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Finance methodology of free cash flow

Yaari, Uzi; Nikiforov, Andrei; Kahya, Emel; … - In: Global finance journal 29 (2016), pp. 1-11

Persistent link: https://www.econbiz.de/10011714556

Quote activity and round quotes in a voice-brokered bond market

Nikiforov, Andrei; Pilotte, Eugene A. - In: Applied economics letters 24 (2017) 4/6, pp. 214-218

Persistent link: https://www.econbiz.de/10011704416

Security design, market risk and round quotes in the treasury bond market

Nikiforov, Andrei; Pilotte, Eugene A. - In: Applied economics letters 26 (2019) 12, pp. 971-977

Persistent link: https://www.econbiz.de/10012204456

How much do investors trade because of name/ticker confusion?

Balashov, Vadim S.; Nikiforov, Andrei - In: Journal of financial markets 46 (2019), pp. 1-24

Persistent link: https://www.econbiz.de/10012317872

Macroeconomic announcements and the distribution of price-endings in the U.S. Treasury market

Nikiforov, Andrei; Pilotte, Eugene A. - In: The financial review : the official publication of the … 52 (2017) 1, pp. 69-100

Persistent link: https://www.econbiz.de/10011656874

Intraday periodicity in algorithmic trading

Broussard, John Paul; Nikiforov, Andrei - In: Journal of International Financial Markets, … 30 (2014) C, pp. 196-204

This paper documents a stark periodicity in intraday volume and in the number of trades. We find activity in both variables spikes by about 20% at regular intervals of 5 or 10min throughout the trading day. We speculate this activity is either the result of algorithmic trading influenced by...

Persistent link: https://www.econbiz.de/10010789909