Publications using DAILY data
Disentangling domiciles and investor locations in European mutual fund data
- David Rakowski (The University of Texas at Arlington)
Finance Research Letters
2022
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II
- Yihan Li (University of Bath)
- Xin Liu (Renmin University of China)
- Vesa Pursiainen (University of St. Gallen and Swiss Finance Institute)
Financial Analysts Journal
2022
Mutual Fund Proliferation and Entry Deterrence
- Sebastien Betermier McGill University, Canada
- David Schumacher McGill University, Canada
- Ali Shahrad University of Saskatchewan, Canada
The Review of Asset Pricing Studies
2023
Cultural Biases in Equity Analysis
- Vesa Pursiainen (University of St. Gallen)
Journal of Finance
2021
Publications using HFT BEDOFIH DATA
Alexis Stenfors (University of Portsmouth)
Kaveesha Dilshani (University of Technology Sydney)
Andy Guo (University of Technology Sydney)
Peter Mere (Macquarie University)
Journal of Internationals FInancial Markets, Institutions and Money
2024
- Mohammed Salek, Université Paris-Saclay, CentraleSupélec
- Damien Challet, Université Paris-Saclay, CentraleSupélec
- Ioane Muni Toke, Université Paris-Saclay, CentraleSupélec
Quantitative Finance
2024
A Model to Quantify the Risk of CrossProduct Manipulation: Evidence from the European Government Bond Futures Market
- Alexis Stenfors, University of Portsmouth
- Kaveesha Dilshani, University of Technology Sydney
- Andy Guo, University of Technology Sydney
- Peter Mere, Macquarie University
Economics & Finance
2023
Market Liquidity and Competition among Designated Market Makers
- Mario Bellia, European Commission, Joint Research Centre (JRC), Italy
- Loriana Pelizzon, SAFE, Goethe University Frankfurt, and Ca’Foscari University of Venice
- Marti G. Subrahmanyam, Leonard N. Stern School of Business, New York University and NYU Shanghai
- Darya Yuferova, Norwegian School of Economics (NHH)
Management Science
2023
Working papers using DAILY data
In search of positive skewness: the case of individual investors
- M.H. Broihanne (LaRGE Research Center, EM Strasbourg Business School)
- M. Merli (LaRGE Research Center, EM Strasbourg Business School)
- P. Roger (LaRGE Research Center, EM Strasbourg Business School)
June 2012
Measuring the Disposition Effect
Rudy De Winne (UCLouvain - Louvain Finance)
2021
CEO Compensation and Risk-Taking: Evidence from Listed European Hotel Firms
- Olga Fullana (Universitat de València)
- Alba María Priego de la Cruz (University of Castilla-La Mancha)
- David Toscano (University of Liverpool; University of Huelva)
2020
The Impact of UCITS IV Directive on European Mutual Funds Performance
- Khim Veasna (University of Lorraine - CEREFIGE Research Center)
- Hery Razafitombo (University of Lorraine - CEREFIGE Research Center)
2018
Working papers using HFT BEDOFIH DATA
Tackling the Problem of State Dependent Execution Probability: Empirical Evidence and Order Placement
- T. Fabre (CentraleSupélec, Université Paris-Saclay)
- V. Ragel (CentraleSupélec, Université Paris-Saclay)
2023
Price impact in equity auctions: zero, then linear
- Mohammed Salek (Université Paris-Saclay, CentraleSupélec)
- Damien Challet (Université Paris-Saclay, CentraleSupélec)
- Ioane Muni Toke (Université Paris-Saclay, CentraleSupélec)
Université Paris-Saclay
2023
Resiliency: Cross-Venue Dynamics with Hawkes Processes
- Loriana Pelizzon (Goethe University Frankfurt - Faculty of Economics and Business Administration; Leibniz Institute for Financial Research SAFE)
- Ca Foscari (University of Venice)
- Satchit Sagade (Goethe University Frankfurt - Department of Finance; Leibniz Institute for Financial Research SAFE)
- Katia Vozian (Hanken School of Economics
2020
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
- Alejandro Bernales (Universidad de Chile)
- Nicolás Garrido (University of Chile)
- Satchit Sagade (Goethe University Frankfurt - Department of Finance; Leibniz Institute for Financial Research SAFE)
- Marcela Valenzuela (Pontificia Universidad Católica de Chile)
- Christian Westheide (University of Vienna - Department of Finance;
2018