Jin Xiang
Finance · 2015
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it
- Economics and Econometrics — 11 citations into it
- Management Science and Operations Research — 5 citations into it
Whom Jin Xiang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Jin Xiang's perspective
Ordered by how strongly the researchers Jin Xiang trusts endorse each paper. Same corpus, a different order for every researcher.
- Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
- The Diversity of High-Frequency Traders
- Very Fast Money: High-Frequency Trading on the NASDAQ
- Does Algorithmic Trading Improve Liquidity
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- Latency, liquidity and price discovery ☆
- High Frequency Trading and Price Discovery (Social Science Research Network)
- The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
- Simple Formulas for Standard Errors that Cluster by Both Firm and Time
- Toward a National Market System for U.S. Exchange–listed Equity Options
Their papers
- High Frequency Quoting, Trading, and the Efficiency of Prices (2015) — 187 citations