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Illusionary finance and trading behavior
Hamadi, Malika (contributor); Rengifo, Erick W. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273223
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Investors facing risk
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003487479
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Loss aversion and wealth allocation when utility is derived from consumption and narrowly framed financial investments
Rengifo, Erick W. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003487490
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Loss aversion and wealth allocation between risky and risk-free assets
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003485124
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Multivariate autoregressive modeling of time series count data using copulas
Heinen, Andréas; Rengifo, Erick W. - In: Journal of empirical finance 14 (2007) 4, pp. 564-583
Persistent link: https://www.econbiz.de/10003609942
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Intra-daily FX optimal portfolio allocation
Bauwens, Luc (contributor); Ben Omrane, Walid (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003326698
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The Impact of Fractional Trading on Order Book Dynamics
Tripathi, Janhavi Shankar; Rengifo, Erick W. - 2023
We study the impact of fractional trading (FT) on the price levels and order book dynamics observed in stock markets. Using Nasdaq data feed at a minute frequency, we show that there has been a significant increase in the slope of the price-volume structure and average tick size. In some cases,...
Persistent link: https://www.econbiz.de/10014352707
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The Impact of Fractional Trading on Order Book Dynamics
Tripathi, Janhavi Shankar; Rengifo, Erick W. - 2023
We study the impact of fractional trading (FT) on the price levels and order book dynamics observed in stock markets. Using Nasdaq data feed at a minute frequency, we show that there has been a significant increase in the slope of the price-volume structure and average tick size. In some cases,...
Persistent link: https://www.econbiz.de/10014354680
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The impact of fractional trading on risk aversion for non-professional investors
Tripathi, Janhavi Shankar; Rengifo, Erick W. - In: Finance research letters 52 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014472047
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Cross-sectional determinants of bank performance under deposit dollarization in emerging markets
Kutan, Ali M.; Ozsoz, Emre; Rengifo, Erick W. - In: Emerging markets review 13 (2012) 4, pp. 478-492
Persistent link: https://www.econbiz.de/10010057867