Browsing by Author "Weller, BM"
Now showing items 1-5 of 5
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Does Algorithmic Trading Deter Information Acquisition?
Weller, BM (2017-05-23) -
Measuring Tail Risks at High Frequency
Weller, BM (2016-11-01) -
Risk Price Variation: The Missing Half of Empirical Asset Pricing
Patton, AJ; Weller, BM (Economic Research Initiatives at Duke (ERID) Working Paper, 2019-05-24) -
Testing for Unobserved Heterogeneity via K-Means Clustering
Patton, AJ; Weller, BM (2019-07-15) -
What You See is Not What You Get: The Costs of Trading Market Anomalies
Patton, AJ; Weller, BM (2017-10-27)