M. Aquilina

Finance · 2021

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Aquilina trusts overall

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

  1. Y. Amihud
  2. Markus K. Brunnermeier
  3. Terrence Hendershott
  4. Charles M. Jones
  5. Albert J. Menkveld
  6. Lasse Heje Pedersen

Papers from M. Aquilina's perspective

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

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. Market liquidity and funding liquidity
  3. Does Algorithmic Trading Improve Liquidity
  4. Market Microstructure: A Survey
  5. The Bond/Old-Bond Spread
  6. The Diversity of High-Frequency Traders
  7. Equilibrium and welfare in markets with financially constrained arbitrageurs
  8. What moves stock prices?
  9. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
  10. Toward a National Market System for U.S. Exchange–listed Equity Options

Their papers