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ECONIS (ZBW)
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Impact of macroeconomic announcements on ETF trading volumes
Nadler, Daniel
;
Schmidt, Anatoly B.
- In:
The journal of trading
10
(
2015
)
3
,
pp. 31-35
Persistent link: https://www.econbiz.de/10011695211
Saved in:
2
Beta hedging : performance measures, momentum weighting and rebalancing effects
Nadler, Daniel
;
Schmidt, Anatoly B.
- In:
The journal of investment strategies
8
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012020341
Saved in:
3
Persistent interest portfolios : marrying web search data with mean-variance theory
Nadler, Daniel
;
Schmidt, Anatoly B.
- In:
The journal of investing
25
(
2016
)
3
,
pp. 135-141
Persistent link: https://www.econbiz.de/10011931501
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4
Effects of high-frequency trading in the multidealer spot foreign exchange
Schmidt, Anatoly B.
- In:
The journal of trading
10
(
2015
)
2
,
pp. 72-78
Persistent link: https://www.econbiz.de/10011293525
Saved in:
5
A news-based model for pricing equity exchange-traded fund holdings
Schmidt, Anatoly B.
- In:
The journal of beta investment strategies
14
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014233138
Saved in:
6
Simulation of maker loss in the global inter-bank FX market
Schmidt, Anatoly B.
- In:
The journal of trading
3
(
2008
)
4
,
pp. 66-70
Persistent link: https://www.econbiz.de/10003777837
Saved in:
7
Simulation of execution costs in the global institutional spot FX market
Schmidt, Anatoly B.
- In:
The journal of trading
4
(
2009
)
4
,
pp. 62-68
Persistent link: https://www.econbiz.de/10003898359
Saved in:
8
Optimal execution in the global FX market
Schmidt, Anatoly B.
- In:
The journal of trading
5
(
2010
)
3
,
pp. 68-77
Persistent link: https://www.econbiz.de/10003992734
Saved in:
9
Microstructure and executive strategies in the global spot FX market
Schmidt, Anatoly B.
- In:
Econophysics approaches to large-scale business data …
,
(pp. 49-63)
.
2010
Persistent link: https://www.econbiz.de/10008701552
Saved in:
10
Quantitative finance for physicists : an introduction
Schmidt, Anatoly B.
-
2005
Persistent link: https://www.econbiz.de/10002392605
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