Index of /~keechung/MGF743/Readings
| Name | Last modified | Size | Description |
|
| Parent Directory | | - | |
| _vti_cnf/ | 2007-01-02 16:13 | - | |
| E6_Order preferencin..> | 2007-01-02 16:14 | 267K | |
| F7.pdf | 2007-01-02 16:14 | 4.1M | |
| M1 Amihud Mendelson ..> | 2007-01-02 16:14 | 1.7M | |
| M2 Easley, Hvidkjaer..> | 2007-01-02 16:14 | 384K | |
| M3.pdf | 2007-01-02 16:14 | 1.9M | |
| M4.pdf | 2007-01-02 16:14 | 3.0M | |
| M5_Stock Splits, Tic..> | 2007-01-02 16:14 | 2.5M | |
| M6.pdf | 2007-01-02 16:14 | 3.4M | |
| M7_When Underwriter ..> | 2007-01-02 16:15 | 4.1M | |
| M9.pdf | 2007-01-02 16:15 | 316K | |
| N2-Stock Splits, Tic..> | 2007-01-02 16:15 | 2.5M | |
| N4-When Underwriter ..> | 2007-01-02 16:15 | 4.1M | |
| lifting the veil.pdf | 2007-01-14 10:29 | 147K | |
| Order preferencing o..> | 2007-03-05 14:32 | 149K | |
| Public disclosure an..> | 2009-04-07 10:16 | 290K | |
| Hasbrouck's book.pdf | 2010-09-01 13:24 | 2.4M | |
| L8 The dynamics of m..> | 2016-12-21 14:35 | 0 | |
| L7 Commonality in li..> | 2016-12-21 14:35 | 0 | |
| J7 Asymmetric decre..> | 2016-12-21 14:35 | 0 | |
| C4 Discerning inform..> | 2016-12-21 14:35 | 0 | |
| G10 Relative tick si..> | 2016-12-21 14:35 | 0 | |
| L7 Market Volatility..> | 2016-12-21 14:35 | 0 | |
| L6 Market conditions..> | 2016-12-21 14:35 | 0 | |
| K10 Can information ..> | 2016-12-21 14:35 | 0 | |
| M6 Should we be afra..> | 2016-12-21 14:35 | 0 | |
| H12 Subsidizing Liq..> | 2016-12-21 14:35 | 0 | |
| K9 Do Prices Reveal..> | 2016-12-21 14:35 | 0 | |
| K8 The Calm before t..> | 2016-12-21 14:35 | 0 | |
| E6 Can Brokers Have ..> | 2016-12-21 14:35 | 0 | |
| N6 The Non-Informati..> | 2016-12-21 14:35 | 0 | |
| K4.pdf | 2016-12-21 14:35 | 0 | |
| K5 Flow Toxicity an..> | 2016-12-21 14:35 | 0 | |
| G9 Liquidity and mar..> | 2016-12-21 14:35 | 0 | |
| maureen_ohara.docx | 2016-12-21 14:35 | 0 | |
| F8 - High Frequency ..> | 2016-12-21 14:35 | 0 | |
| F8 - High Frequency ..> | 2016-12-21 14:35 | 0 | |
| F14 - The role of th..> | 2016-12-21 14:35 | 0 | |
| F10 - High frequency..> | 2016-12-21 14:35 | 0 | |
| E1 extension.pdf | 2016-12-21 14:35 | 0 | |
| F15 - What to Do abo..> | 2016-12-21 14:35 | 0 | |
| F16 - What do we kno..> | 2016-12-21 14:35 | 0 | |
| High Speed Equities ..> | 2016-12-21 14:35 | 0 | |
| Securities Trading ..> | 2016-12-21 14:35 | 0 | |
| B8 - Empirical Analy..> | 2016-12-21 14:35 | 0 | |
| Corwin and Schultz(2..> | 2016-12-21 14:35 | 0 | |
| F13 - Run EDGAR run ..> | 2016-12-21 14:35 | 0 | |
| L4 Understanding com..> | 2016-12-21 14:35 | 0 | |
| K6 VPIN AND THE FLAS..> | 2016-12-21 14:35 | 0 | |
| K6 VPIN and the fla..> | 2016-12-21 14:35 | 0 | |
| H10 with my highligh..> | 2016-12-21 14:35 | 0 | |
| H9 Reg NMS FM publis..> | 2016-12-21 14:35 | 0 | |
| F11 - Equity Trading..> | 2016-12-21 14:35 | 0 | |
| Trading-Exchanges-Ma..> | 2016-12-21 14:35 | 606K | |
| Benston and Hagerman..> | 2016-12-21 14:35 | 804K | |
| E5 Order preferencin..> | 2016-12-21 14:35 | 267K | |
| The potential for cl..> | 2016-12-21 14:35 | 275K | |
| Reputation, bid-ask ..> | 2016-12-21 14:35 | 620K | |
| E1 Benveniste and Ma..> | 2016-12-21 14:35 | 1.7M | |
| D9.pdf | 2016-12-21 14:35 | 539K | |
| D5 Why Nasdaq market..> | 2016-12-21 14:35 | 742K | |
| D6 Bid-ask spreads a..> | 2016-12-21 14:35 | 1.5M | |
| C2 On the occurence ..> | 2016-12-21 14:35 | 361K | |
| B6 The components of..> | 2016-12-21 14:35 | 1.5M | |
| D4 Clustering and co..> | 2016-12-21 14:35 | 4.1M | |
| B3 Glosten and Harri..> | 2016-12-21 14:35 | 2.0M | |
