10000979617
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The impact of foreign equity ownership on emerging market share price volatility
Coppejans, Mark; Domowitz, Ian - In: International finance 3 (2000) 1, pp. 95-122
Persistent link: https://www.econbiz.de/10001549338
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Market segmentation and stock prices : evidence from an emerging market
Domowitz, Ian - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 1059-1085
Persistent link: https://www.econbiz.de/10015139955
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Automating the price discovery process : some international comparisons and regulatory implications
Domowitz, Ian - 1992
Persistent link: https://www.econbiz.de/10013425153