Forthcoming

Benamar H., Th. Foucault, Clara Vega, 2020, “Demand for Information, Macroeconomic Uncertainty, and Bond Prices,” Forthcoming Review of Financial Studies, [WIMM2018, Coronado]

Bhattacharya N., Bidisha Chakrabarty, Wang F., 2020, "High-Frequency traders and price informativeness during earnings announcements", Forthcoming Review of Accounting Studies, [WIMM2016, Park City]

Nikolova S., L. Wang, Julie Wu, 2020, “Institutional Allocations in the Primary Market for Corporate Bonds,“ Forthcoming Journal of Financial Economics, [WIMM2019, Huntington Beach]

2020

Bessembinder H., Jia Hao, K. Zheng, 2020, "Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange," Review of Financial Studies, Volume 33, Issue 1, Pages 44–74, https://doi.org/10.1093/rfs/hhz040, [WIMM2017, Whistler (Canada)]

Goldstein M., Edith Hotchkiss, 2020, “Providing Liquidity in an Illiquid Market: Dealer Behavior in U.S. Corporate Bonds,“ Journal of Financial Economics, Volume 135, Issue 1, Pages 16-40, https://doi.org/10.1016/j.jfineco.2019.05.014, [WIMM2018, Coronado]

2018

Boehmer E., Dan Li., G. Saar, 2018, "The competitive landscape of High-Frequency Trading firms," Review of Financial Studies, Volume 31, Issue 6, Pages 2227-2276, https://doi.org/10.1093/rfs/hhx144, [WIMM2016, Park City]

Comerton-Forde C., Katya Malinova, Park A., 2018, "Regulating dark trading: Order flow segmentation and market quality" Journal of Financial Economics, Volume 130, Pages 347 - 366, http://dx.doi.org/10.1016/j.jfineco.2018.07.002, [WIMM2015, Seattle]

2016

Chiara Banti, 2016, "Illiquidity in the stock and foreign exchange markets: an investigation of their cross-market dynamics," Journal of Financial Research, Volume 39, Issue 4, Pages 411-436, https://doi.org/10.1111/jfir.12113, [WIMM2016, Park City]