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A theory of "auction as a search" in speculative markets
Pani, Sudhanshu - In: International Journal of Financial Markets and … 7 (2020) 4, pp. 337-374
Persistent link: https://www.econbiz.de/10012510321
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Liquidity in high resolution in limit order markets
Pani, Sudhanshu - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
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A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Journal of quantitative economics 19 (2021) 4, pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
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Are Asian exchanges outliers? : a market quality criterion
Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Investment management and financial innovations 18 (2021) 2, pp. 64-78
Persistent link: https://www.econbiz.de/10012698120
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Investigating intertrade durations using copulas : an experiment with NASDAQ data
Chakravary, Ranjan R.; Pani, Sudhanshu - In: Algorithmic finance 9 (2022) 3/4, pp. 81-102
Persistent link: https://www.econbiz.de/10013459970