Songzi Du

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it
• Economics and Econometrics — 6 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Songzi Du trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Terrence Hendershott
2. Peter Hoffmann
3. Xavier Vives
4. Dmitry Livdan
5. Boyan Jovanovic
6. Marzena Rostek
7. N. Schürhoff
8. Jonathan Brogaard
9. Eric Budish

Papers from Songzi Du's perspective

Ordered by how strongly the researchers Songzi Du trusts endorse each paper. Same corpus, a different order for every researcher.

1. High Frequency Trading and Price Discovery (Social Science Research Network)
2. Competing on Speed
3. The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
4. A Dynamic Limit Order Market with Fast and Slow Traders (Social Science Research Network)
5. Strategic Supply Function Competition with Private Information (Social Science Research Network)
6. Are Institutions Informed About News
7. Middlemen in Limit Order Markets
8. PRICE INFERENCE IN SMALL MARKETS
9. The Diversity of High-Frequency Traders
10. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Their papers

• What Is the Optimal Trading Frequency in Financial Markets (2017) — 114 citations