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Competing market makers, liquidity provision, and bid-ask spreads
Bondarenko, Oleg - In: Journal of financial markets 4 (2001) 3, pp. 2269-308
Persistent link: https://www.econbiz.de/10001587948
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Assessing measures of order flow toxicity and early warning signals for market turbulence
Andersen, Torben; Bondarenko, Oleg - In: Review of finance : journal of the European Finance … 19 (2015) 1, pp. 1-54
Persistent link: https://www.econbiz.de/10011343064
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Assessing measures of order flow toxicity via perfect trade classification
Andersen, Torben; Bondarenko, Oleg - 2013
Persistent link: https://www.econbiz.de/10010226859
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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
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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
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Specialist participation and limit orders
Bondarenko, Oleg; Sung, Jaeyoung - In: Journal of financial markets 6 (2003) 4, pp. 539-571
Persistent link: https://www.econbiz.de/10001780138
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Invariance in buy-sell switching points
Bae, Kyoung-hun; Bondarenko, Oleg; Lee, Eun Jung; … - 2020
Persistent link: https://www.econbiz.de/10012494223
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Industrial organization, order Internalization, and invariance
Bondarenko, Oleg; Obižaeva, Anna; Wang, Yajun - 2020
Persistent link: https://www.econbiz.de/10012494238