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Michael Brolley · Study
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Author
Michael Brolley
2 works
· latest 2019
· 1 institutions
cluster: provisional
ORCID 0000-0002-7242-4238
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75
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Most cited in this library
Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays
2017 · 41 citations
Price Improvement and Execution Risk in Lit and Dark Markets
2019 · 34 citations
Works
2 shown
Price Improvement and Execution Risk in Lit and Dark Markets
Management Science
·
2019
·
1 author
34
citations
Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays
Journal of Financial and Quantitative Analysis
·
2017
·
2 authors
·
Open access
41
citations