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DateTitle Authors
2011 High Frequency Trading and the New-Market MakersMenkveld, Albert J.
2002 Trader Anonymity, Price Formation and LiquidityTheissen, Erik
2001 Price Discovery in Floor and Screen Trading SystemsTheissen, Erik
2007 On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market modelKrätschmer, Volker
2013 Competition/fragmentation in equities markets: A literature surveyGomber, Peter / Sagade, Satchit / Theissen, Erik / Weber, Moritz Christian / Westheide, Christian
2011 CRRA utility maximization under risk constraintsMoreno-Bromberg, Santiago / Pirvu, Traian A. / Réveillac, Anthony
2005 A note on Wick products and the fractional Black-Scholes modelBjörk, Tomas / Hult, Henrik
2011 A directional-change events approach for studying financial time seriesAloud, Monira / Tsang, Edward / Olsen, Richard / Dupuis, Alexandre
2011 Is BEST really better? Internalization of orders in an open limit order bookGrammig, Joachim G. / Theissen, Erik
2008 Does algorithmic trading improve liquidity?Hendershott, Terrence / Jones, Charles M. / Menkveld, Albert J.

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