microstructure

Do high-frequency market makers share risks?
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Jul 15, 2022
Code
Do high-frequency market makers share risks?
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Jul 15, 2022
Code
Non-standard errors
with 342 co-authors from 34 countries and 207 institutions (mostly universities)
Last updated on Dec 2, 2021
Non-standard errors
with 342 co-authors from 34 countries and 207 institutions (mostly universities)
Last updated on Nov 30, 2021