| Volatility forecasting
|
2018 |
Mozes, Haim A. |
| Retrospective: "Toward greater transparency and efficiency in trading fixed-income ETF portfolios"
|
2018 |
Madhavan, Ananth Narayan |
| Dark pools, fragmented markets, and the quality of price discovery
|
2018 |
Schwartz, Robert A. |
| A market structure that fits the needs of portfolio managers : commentary
|
2018 |
Polk, Charles |
| Chief Investment Officer (CIO) view of Trader Alpha Frontier (TAF) : commentary
|
2018 |
Rashkovich, Vlad |
| Trader alpha frontier : a framework for portfolio managers and traders to maximize portfolio performance
|
2018 |
Rashkovich, Vlad |
| Phantom liquidity and high-frequency quoting
|
2018 |
Blocher, Jesse |
| Reflections on "Cluster analysis for evaluating trading strategies" : commentary
|
2018 |
Bacidore, Jeffrey M. |
| Student-managed portfolios : wisdom of independent crowds?
|
2018 |
Dorn, Daniel |
| The impact of market conditions on voting results in a student-managed fund
|
2018 |
Benton, Ariel I. |
| Canceled orders and executed hidden orders
|
2018 |
Lin, Zhilu |
| Optimal leverage in day trading
|
2018 |
Lundström, Christian |
| Retail order flow segmentation
|
2018 |
Garriott, Corey |
| Toward greater transparency and efficiency in trading fixed-income ETF portfolios
|
2018 |
Madhavan, Ananth Narayan |
| Dark pools, fragmented markets, and the quality of price discovery : commentary
|
2018 |
Schwartz, Robert A. |
| Market structure matters
|
2018 |
Polk, Charles |
| Predicting intraday trading volume and volume percentages
|
2018 |
Satish, Venkatesh |
| Using fundamental earnings factors to forecast equity market volatility
|
2018 |
Mozes, Haim A. |
| The next generation ETF student-managed investment program
|
2018 |
Dolan, Robert C. |
| Adding value in student-managed funds : benchmark and sector selection
|
2018 |
Hughen, J. Christopher |
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