Author:
Gradojevic Nikola,Erdemlioglu Deniz,Gençay Ramazan
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. Financial contagion;Allen;J. Polit. Econ.,2000
2. Stealth trading in options markets;Anand;J. Finan. Quant. Anal.,2007
3. Andersen, T.G., Bondarenko, O., Kyle, A.S., Obizhaeva, A.A., 2015. Intraday trading invariance in the E-mini S&P 500 futures market. Working Paper.
4. Collective risk management in a flight to quality episode;Caballero;J. Finance,2008
5. Stealth-trading: Which traders trades move stock prices?;Chakravarty;J. Financ. Econ.,2001
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献