Similar Search Results

Easley, David; López de Prado, Marcos M.; O'Hara, Maureen - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 640-672

Persistent link: https://www.econbiz.de/10011350553

Chapter 17 Microstructure and asset pricing

Easley, David; O'Hara, Maureen - 2003

Market microstructure and asset pricing both consider the behavior and formation of prices in asset markets. Yet … stock prices might be expected to reflect premia related to liquidity or informational asymmetries. We also survey the …

Persistent link: https://www.econbiz.de/10014023854

Microstructure and ambiguity

Easley, David; O'Hara, Maureen - In: The journal of finance : the journal of the American … 65 (2010) 5, pp. 1817-1846

Persistent link: https://www.econbiz.de/10008668130

Optimal microstructures

O'Hara, Maureen - In: European financial management : the journal of the … 13 (2007) 5, pp. 825-832

Persistent link: https://www.econbiz.de/10003572376

Is market fragmentation harming market quality?

O'Hara, Maureen; Ye, Mao - In: Journal of financial economics 100 (2011) 3, pp. 459-474

Persistent link: https://www.econbiz.de/10009242198

The characteristics of informed trading : implications for asset pricing

Aslan, Hadiye; Easley, David; Hvidkjær, Søren; … - In: Journal of empirical finance 18 (2011) 5, pp. 782-801

Persistent link: https://www.econbiz.de/10009492072

High frequency market microstructure

O'Hara, Maureen - In: Journal of financial economics 116 (2015) 2, pp. 267-270

Persistent link: https://www.econbiz.de/10011348519

Reflecting on the VPIN dispute

Andersen, Torben; Bondarenko, Oleg - In: Journal of financial markets 17 (2014), pp. 53-64

Persistent link: https://www.econbiz.de/10010436245

VPIN and the Flash Crash : a rejoinder

Easley, David; López de Prado, Marcos M.; O'Hara, Maureen - In: Journal of financial markets 17 (2014), pp. 47-52

Persistent link: https://www.econbiz.de/10010436247

VPIN and the flash crash

Andersen, Torben; Bondarenko, Oleg; O'Hara, Maureen - In: Journal of financial markets 17 (2014), pp. 1-46

Persistent link: https://www.econbiz.de/10010436257