Old Web
English
Sign In
Acemap
>
authorDetail
>
Manh Cuong Pham
Manh Cuong Pham
Lancaster University
Econometrics
Descriptive research
Business
Market microstructure
Density estimation
3
Papers
1
Citations
0
KQI
Citation Trend
Filter By
Interval:
1900~2024
1900
2024
Author
Papers (3)
Sort By
Default
Most Recent
Most Early
Most Citation
No data
Journal
Conference
Others
A Descriptive Study of High-Frequency Trade and Quote Option Data*
2021
Journal of Financial Econometrics
Torben G. Andersen
Ilya Archakov
Leon Eric Grund
Nikolaus Hautsch
Yifan Li
Sergey Nasekin
Ingmar Nolte
Manh Cuong Pham
Stephen Taylor
Viktor Todorov
Show All
Source
Cite
Save
Citations (1)
The effects of trade size and market depth on immediate price impact in a limit order book market
2020
Journal of Economic Dynamics and Control
Manh Cuong Pham
Heather M. Anderson
Huu Nhan Duong
Paul Lajbcygier
Show All
Source
Cite
Save
Citations (0)
A Descriptive Study of High-Frequency Trade and Quote Option Data
2019
Torben G. Andersen
Ilya Archakov
Leon Eric Grund
Nikolaus Hautsch
Sergey Nasekin
Ingmar Nolte
Manh Cuong Pham
Stephen Taylor
Viktor Todorov
Show All
Source
Cite
Save
Citations (0)
1
map