8
H index
8
i10 index
3245
Citations
University of Maryland | 8 H index 8 i10 index 3245 Citations RESEARCH PRODUCTION: 10 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Albert S. Kyle. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 3 |
American Economic Review | 2 |
Year | Title of citing document | |
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2018 | THE NOISE TRADER EFFECT IN A WALRASIAN FINANCIAL MARKET. (2018). Laurila, Hannu ; Ilomki, Jukka. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:405-419. Full description at Econpapers || Download paper | |
2018 | Dynamic Noisy Signaling. (2018). Heinsalu, Sander. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:10:y:2018:i:2:p:225-49. Full description at Econpapers || Download paper | |
2017 | Heterogeneity and Clustering of Defaults. (2017). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Girogos ; Karlis, Alexandros . In: Economic Research Papers. RePEc:ags:uwarer:270011. Full description at Econpapers || Download paper | |
2017 | Liquidity Effects of Trading Frequency. (2017). Gayduk, Roman ; Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:1508.07914. Full description at Econpapers || Download paper | |
2018 | Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data. (2018). Mykland, Per A ; Chen, Richard Y. In: Papers. RePEc:arx:papers:1512.06159. Full description at Econpapers || Download paper | |
2017 | Limit-order book resiliency after effective market orders: Spread, depth and intensity. (2017). Xu, Hai-Chuan ; Zhou, Wei-Xing ; Zhang, Wei ; Xiong, Xiong ; Chen, Wei. In: Papers. RePEc:arx:papers:1602.00731. Full description at Econpapers || Download paper | |
2017 | Optimal Liquidation under Stochastic Liquidity. (2017). Becherer, Dirk ; Frentrup, Peter ; Bilarev, Todor. In: Papers. RePEc:arx:papers:1603.06498. Full description at Econpapers || Download paper | |
2017 | Financial equilibrium with asymmetric information and random horizon. (2017). Ccetin, Umut . In: Papers. RePEc:arx:papers:1603.08828. Full description at Econpapers || Download paper | |
2018 | A String Model of Liquidity in Financial Markets. (2018). Schellhorn, Henry ; Zhao, Ran . In: Papers. RePEc:arx:papers:1608.05900. Full description at Econpapers || Download paper | |
2017 | Trading strategies for stock pairs regarding to the cross-impact cost. (2017). Wang, Shanshan. In: Papers. RePEc:arx:papers:1701.03098. Full description at Econpapers || Download paper | |
2017 | The amazing power of dimensional analysis: Quantifying market impact. (2017). Tangpi, Ludovic ; Schachermayer, Walter ; Ristig, Alexander ; Pohl, Mathias. In: Papers. RePEc:arx:papers:1702.05434. Full description at Econpapers || Download paper | |
2017 | Behind the price: on the role of agents reflexivity in financial market microstructure. (2017). Lillo, Fabrizio ; Barucca, Paolo. In: Papers. RePEc:arx:papers:1708.07047. Full description at Econpapers || Download paper | |
2017 | The microstructure of high frequency markets. (2017). Webster, Kevin ; Carmona, Rene. In: Papers. RePEc:arx:papers:1709.02015. Full description at Econpapers || Download paper | |
2019 | Market Impact: A Systematic Study of Limit Orders. (2019). Paribas, Bnp ; Markets, Global ; Fr'ed'eric Abergel, ; Ayed, Hadj ; Bel, Ahmed ; Husson, Alexandre ; Hadj, Ahmed Bel ; Said, Emilio . In: Papers. RePEc:arx:papers:1802.08502. Full description at Econpapers || Download paper | |
2019 | Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954. Full description at Econpapers || Download paper | |
2018 | Smart TWAP trading in continuous-time equilibria. (2018). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:1803.08336. Full description at Econpapers || Download paper | |
2018 | Optimal investment with transient price impact. (2018). Voss, Moritz ; Bank, Peter. In: Papers. RePEc:arx:papers:1804.07392. Full description at Econpapers || Download paper | |
2018 | Co-impact: Crowding effects in institutional trading activity. (2018). Lehalle, Charles-Albert ; Bouchaud, Jean-Philippe ; Lillo, Fabrizio ; Eisler, Zolt'an ; Mastromatteo, Iacopo ; Fr'ed'eric Bucci, . In: Papers. RePEc:arx:papers:1804.09565. Full description at Econpapers || Download paper | |
2018 | The Multivariate Kyle model: More is different. (2018). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Mastromatteo, Iacopo ; Garc, Luis Carlos. In: Papers. RePEc:arx:papers:1806.07791. Full description at Econpapers || Download paper | |
2018 | Emergence of correlations between securities at short time scales. (2018). Aboura, S ; Grebenkov, D S ; Valeyre, S. In: Papers. RePEc:arx:papers:1807.05015. Full description at Econpapers || Download paper | |
2018 | Liquidity in Competitive Dealer Markets. (2018). Muhle-Karbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Papers. RePEc:arx:papers:1807.08278. Full description at Econpapers || Download paper | |
2018 | Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751. Full description at Econpapers || Download paper | |
2019 | Inventory Management for High-Frequency Trading with Imperfect Competition. (2019). Yang, Chen ; Shang, Dapeng ; Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1808.05169. Full description at Econpapers || Download paper | |
