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Faculty of Economics

Journal Cover

Linton, O. and O'Hara, M.

The impact of computer trading on liquidity, price efficiency/discovery and transaction costs

Government Office for Science Report

Abstract: 0

Author links: Oliver Linton  

Publisher's Link: http://www.bis.gov.uk/assets/foresight/docs/computer-trading/11-1276-the-future-of-computer-trading-in-financial-markets


Papers and Publications



Recent Publications


Gagnon, J. and Goyal, S. Networks, markets and inequality American Economic Review [2017]

Fruehwirth, J., Iyer, S. and Zhang, A. Religion and Depression in Adolescence Journal of Political Economy, forthcoming [2019]

Onatski, A. and Wang, C. Alternative Asymptotics for Cointegration Tests in Large VARs Econometrica [2018]