11
H index
12
i10 index
798
Citations
Massachusetts Institute of Technology (MIT) (50% share) | 11 H index 12 i10 index 798 Citations RESEARCH PRODUCTION: 15 Articles 10 Papers RESEARCH ACTIVITY: 10 years (2011 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh997 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Haoxiang Zhu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 6 |
Journal of Finance | 3 |
Journal of Financial Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
Research Papers / Stanford University, Graduate School of Business | 2 |
2015 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document |
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2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper |
2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper |
2023 | Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861. Full description at Econpapers || Download paper |
2023 | Bidding in Multi-Unit Auctions under Limited Information. (2021). Woodward, Kyle ; Kasberger, Bernhard. In: Papers. RePEc:arx:papers:2112.11320. Full description at Econpapers || Download paper |
2023 | Equilibria and incentives for illiquid auction markets. (2023). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Kavvathas, Dimitrios ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2307.15805. Full description at Econpapers || Download paper |
2023 | Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635. Full description at Econpapers || Download paper |
2024 | Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51. Full description at Econpapers || Download paper |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper |
2023 | Sharks in the dark: quantifying HFT dark pool latency arbitrage. (2023). Ruf, Matteo Thomas ; O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1115. Full description at Econpapers || Download paper |
2023 | Highâ€Frequency Trading and Market Performance. (2020). Mollner, Joshua ; Baldauf, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1495-1526. Full description at Econpapers || Download paper |
2023 | An anatomy of monopsony : Search frictions, amenities and bargaining in concentrated markets. (2023). Mongey, Simon ; Kostol, Andreas R ; Herkenhoff, Kyle ; Berger, David. In: Working Paper. RePEc:bno:worpap:2023_10. Full description at Econpapers || Download paper |
2023 | An evaluation of the Bank of England’s ILTR operations: comparing the product-mix auction to alternatives. (2023). Grace, Charlotte ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:1044. Full description at Econpapers || Download paper |
2023 | Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12. Full description at Econpapers || Download paper |
2023 | Differentiation in Risk Profiles. (2023). Brinkmann, Christina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_444. Full description at Econpapers || Download paper |
2023 | HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348. Full description at Econpapers || Download paper |
2023 | Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111. Full description at Econpapers || Download paper |
2023 | Counter-cyclical Margins for Option Portfolios. (2023). Li, Duan ; Wu, QI ; Chen, Yuanyuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002755. Full description at Econpapers || Download paper |
2024 | Sharks in the dark: Quantifying HFT dark pool latency arbitrage. (2024). O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo ; Ruf, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001926. Full description at Econpapers || Download paper |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper |
2023 | Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455. Full description at Econpapers || Download paper |
2023 | Your skin or mine: Ensuring the viability of a central counterparty. (2023). Varadi, Kata ; Friesz, Melinda. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000791. Full description at Econpapers || Download paper |
2023 | Maximum likelihood estimation of the Hull–White model. (2023). Rus, Toma ; Kladivko, Kamil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:227-247. Full description at Econpapers || Download paper |
2023 | Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919. Full description at Econpapers || Download paper |
2023 | Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729. Full description at Econpapers || Download paper |
2023 | Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2024 | Strategic liquidity provision in high-frequency trading. (2024). Nishide, Katsumasa ; Hayashi, Takaki. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001005. Full description at Econpapers || Download paper |
2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper |
2024 | Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357. Full description at Econpapers || Download paper |
2023 | Spoilt 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. Full description at Econpapers || Download paper |
2023 | On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174. Full description at Econpapers || Download paper |
2023 | Banning dark pools: Venue selection and investor trading costs. (2023). Suntheim, Felix ; Oneill, Peter ; Hoffmann, Peter ; Gozluklu, Arie ; Neumeier, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000290. Full description at Econpapers || Download paper |
2023 | Order splitting and interacting with a counterparty. (2023). van Kervel, Vincent ; Kwan, Amy ; Westerholm, Joakim P. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000484. Full description at Econpapers || Download paper |
2024 | The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496. Full description at Econpapers || Download paper |
2024 | Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800. Full description at Econpapers || Download paper |
2024 | The impact of margin requirements on voluntary clearing decisions. (2024). Sharma, Rajiv ; Reiffen, David ; Onur, Esen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000107. Full description at Econpapers || Download paper |
2024 | How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931. Full description at Econpapers || Download paper |
2023 | Strategic default in financial networks. (2023). Duncan, Alfred ; Jalloul, Maya ; Allouch, Nizar. In: Games and Economic Behavior. RePEc:eee:gamebe:v:142:y:2023:i:c:p:941-954. Full description at Econpapers || Download paper |
2024 | Auction timing and market thickness. (2024). Ichihashi, Shota ; Chaves, Isaias N. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:161-178. Full description at Econpapers || Download paper |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper |
2024 | The efficiency of the Estr overnight index swap market. (2024). Realdon, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400009x. Full description at Econpapers || Download paper |
2023 | A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667. Full description at Econpapers || Download paper |
2023 | COVID-19 and market structure dynamics. (2023). Woods, Donovan ; Cox, Justin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137. Full description at Econpapers || Download paper |
2023 | Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x. Full description at Econpapers || Download paper |
2023 | Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954. Full description at Econpapers || Download paper |
2023 | Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102. Full description at Econpapers || Download paper |
2023 | Information, market power and welfare. (2023). Rahi, Rohit ; Lou, Youcheng. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001527. Full description at Econpapers || Download paper |
2024 | CCP auction design. (2024). Zhu, Haoxiang ; Huang, Wenqian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000322. Full description at Econpapers || Download paper |
2023 | The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450. Full description at Econpapers || Download paper |
