Narrow search
Showing 1 - 10 of 80
Cover Image
A simple multimarket measure of information asymmetry
Johnson, Travis L.; So, Eric - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1055-1080
Persistent link: https://www.econbiz.de/10011847130
Cover Image
Dynamic portfolio execution
Tsoukalas, Gerry; Wang, Jiang; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Cover Image
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
Cover Image
Snowballing private information
Sadzik, Tomasz; Woolnough, Chris - In: Journal of economic theory 198 (2021), pp. 1-33
Persistent link: https://www.econbiz.de/10012818831
Cover Image
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
Cover Image
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Cover Image
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
Cover Image
Selloffs, bailouts, and feedback : can asset markets inform policy?
Boleslavsky, Raphael; Kelly, David L.; Taylor, Curtis R. - In: Journal of economic theory 169 (2017), pp. 294-343
Persistent link: https://www.econbiz.de/10011747756
Cover Image
A partitioning algorithm for Markov decision processes with applications to market microstructure
Chen, Ningyuan; Kou, Steven; Wang, Chun - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 784-803
Persistent link: https://www.econbiz.de/10011823146
Cover Image
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