3
H index
1
i10 index
51
Citations
Université du Luxembourg | 3 H index 1 i10 index 51 Citations RESEARCH PRODUCTION: 4 Articles 6 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 Kalle Rinne. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CFS Working Paper Series / Center for Financial Studies (CFS) | 3 |
Year | Title of citing document |
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2022 | Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2018). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1811.09312. Full description at Econpapers || Download paper |
2022 | Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading. (2022). Picard, Joerg ; Muravyev, Dmitriy. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1201-1229. Full description at Econpapers || Download paper |
2022 | COVID?19 and hedge fund equity ownership. (2022). Singh, Amanjot ; Samarbakhsh, Laleh. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:356-364. Full description at Econpapers || Download paper |
2023 | Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106. Full description at Econpapers || Download paper |
2022 | More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends. (2022). Verma, Aadhaar ; Kaplan, Zachary ; Gormley, Todd A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:665-688. Full description at Econpapers || Download paper |
2022 | How sovereign is sovereign credit risk? Global prices, local quantities. (2022). Tomio, Davide ; Sokolovski, Valeri ; Augustin, Patrick ; Subrahmanyam, Marti G. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:92-111. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2022 | Sentiment?dependent impact of funding liquidity shocks on futures market liquidity. (2022). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:61-76. Full description at Econpapers || Download paper |
2022 | Hedge Fund Performance: A Quantitative Survey. (2022). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: EconStor Preprints. RePEc:zbw:esprep:260612. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | How some bankers made a million by trading just two securities? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
2022 | Short-term reversals, returns to liquidity provision and the costs of immediacy* In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | Do Hedge Funds Supply or Demand Liquidity? In: Review of Finance. [Full Text][Citation analysis] | article | 30 |
2020 | Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs In: Review of Financial Studies. [Full Text][Citation analysis] | article | 8 |
2018 | The performance of marketplace lenders: Evidence from lending club payment data In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2023 | Does family matter? Venture capital cross-fund cash flows In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | The performance of marketplace lenders In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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