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What Happened to the Quants in August 2007? · Study

PreprintShelves

PreprintWhat Happened to the Quants in August 2007?

Amir E. Khandani2007

OA

Preprintgreen2007

What Happened to the Quants in August 2007?

Amir E. Khandani · Andrew W. Lo

306 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 306 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 2000Financial Contagion 1938A Note on the Pure Theory of Consumer's Behaviour 1987Price, trade size, and information in securities markets 2015Proof that Properly Anticipated Prices Fluctuate Randomly 2004The Adaptive Markets Hypothesis

Cited by

2008Power Laws in Economics and Finance 2013Can hedge funds time market liquidity?2011Hedge fund leverage 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 2012Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide 2010Does Simple Pairs Trading Still Work?2013Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 2013Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations306

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.1015987

openalex_workW2106986439

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