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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 5.

August 2008

Rosenthal, Dale W.R. (2008): Modeling trade direction. Published in: Journal of Financial Econometrics , Vol. 10, No. 2 (2012): pp. 390-415.

19 December 2011

Rosenthal, Dale W.R. (2011): Market structure, counterparty risk, and systemic risk.

4 January 2012

Rosenthal, Dale W.R. (2012): Performance metrics for algorithmic traders.

15 February 2012

Rosenthal, Dale W.R. (2012): Approximating correlated defaults.

29 April 2013

Rosenthal, Dale W.R. and Thomas, Nordia Diana Marie and Wang, Hefei (2013): Transaction taxes in a price maker/taker market.

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