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On the existence of linear equilibria in models of market making

Bagnoli, Mark Edward; Viswanathan, S.; Holden, Craig W. - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10001650917

Excel modeling and estimation in corporate finance

Holden, Craig W. - 2009 - Internat. ed., 3. ed.

Persistent link: https://www.econbiz.de/10003836153

New low-frequency spread measures

Holden, Craig W. - In: Journal of financial markets 12 (2009) 4, pp. 778-813

Persistent link: https://www.econbiz.de/10003902763

Index arbitrage as cross-sectional market making

Holden, Craig W. - In: The journal of futures markets 15 (1995) 4, pp. 423-455

Persistent link: https://www.econbiz.de/10001185356

Do acceptance and publication times differ across finance journals?

Holden, Craig W. - In: The review of corporate finance studies 6 (2017) 1, pp. 102-126

Persistent link: https://www.econbiz.de/10011732443

A comprehensive test of order choice theory: recent evidence from the NYSE

Ellul, Andrew; Holden, Craig W.; Jain, Pankaj; … - 2003

We perform a comprehensive test of order choice theory from a sample period when the NYSE trades in decimals and allows automatic executions. We analyze the decision to submit or cancel an order or to take no action. For submitted orders we distinguish order type (market vs. limit), order side...

Persistent link: https://www.econbiz.de/10009439904