2019 | Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models. (2019). Newbury, James ; Kalsi, Jasdeep ; Hambly, Ben. In: Papers. RePEc:arx:papers:1808.07107. Full description at Econpapers || Download paper | |
2018 | Mathematics of Market Microstructure under Asymmetric Information. (2018). Ccetin, Umut. In: Papers. RePEc:arx:papers:1809.03885. Full description at Econpapers || Download paper | |
2018 | Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution. (2018). Moallemi, Ciamac C ; Maglaras, Costis ; Min, Seungki. In: Papers. RePEc:arx:papers:1811.05524. Full description at Econpapers || Download paper | |
2018 | On pricing rules and optimal strategies in general Kyle-Back models. (2018). Danilova, Albina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:1812.07529. Full description at Econpapers || Download paper | |
2019 | Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory. (2019). Huang, Nan-Jing ; He, Xinjiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:1901.00345. Full description at Econpapers || Download paper | |
2019 | A closed formula for illiquid corporate bonds and an application to the European market. (2019). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Papers. RePEc:arx:papers:1901.06855. Full description at Econpapers || Download paper | |
2019 | Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989. Full description at Econpapers || Download paper | |
2019 | From Glosten-Milgrom to the whole limit order book and applications to financial regulation. (2019). Saliba, Pamela ; Rosenbaum, Mathieu ; Huang, Weibing . In: Papers. RePEc:arx:papers:1902.10743. Full description at Econpapers || Download paper | |
2019 | Market Making under a Weakly Consistent Limit Order Book Model. (2019). Viens, Frederi ; Law, Baron . In: Papers. RePEc:arx:papers:1903.07222. Full description at Econpapers || Download paper | |
2019 | Brownian bridge with random length and pinning point for modelling of financial information. (2019). Louriki, Mohammed. In: Papers. RePEc:arx:papers:1907.08047. Full description at Econpapers || Download paper | |
2019 | No-Arbitrage Commodity Option Pricing with Market Manipulation. (2019). Campi, Luciano ; Callegaro, Giorgia ; Ren'e A"id, . In: Papers. RePEc:arx:papers:1909.07896. Full description at Econpapers || Download paper | |
2019 | Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807. Full description at Econpapers || Download paper | |
2019 | Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466. Full description at Econpapers || Download paper | |
2017 | Loss Aversion and Residential Property Development Decisions in China: A Semi-Parametric Estimation. (2017). Meng, Chunming ; Bao, Helen . In: ERES. RePEc:arz:wpaper:eres2017_156. Full description at Econpapers || Download paper | |
2018 | Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215. Full description at Econpapers || Download paper | |
2019 | Market Illiquidity Premium on Stock Returns: An Empirical Study of Taiwan Stock Markets. (2019). Cho, Yi-Chun ; Tai, Chia-Li ; Chen, Chia-Cheng . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:778-788. Full description at Econpapers || Download paper | |
2019 | Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19114. Full description at Econpapers || Download paper | |
2018 | Estimating the contagion effect through the portfolio channel using a network approach. (2018). Schiavone, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_429_18. Full description at Econpapers || Download paper | |
2018 | Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18. Full description at Econpapers || Download paper | |
2017 | Aggregation and Design of Information in Asset Markets with Adverse Selection. (2017). Fuchs, William ; Green, Brett ; Asriyan, Vladimir. In: Working Papers. RePEc:bge:wpaper:979. Full description at Econpapers || Download paper | |
2019 | Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07. Full description at Econpapers || Download paper | |
2017 | Foreign exchange liquidity in the Americas. (2017). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:90. Full description at Econpapers || Download paper | |
2017 | Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging. (2017). Cielinska, Olga ; Vasios, Michalis ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-23. Full description at Econpapers || Download paper | |
2017 | The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree. In: BIS Working Papers. RePEc:bis:biswps:629. Full description at Econpapers || Download paper | |
2018 | Are banks opaque? Evidence from insider trading. (2018). Upper, Christian ; Spargoli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:697. Full description at Econpapers || Download paper | |
2019 | Independently Certified Industry‐specific Disclosures to the Capital Market: The JORC Code in the Australian Mining Industry. (2019). Katselas, Dean ; Yu, Chuan ; Smith, Tom ; Sidhu, Baljit K. In: Abacus. RePEc:bla:abacus:v:55:y:2019:i:1:p:128-179. Full description at Econpapers || Download paper | |
