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Aggregate market quality implications of dark trading
Aquilina, Matteo
;
Diaz-Rainey, Ivan
;
Ibikunle, Gbenga
; …
-
2017
Persistent link: https://www.econbiz.de/10013163735
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2
City goes dark : dark trading and adverse selection in aggregate markets
Ibikunle, Gbenga
;
Aquilina, Matteo
;
Diaz-Rainey, Ivan
; …
- In:
Journal of empirical finance
64
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013259393
Saved in:
3
The paradoxical effects of market fragmentation on adverse selection risk and market efficiency
Ibikunle, Gbenga
;
Mare, Davide Salvatore
;
Sun, Yuxin
- In:
The European journal of finance
26
(
2020
)
14
,
pp. 1439-1461
Persistent link: https://www.econbiz.de/10012264977
Saved in:
4
Ruin probability in the presence of interest earnings and tax payments
Wei, Li
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 133-138
Persistent link: https://www.econbiz.de/10009517589
Saved in:
5
Asymptotic equivalence of estimators of average derivatives
Li, Wei
- In:
Economics letters
52
(
1996
)
3
,
pp. 241-245
Persistent link: https://www.econbiz.de/10001212514
Saved in:
6
Dividend changes and catering incentives
Li, Wei
;
Lie, Erik
- In:
Journal of financial economics
80
(
2006
)
2
,
pp. 293-308
Persistent link: https://www.econbiz.de/10003324529
Saved in:
7
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
8
Elastic attention, risk sharing, and international comovements
Li, Wei
;
Luo, Yulei
;
Nie, Jun
-
2015
Persistent link: https://www.econbiz.de/10011484614
Saved in:
9
The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
Sun, Ying
;
Wei, Li
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 178-183
Persistent link: https://www.econbiz.de/10010469138
Saved in:
10
Government as a discriminating monopolist in the financial market : the case of China
Gordon, Roger H.
;
Li, Wei
- In:
Journal of public economics
87
(
2003
)
2
,
pp. 283-312
Persistent link: https://www.econbiz.de/10001719606
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