Works matching IS 00954918 AND DT 2022 AND VI 48 AND IP 6
Results: 13
Social Networks, Trading, and Liquidity.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 196, doi. 10.3905/jpm.2022.1.367
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- Article
Mean-Variance Optimization for Simulation of Order Flow.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 185, doi. 10.3905/jpm.2022.1.376
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Demystifying Index Rebalancing: An Analysis of the Costs of Liquidity Provision.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 171, doi. 10.3905/jpm.2022.1.366
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Endogenous Dynamics of Intraday Liquidity.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 145, doi. 10.3905/jpm.2022.1.380
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- Article
Market Impact Decay and Capacity.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 127, doi. 10.3905/jpm.2022.1.382
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- Article
The Return of the Call Auction.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 110, doi. 10.3905/jpm.2022.1.387
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Corporate Bond Trading: Finding the Customers' Yachts.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 96, doi. 10.3905/jpm.2022.1.373
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A Primer on Liquidity from an Asset Management and Asset Allocation Perspective.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 77, doi. 10.3905/jpm.2022.48.6.077
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- Article
Market Design--A Practitioner's Perspective.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 58, doi. 10.3905/jpm.2022.1.383
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Emerging Technologies and the Transformation of Exchange Trading Platforms.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 45, doi. 10.3905/jpm.2022.1.390
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A Practitioner Perspective on Trading and the Implementation of Investment Strategies.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 30, doi. 10.3905/jpm.2022.1.371
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- Article
Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 12, doi. 10.3905/jpm.2022.1.384
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Editor's Introduction to the Special Issue on Market Microstructure.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 1, doi. 10.3905/jpm.2022.1.391
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- Article