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Richard Philip · Study
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Author
Richard Philip
3 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0002-7352-6586
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Citations
125
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3
17
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Most cited in this library
High-Frequency Trading Strategies
2017 · 53 citations
Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity
2020 · 50 citations
Estimating Permanent Price Impact via Machine Learning
2019 · 22 citations
Works
3 shown
Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity
Journal of Financial Markets
·
2020
·
4 authors
·
Open access
50
citations
Estimating Permanent Price Impact via Machine Learning
Journal of Econometrics
·
2019
·
1 author
·
Open access
22
citations
High-Frequency Trading Strategies
Management Science
·
2017
·
3 authors
·
Open access
53
citations