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When the going gets tough, the algos get going

Gurliacci, Mark; Jeria, David; Sofianos, George - In: The journal of trading 4 (2009) 2, pp. 34-45

Persistent link: https://www.econbiz.de/10009881784

Program Trading and Intraday Volatility

Harris, Lawrence; Sofianos, George; Shapiro, James E. - In: The review of financial studies 7 (1994) 4, pp. 653-686

Persistent link: https://www.econbiz.de/10007089864

Program Trading and Intraday Volatility.

Harris, Lawrence; Sofianos, George; Shapiro, James E - In: Review of Financial Studies 7 (1994) 4, pp. 653-85

Program trading and intraday changes in the S&P 500 Index are correlated. Future prices and, to a lesser extent, cash prices lead program trades. Index extent, cash prices lead program trades. Index arbitrage trades are followed by an immediate change in the cash index, which ultimately reverses...

Persistent link: https://www.econbiz.de/10005569863

A comparison of market making structures

Sofianos, George - Federal Reserve Bank of New York - 1988

Persistent link: https://www.econbiz.de/10005387267

Description of margin requirements

Sofianos, George - Federal Reserve Bank of New York - 1988

Persistent link: https://www.econbiz.de/10005387328

Margin requirements on equity instruments

Sofianos, George - In: Quarterly Review (1988) Sum, pp. 47-60

Persistent link: https://www.econbiz.de/10008456473

Early work experience and the transition into entrepreneurship

Colombatto, Enrico; Melnik, Arie - In: Journal of Entrepreneurial Finance, JEF 12 (2007) 1, pp. 9-25

We use a simple model to analyze the founding stage of new firms. Our goal is to characterize the directional causality between the expected rewards from entrepreneurship and the length of prior labor market experience that entrepreneurs possess. We test predictions about the timing of the...

Persistent link: https://www.econbiz.de/10010281067

Assessing market dominance

Melnik, Arie; Shy, Oz; Stenbacka, Rune - In: Journal of economic behavior & organization : JEBO 68 (2008) 1, pp. 63-72

Persistent link: https://www.econbiz.de/10003764285

The substitution of capital, labor and energy in the Israeli economy

Ehud, Ronn I.; Melnik, Arie - In: Resources and energy : a journal devoted to … 3 (1981) 3, pp. 247-258

Persistent link: https://www.econbiz.de/10002110936

Issue costs in the Eurobond market: The effects of market integration

Melnik, Arie; Nissim, Doron - In: Journal of banking & finance 30 (2006) 1, pp. 157-177

Persistent link: https://www.econbiz.de/10003285598