| Symposium on Market ..> | 2016-12-21 14:35 | 1.5M | |
| The Intraday Behavio..> | 2016-12-21 14:35 | 1.6M | |
| N2 Easley, Hvidkjaer..> | 2016-12-21 14:35 | 384K | |
| N1 Amihud Mendelson ..> | 2016-12-21 14:35 | 1.6M | |
| I4---Chan, K., Chung..> | 2016-12-21 14:35 | 192K | |
| O6.pdf | 2016-12-21 14:35 | 0 | |
| O3.pdf | 2016-12-21 14:35 | 1.0M | |
| K1---Hasbrouck 1988 ..> | 2016-12-21 14:35 | 4.0M | |
| L3.pdf | 2016-12-21 14:35 | 386K | |
| O1.pdf | 2016-12-21 14:35 | 640K | |
| L2.pdf | 2016-12-21 14:35 | 1.1M | |
| L1.pdf | 2016-12-21 14:35 | 171K | |
| K3.pdf | 2016-12-21 14:35 | 254K | |
| J6.pdf | 2016-12-21 14:35 | 177K | |
| J5.pdf | 2016-12-21 14:35 | 177K | |
| K2.pdf | 2016-12-21 14:35 | 3.0M | |
| J3.pdf | 2016-12-21 14:35 | 1.2M | |
| J4.pdf | 2016-12-21 14:35 | 4.4M | |
| J2.pdf | 2016-12-21 14:35 | 2.7M | |
| J1.pdf | 2016-12-21 14:35 | 2.9M | |
| I6.pdf | 2016-12-21 14:35 | 289K | |
| I7.pdf | 2016-12-21 14:35 | 1.7M | |
| I5.pdf | 2016-12-21 14:35 | 2.3M | |
| I3.pdf | 2016-12-21 14:35 | 2.6M | |
| I1.pdf | 2016-12-21 14:35 | 1.3M | |
| H5.pdf | 2016-12-21 14:35 | 261K | |
| H1.pdf | 2016-12-21 14:35 | 1.2M | |
| H4 Who makes markets..> | 2016-12-21 14:35 | 166K | |
| H2.pdf | 2016-12-21 14:35 | 3.9M | |
| G10.pdf | 2016-12-21 14:35 | 318K | |
| G7.pdf | 2016-12-21 14:35 | 269K | |
| G6.pdf | 2016-12-21 14:35 | 122K | |
| G5.pdf | 2016-12-21 14:35 | 411K | |
| G4.pdf | 2016-12-21 14:35 | 186K | |
| G3.pdf | 2016-12-21 14:35 | 289K | |
| G8.pdf | 2016-12-21 14:35 | 3.8M | |
| G2 Decimalization.pdf | 2016-12-21 14:35 | 92K | |
| G1.pdf | 2016-12-21 14:35 | 1.1M | |
| D12.pdf | 2016-12-21 14:35 | 4.1M | |
| F5.pdf | 2016-12-21 14:35 | 2.3M | |
| F6.pdf | 2016-12-21 14:35 | 2.9M | |
| F4.pdf | 2016-12-21 14:35 | 1.4M | |
| F3.pdf | 2016-12-21 14:35 | 2.6M | |
| F2.pdf | 2016-12-21 14:35 | 1.8M | |
| F1.pdf | 2016-12-21 14:35 | 3.1M | |
| Preferencing, intern..> | 2016-12-21 14:35 | 3.7M | |
| Cream-skimming or pr..> | 2016-12-21 14:35 | 2.5M | |
| Inferring trade dire..> | 2016-12-21 14:35 | 1.5M | |
| Earnings announcemen..> | 2016-12-21 14:35 | 1.5M | |
| Friction.pdf | 2016-12-21 14:35 | 4.8M | |
| The Pricing of Secu..> | 2016-12-21 14:35 | 2.0M | |
| Competition and the ..> | 2016-12-21 14:35 | 1.5M | |
| Issues in assessing.pdf | 2016-12-21 14:35 | 195K | |
| The cost of transact..> | 2016-12-21 14:35 | 2.1M | |
| G9 Effects of stock ..> | 2016-12-21 14:35 | 335K | |
| Market microstructur..> | 2016-12-21 14:35 | 322K | |
| Demsetz.pdf | 2016-12-21 14:35 | 294K | |
| Barclay et al 1999.pdf | 2016-12-21 14:35 | 4.2M | |
| Collusion B 1994.pdf | 2016-12-21 14:35 | 1.9M | |
| Roll 1984.pdf | 2016-12-21 14:35 | 1.2M | |
| Collusion A 1994.pdf | 2016-12-21 14:35 | 2.9M | |
| Stoll 1989.pdf | 2016-12-21 14:35 | 2.0M | |
| Stock price clusteri..> | 2016-12-21 14:35 | 408K | |
| Estimation of the bi..> | 2016-12-21 14:35 | 560K | |
| Effects of stock att..> | 2016-12-21 14:35 | 0 | |
| M1 Lifting the veil.pdf | 2016-12-21 14:35 | 0 | |
| One day in the life ..> | 2016-12-21 14:35 | 332K | |
| Information Disclosu..> | 2016-12-21 14:35 | 219K | |
| Hans Stoll, 2003, Ma..> | 2016-12-21 14:35 | 170K | |
| O4-When Underwriter ..> | 2016-12-21 14:35 | 0 | |
| O2-Stock Splits, Tic..> | 2016-12-21 14:35 | 0 | |
| PEAD with Empirical ..> | 2017-03-01 16:02 | 1.1M | |
| An analytical measur..> | 2020-03-30 17:36 | 688K | |
| D10 out.pdf | 2021-03-18 13:54 | 6.9M | |
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