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Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin; Jarrow, Robert A. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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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
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Tick size, trading strategies, and market quality
Werner, Ingrid M.; Rindi, Barbara; Buti, Sabrina; Wen, … - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
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Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.; Nguyen, Giang H.; Ruela, Francisco - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
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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
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The impact of modeling on robust inventory management under demand uncertainty
Solyalı, Oğuz; Cordeau, Jean-François; Laporte, Gilbert - In: Management science : journal of the Institute for … 62 (2016) 4, pp. 1188-1201
Persistent link: https://www.econbiz.de/10011470680
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Closed-form solutions for robust inventory management
Mamani, Hamed; Nassiri, Shima; Wagner, Michael R. - In: Management science : journal of the Institute for … 63 (2017) 5, pp. 1625-1643
Persistent link: https://www.econbiz.de/10011684796
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Optimal robust policy for feature-based newsvendor
Zhang, Luhao; Yang, Jincheng; Gao, Rui - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2315-2329
Persistent link: https://www.econbiz.de/10014519977
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Make-take structure and market quality : evidence from the U.S. options markets
Anand, Amber; Hua, Jian; McCormick, Timothy - In: Management science : journal of the Institute for … 62 (2016) 11, pp. 3271-3290
Persistent link: https://www.econbiz.de/10011617112
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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