Ananth Madhavan : Citation Profile


Are you Ananth Madhavan?

24

H index

27

i10 index

3204

Citations

RESEARCH PRODUCTION:

32

Articles

37

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 84
   Journals where Ananth Madhavan has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 8 (0.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma618
   Updated: 2024-01-16    RAS profile: 2023-09-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ananth Madhavan.

Is cited by:

Theissen, Erik (42)

Foucault, Thierry (33)

PASCUAL, ROBERTO (26)

Subrahmanyam, Avanidhar (26)

Menkhoff, Lukas (23)

Chakravarty, Sugato (23)

Biais, Bruno (19)

Gallagher, David (19)

Menkveld, Albert (18)

Camilleri, Silvio (16)

Daures (formerly Lescourret), Laurence (15)

Cites to:

Shleifer, Andrei (9)

Subrahmanyam, Avanidhar (9)

Christie, William (8)

Amihud, Yakov (8)

Easley, David (7)

Lee, Charles (5)

Keim, Donald (5)

Foucault, Thierry (4)

Waldmann, Robert (4)

Lyons, Richard (4)

Milgrom, Paul (4)

Main data


Where Ananth Madhavan has published?


Journals with more than one article published# docs
Journal of Finance7
Review of Financial Studies6
Journal of Financial Economics4
Journal of Financial Markets3
Journal of Financial Intermediation2
Journal of Food Distribution Research2
Journal of Financial and Quantitative Analysis2

Recent works citing Ananth Madhavan (2024 and 2023)


YearTitle of citing document
2023Disentangling Short-Run COVID-19 Price Impact Pathways in the U.S. Corn Market. (2022). , Gao. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322846.

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2023Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting. (2021). Zhang, Chao ; Cucuringu, Mihai ; Cont, Rama. In: Papers. RePEc:arx:papers:2112.13213.

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2023PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets. (2023). An, BO ; Wang, Xinrun ; Qin, Molei ; Sun, Shuo. In: Papers. RePEc:arx:papers:2302.00586.

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2023FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. (2023). Adams, Austin ; Wan, Xin ; Milionis, Jason. In: Papers. RePEc:arx:papers:2306.09421.

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2023Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2023Equilibria and incentives for illiquid auction markets. (2023). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Kavvathas, Dimitrios ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2307.15805.

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2023Modeling liquidity in corporate bond markets: applications to price adjustments. (2023). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2309.04216.

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2023EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading. (2023). An, BO ; Wang, Xinrun ; Xia, Haochong ; Zhang, Wentao ; Sun, Shuo ; Qin, Molei. In: Papers. RePEc:arx:papers:2309.12891.

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2023The Costs of Swapping on the Uniswap Protocol. (2023). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648.

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2023Adaptive Agents and Data Quality in Agent-Based Financial Markets. (2023). Wshah, Safwan ; Tivnan, Brian F ; Ratliff-Crain, Ethan ; van Oort, Colin M. In: Papers. RePEc:arx:papers:2311.15974.

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2023Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140.

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2023Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987.

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2023Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?. (2023). Kruger, Samuel ; Hirschey, Nicholas ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:887-934.

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2023.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023A Leland model for delta hedging in central risk books. (2023). Webster, Kevin ; Wang, Zexin ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:504-547.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023An empirical analysis of exchange-traded funds in the US. (2023). Moradi-Motlagh, Amir ; Valadkhani, Abbas. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:995-1009.

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2023Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Effect of accounting information manipulation on innovation: Evidence from China. (2023). Lin, Zhiyang ; Ning, Shuying. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000638.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Hidden Gem or Fool’s Gold: Can passive ESG ETFs outperform the benchmarks?. (2023). Zakriya, Mohammed ; Jarvinen, Jesse ; Dumitrescu, Ariadna. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300056x.

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2023Market conditions and order-type preference. (2023). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000753.

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2023Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564.

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2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2023Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023The effect of bond market transparency on bank loan contracting. (2023). Kyung, Hoyoun ; Chy, Mahfuz. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000593.

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2023Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260.

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2023Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681.

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2023Is institutional common ownership commonly priced? Insights from the cost of equity capital. (2023). Yin, David ; Ni, Xiaoran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001887.

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2023Heterogeneous liquidity providers and night-minus-day return predictability. (2023). Qin, Zhongling ; Malliaris, Steven ; Lu, Zhongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:175-200.

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2023Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609.

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2023Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence. (2023). Furceri, Davide ; Choi, Sangyup ; Ciminelli, Gabriele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s026156062200167x.

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2023The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2023ETF ownership and informational efficiency of underlying stocks: Evidence from China. (2023). Zhu, Feifei ; Wu, Weili. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000719.

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2023Time-varying MAX preference: Evidence from revenue announcements. (2023). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001440.

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2023An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147.

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2023Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Ohk, Ki Yool ; Wu, Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427.

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2023Corporate governance and price differences between dual-class shares in Korea. (2023). Yoon, Pyung-Sig ; Mi, Hyang ; Lim, Byungkwon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:304-319.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023How Do Stock Market Development and Competitiveness Affect Equity Risk Premium? Implications from World Economies. (2023). Rashwan, Mohamed ; Yusuf, Mona ; Apaydin, Marina ; Eldomiaty, Tarek. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:30-:d:1055438.