2017 | Audit opinions and information asymmetry in the stock market. (2017). Abad, David ; Yague, Jose ; Sanchez-Ballesta, Juan P. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:565-595. Full description at Econpapers || Download paper | |
2017 | Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017. Full description at Econpapers || Download paper | |
2018 | Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491. Full description at Econpapers || Download paper | |
2018 | Transferring and trading on insider information in the United States and Australia: just a case of happy hour drinks?. (2018). Chen, Xiaoyan ; Linnenluecke, Martina K ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:83-95. Full description at Econpapers || Download paper | |
2018 | Does IFRS Mandatory Adoption Affect Information Asymmetry in the Stock Market?. (2018). Abad, David ; Yage, Jos ; Sncheza, Juan Pedro ; Cutillasa, Fuensanta M. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:1:p:61-78. Full description at Econpapers || Download paper | |
2018 | PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87. Full description at Econpapers || Download paper | |
2018 | TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250. Full description at Econpapers || Download paper | |
2017 | SPECULATIVE PROFITS, INNOVATION, AND GROWTH. (2017). Denicolo', Vincenzo ; Zanchettin, Piercarlo. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:160-174. Full description at Econpapers || Download paper | |
2017 | The Manipulation Potential of Libor and Euribor. (2017). Eisl, Alexander ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:604-647. Full description at Econpapers || Download paper | |
2017 | Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806. Full description at Econpapers || Download paper | |
2019 | Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159. Full description at Econpapers || Download paper | |
2017 | A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries. (2017). Stengos, Thanasis ; Ozturk, Serda S. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:479-490. Full description at Econpapers || Download paper | |
2017 | COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814. Full description at Econpapers || Download paper | |
2017 | ODD LOT ORDER AGGRESSIVENESS AND STEALTH TRADING. (2017). Johnson, Hardy ; Roseman, Brian. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:249-281. Full description at Econpapers || Download paper | |
2017 | How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794. Full description at Econpapers || Download paper | |
2017 | The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Xie, RU ; Williams, Jonathan ; Huang, Sheng. In: Working Papers. RePEc:bng:wpaper:17004. Full description at Econpapers || Download paper | |
2017 | The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets. (2017). LINTON, OLIVER ; Crowley-Reidy, Liam ; Tobek, Ondrej ; Pedace, Lucas ; Noss, Joseph. In: Bank of England working papers. RePEc:boe:boeewp:0687. Full description at Econpapers || Download paper | |
2018 | The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Beale, Daniel ; Worlidge, Jack ; Noss, Joseph ; Karvik, Geir-Are. In: Bank of England working papers. RePEc:boe:boeewp:0743. Full description at Econpapers || Download paper | |
2017 | Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging. (2017). Vasios, Michalis ; Shreyas, Ujwal ; Joseph, Andreas ; Tanner, John ; Cielinska, Olga . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0041. Full description at Econpapers || Download paper | |
2018 | The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002. Full description at Econpapers || Download paper | |
2018 | The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002. Full description at Econpapers || Download paper | |
2018 | Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001. Full description at Econpapers || Download paper | |
2018 | Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001. Full description at Econpapers || Download paper | |
2018 | Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803. Full description at Econpapers || Download paper | |
2019 | An Asset-Based Framework of Credit Creation (applied to the Global Financial Crisis). (2019). Didier, Sornette ; Becke, Von Der. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:9:y:2019:i:2:p:21:n:1. Full description at Econpapers || Download paper | |
2018 | What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?. (2018). Andres, Giron ; Victor, Giron ; Eduardo, Giron Luis ; Paola, Sierra Lya. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:4:p:9:n:4. Full description at Econpapers || Download paper | |
2019 | A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3. Full description at Econpapers || Download paper | |
2017 | Dealer Trading at the Fix. (2017). Turnbull, Alasdair ; Osler, Carol . In: Working Papers. RePEc:brd:wpaper:101r. Full description at Econpapers || Download paper | |
2018 | Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6. Full description at Econpapers || Download paper | |
