Modern Algorithmic Trading ("Algo") allows institutional investors and traders to liquidate or establish big security positions in a fully automated or low-touch manner. Most existing academic or industrial Algos focus on how to "slice" a big parent order into smaller child orders over a given...

The home advantage phenomenon is a well-established feature in sports competitions. In this paper, we examine data from 1,908 soccer matches played in the German Bundesliga during the seasons from 2007-08 to 2015-16. Using a very rich data set, our econometric analysis that is based on matching...