2023 | Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556. Full description at Econpapers || Download paper |
2023 | Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications. (2023). Kim, You Suk ; Huh, Yesol. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:68-93. Full description at Econpapers || Download paper |
2023 | When large traders create noise. (2023). Kuong, John Chi-Fong ; Glebkin, Sergei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001411. Full description at Econpapers || Download paper |
2023 | Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629. Full description at Econpapers || Download paper |
2024 | Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308. Full description at Econpapers || Download paper |
2023 | Mitigating fire sales with a central clearing counterparty. (2023). Vuillemey, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000281. Full description at Econpapers || Download paper |
2023 | Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917. Full description at Econpapers || Download paper |
2023 | The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293. Full description at Econpapers || Download paper |
2023 | The macroeconomic announcement premium and information environment. (2023). Zhao, Shen ; Zhang, Chu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:55-73. Full description at Econpapers || Download paper |
2023 | High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397. Full description at Econpapers || Download paper |
2024 | Transparency in the equity market: Evidence from a natural experiment. (2024). Serrano, Alejandro ; Chiou, Wan-Jiun Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368. Full description at Econpapers || Download paper |
2023 | Information, market power and welfare. (2023). Rahi, Rohit ; Lou, Youcheng. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120479. Full description at Econpapers || Download paper |
2023 | Optimal Bidder Selection in Clearing House Default Auctions. (2023). Wu, Xiaopeng ; Nesmith, Travis D ; Murphy, David ; Garratt, Rodney. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-33. Full description at Econpapers || Download paper |
2023 | Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268. Full description at Econpapers || Download paper |
2023 | Central bank asset purchases: Insights from quantitative easing auctions of government bonds. (2023). Laseen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0419. Full description at Econpapers || Download paper |
2023 | Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790. Full description at Econpapers || Download paper |
2023 | Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804. Full description at Econpapers || Download paper |
2023 | Tick Size, Trading Strategies, and Market Quality. (2023). Wen, Yuanji ; Buti, Sabrina ; Rindi, Barbara ; Werner, Ingrid M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3818-3837. Full description at Econpapers || Download paper |
2023 | The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment. (2023). Wang, Baolian ; Hong, Claire Yurong ; Flannery, Mark J. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4051-4077. Full description at Econpapers || Download paper |
2024 | Simultaneous Search and Adverse Selection. (2024). Wolthoff, Ronald ; Gottardi, Piero ; Auster, Sarah. In: IZA Discussion Papers. RePEc:iza:izadps:dp16822. Full description at Econpapers || Download paper |
2023 | An Anatomy of Monopsony: Search Frictions, Amenities, and Bargaining in Concentrated Markets. (2023). Mongey, Simon ; Kostol, Andreas R ; Herkenhoff, Kyle F ; Berger, David W. In: NBER Chapters. RePEc:nbr:nberch:14848. Full description at Econpapers || Download paper |
2024 | Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8. Full description at Econpapers || Download paper |
2023 | Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. (2023). Ødegaard, Bernt ; Meling, Tom G ; Foley, Sean. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:659-692.. Full description at Econpapers || Download paper |
2023 | The Strategic Determination of the Supply of Liquid Assets. (). Herrenbrueck, Lucas ; Geromichalos, Athanasios ; Lee, Sukjoon. In: Review of Economic Dynamics. RePEc:red:issued:22-72. Full description at Econpapers || Download paper |
2023 | Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020. Full description at Econpapers || Download paper |
2023 | Are lower interest rates really associated with higher growth? New empirical evidence on the interest rate thesis from 19 countries. (2023). Werner, Richard A ; Lee, Kangsoek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3960-3975. Full description at Econpapers || Download paper |
2023 | Unspanned macro risks in VIX futures. (2023). Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1305-1328. Full description at Econpapers || Download paper |
2024 | Financial regulatory arbitrage and the financialization of commodities. (2024). Ni, Yingzhao ; Zhang, Gaiyan ; Zheng, Zunxin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:826-853. Full description at Econpapers || Download paper |
2023 | Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023. Full description at Econpapers || Download paper |
2023 | Dark trading and financial markets stability. (2023). Kräussl, Roman ; Levin, Vladimir ; Kraussl, Roman ; Gonalves, Jorge. In: CFS Working Paper Series. RePEc:zbw:cfswop:691. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | CCP Auction Design In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Benchmarks in Search Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 57 |
2014 | Benchmarks in Search Markets.(2014) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2014 | Benchmarks in Search Markets.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2015 | Benchmarks in Search Markets.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2017 | Are CDS Auctions Biased and Inefficient? In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2017 | Nonfundamental Speculation Revisited In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2016 | Size Discovery In: Research Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Size Discovery.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | Size Discovery.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | Bilateral trading in divisible double auctions In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 9 |
2017 | Shades of darkness: A pecking order of trading venues In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 44 |
2015 | Shades of Darkness: A Pecking Order of Trading Venues.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2018 | Quantitative easing auctions of Treasury bonds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2020 | Swap trading after Dodd-Frank: Evidence from index CDS In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 34 |
2014 | QE Auctions of Treasury Bonds In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 27 |
2014 | Welfare and Optimal Trading Frequency in Dynamic Double Auctions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2011 | Does a Central Clearing Counterparty Reduce Counterparty Risk? In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 85 |
2017 | What is the Optimal Trading Frequency in Financial Markets? In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 57 |
2011 | A New Perspective on Gaussian Dynamic Term Structure Models In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 277 |
2012 | Finding a Good Price in Opaque Over-the-Counter Markets In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 20 |
2014 | Do Dark Pools Harm Price Discovery? In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 112 |
2016 | Commodities as Collateral In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 15 |
2019 | Mortgage Dollar Roll In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 7 |
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