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2023Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8.

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2023Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century. (2023). Riva, Angelo ; Rezaee, Amir ; Hautcoeur, Pierre-Cyrille. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:2:d:10.1007_s11698-022-00248-7.

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2023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

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2023Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324.

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2023Banks holdings of and trading in government bonds. (2023). Nobili, Stefano ; Manna, Michele. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:257-283.

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Works by Ananth Madhavan:


YearTitleTypeCited
2018Exchange-Traded Funds 101 for Economists In: Journal of Economic Perspectives.
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article37
2018Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 37
paper
2018Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 37
paper
1986ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION In: Journal of Food Distribution Research.
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article0
1985COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION In: Journal of Food Distribution Research.
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article0
2014Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts In: Annual Review of Financial Economics.
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article1
1994Price Continuity Rules and Insider Trading. In: Working papers.
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paper10
1995Price Continuity Rules and Insider Trading.(1995) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 10
article
1992Price Continuity Rules and Insider Trading..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance.
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article127
2000Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time.(2000) In: William Davidson Institute Working Papers Series.
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This paper has nother version. Agregated cites: 127
paper
1992 Trading Mechanisms in Securities Markets. In: Journal of Finance.
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article233
1990Trading Mechanisms in Securities Markets.(1990) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 233
paper
1993 An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance.
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article152
1997 Competition and Collusion in Dealer Markets. In: Journal of Finance.
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article74
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
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article114
2000The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance.
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article11
2001Discussion In: Journal of Finance.
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article0
2015Click or Call? Auction versus Search in the Over-the-Counter Market In: Journal of Finance.
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article61
1991Insider Trading and the Value of the Firm. In: Journal of Industrial Economics.
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article6
1988INSIDER TRADING AND THE VALUE OF THE FIRM.(1988) In: Cornell - Department of Economics.
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This paper has nother version. Agregated cites: 6
paper
2001Pre-Trade Transparency In: Istanbul Stock Exchange Review.
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article1
2023IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? In: Department of Economics, Working Paper Series.
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paper0
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
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article32
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2000Stock returns and trading at the close In: Journal of Financial Markets.
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article66
2000Market microstructure: A survey In: Journal of Financial Markets.
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article378
2005Should securities markets be transparent? In: Journal of Financial Markets.
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article96
1991A Bayesian model of intraday specialist pricing In: Journal of Financial Economics.
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article157
2002A Bayesian Model of Intraday Specialist Pricing.(2002) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 157
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 157
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers.
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This paper has nother version. Agregated cites: 157
paper
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
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article173
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
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article201
1998An empirical analysis of NYSE specialist trading In: Journal of Financial Economics.
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article89
1992Intertemporal price discovery by market makers: Active versus passive learning In: Journal of Financial Intermediation.
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article19
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 19
paper
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Weiss Center Working Papers.
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This paper has nother version. Agregated cites: 19
paper
1996Security Prices and Market Transparency In: Journal of Financial Intermediation.
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article62
1991Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers.
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This paper has nother version. Agregated cites: 62
paper
1988COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION In: Cornell - Department of Economics.
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paper0
1996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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paper395
1994Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks.(1994) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 395
paper
1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks..(1997) In: Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 395
article
2001Security Prices and Market Transparency (Revision of 12-90) In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1992Security Prices and Market Transparency (Revision of 12-90).(1992) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 0
paper
1998The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers.
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paper1
1998The Information Contained in Stock Exchange Seat Prices.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 1
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1998The Cost of Institutional Equity Trades: An Overview In: Rodney L. White Center for Financial Research Working Papers.
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paper78
1998The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 78
paper
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) In: Rodney L. White Center for Financial Research Working Papers.
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paper7
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94).(1995) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 7
paper
1994The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) In: Rodney L. White Center for Financial Research Working Papers.
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paper1
1990Security Prices and Market Transparency (Revised: 1-92) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1994Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1993Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1992Price Experimentation and Security Market Structure In: Rodney L. White Center for Financial Research Working Papers.
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paper46
1993Price Experimentation and Security Market Structure..(1993) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 46
article
1992The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1992An Analysis of Daily Changes in Specialist Inventories and Quotations. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper6
1994Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1988Risky Business: The Clearance and Settlement of Financial Transactions In: Rodney L. White Center for Financial Research Working Papers.
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paper1
1997In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets. In: Review of Financial Studies.
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article110
2000Price Discovery in Auction Markets: A Look Inside the Black Box. In: Review of Financial Studies.
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article94
1995Consolidation, Fragmentation, and the Disclosure of Trading Information. In: Review of Financial Studies.
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article130
1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Review of Financial Studies.
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article201
2016Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue.
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book24
1991Dynamic Insider Trading. In: RCER Working Papers.
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paper0
1992Information Aggregation and Strategic Trading in Speculative Markets. In: RCER Working Papers.
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paper0
1994Cooperation for Monopolization? An Empirical Analysis of Cartelization. In: The Review of Economics and Statistics.
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article7
2006Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice In: World Scientific Book Chapters.
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chapter2

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