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Observable consequences of trading structure differences : on the use of variance ratios in microstructure studies
Ronen, Tavy - In: Review of quantitative finance and accounting 20 (2003) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001773879
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Bootstrap refinements in tests of microstructure frictions
George, Thomas J.; Hwang, Chuan-yang; Ronen, Tavy - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 47-70
Persistent link: https://www.econbiz.de/10008797145
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The risk management implications of using end of day consensus pricing for single name CDS
Ronen, Tavy; Sokolinskiy, Oleg; Sopranzetti, Ben J. - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 269-304
Persistent link: https://www.econbiz.de/10012233227
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Machine learning and trade direction classification : insights from the corporate bond market
Fedenia, Mark; Ronen, Tavy; Nam, Seunghan - In: Review of quantitative finance and accounting 63 (2024) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10014546394
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Bootstrap refinements in tests of microstructure frictions
George, Thomas J.; Hwang, Chuan-Yang; Ronen, Tavy - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 47-71
Persistent link: https://www.econbiz.de/10008424978
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Observable Consequences of Trading Structure Differences: On the Use of Variance Ratios in Microstructure Studies
Ronen, Tavy - In: Review of quantitative finance and accounting 20 (2003) 2, pp. 187
Persistent link: https://www.econbiz.de/10007161060