2017 | Agent-Based Risk Assessment Model of the European Banking Network. (2017). Teply, Petr ; Klinger, Tomas . In: CERGE-EI Working Papers. RePEc:cer:papers:wp602. Full description at Econpapers || Download paper | |
2018 | Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204. Full description at Econpapers || Download paper | |
2018 | The Role of Pre-Opening Mechanisms in Fragmented Markets. (2018). Moinas, Sophie ; Lescourret, Laurance ; Boussetta, Selma. In: EconPol Working Paper. RePEc:ces:econwp:_12. Full description at Econpapers || Download paper | |
2018 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13. Full description at Econpapers || Download paper | |
2017 | Dispersed Information and Sovereign Risk Premia. (2017). Becerra, Sebastian ; Margaretic, Paula. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808. Full description at Econpapers || Download paper | |
2017 | Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1714. Full description at Econpapers || Download paper | |
2017 | Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1715. Full description at Econpapers || Download paper | |
2017 | Early Birds and Second Mice in the Stock Market. (2017). Huang, Jin ; Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1717. Full description at Econpapers || Download paper | |
2017 | Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1714. Full description at Econpapers || Download paper | |
2017 | Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1715. Full description at Econpapers || Download paper | |
2017 | Early Birds and Second Mice in the Stock Market. (2017). Huang, Jin ; Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1717. Full description at Econpapers || Download paper | |
2017 | Measuring the effectiveness of volatility call auctions. (2017). Castro Iragorri, Carlos ; Agudelo, Diego ; Preciado, Sergio. In: Documentos de Trabajo. RePEc:col:000092:015498. Full description at Econpapers || Download paper | |
2017 | How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016944. Full description at Econpapers || Download paper | |
2018 | Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974. Full description at Econpapers || Download paper | |
2017 | Activism, Strategic Trading, and Liquidity. (2017). Ljungqvist, Alexander ; Li, Tao ; Fos, Vyacheslav ; Collin-Dufresne, Pierre ; Back, Kerry E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11843. Full description at Econpapers || Download paper | |
2017 | Firm Risk and Disclosures about Dispersion in Asset Values:. (2017). Badia, Marc ; Ormazabal, Gaizka ; Duro, Miguel ; Barth, Mary E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12144. Full description at Econpapers || Download paper | |
2017 | Market Liquidity after the Financial Crisis. (2017). Shachar, Or ; Fleming, Michael ; Adrian, Tobias ; Vogt, Erik . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12248. Full description at Econpapers || Download paper | |
2017 | Activism, Strategic Trading, and Liquidity. (2017). Ljungqvist, Alexander ; Li, Tao ; Fos, Vyacheslav ; Collin-Dufresne, Pierre ; Back, Kerry E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12372. Full description at Econpapers || Download paper | |
2017 | Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434. Full description at Econpapers || Download paper | |
2018 | Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664. Full description at Econpapers || Download paper | |
2018 | Information and Market Power. (2018). Bergemann, Dirk ; Morris, Stephen ; Heumann, Tibor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13295. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1985 | The Use of Protection and Subsidies for Entry Promotion and Deterrence. In: American Economic Review. [Full Text][Citation analysis] | article | 54 |
2008 | How to Define Illegal Price Manipulation In: American Economic Review. [Full Text][Citation analysis] | article | 28 |
1988 | Real Interest Rates and Home Goods: A Two-Period Model. In: The Economic Record. [Citation analysis] | article | 0 |
1985 | The Pricing of Oil and Gas: Some Further Results: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1997 | Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test? In: Journal of Finance. [Full Text][Citation analysis] | article | 119 |
2001 | Contagion as a Wealth Effect In: Journal of Finance. [Full Text][Citation analysis] | article | 308 |
1989 | Equilibrium Investment in an Industry with Moderate Investment Economies of Scale. In: Economic Journal. [Full Text][Citation analysis] | article | 0 |
1985 | Continuous Auctions and Insider Trading. In: Econometrica. [Full Text][Citation analysis] | article | 2488 |
2006 | Prospect theory and liquidation decisions In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 26 |
1988 | SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 171 |
1988 | Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | paper | |
1991 | Noise Trading and Takeovers In: RAND Journal of Economics. [Full Text][Citation analysis] | article | 51 |
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