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Publications by Konstantin Tyurin

A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market

SSRN Electronic Journal
2006English

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Simulating Trader Manipulation in a Limit-Order Driven Market

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A Dynamic Limit Order Market With Fast and Slow Traders

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A Dynamic Limit Order Market With Fast and Slow Traders

SSRN Electronic Journal
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Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market

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Designated Market Makers in Electronic Limit Order Books - A Closer Look

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Risk-Based Analysis of Business Process Executions

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Optimal Execution in a Limit Order Book and an Associated Microstructure Market Impact Model

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Trading Activity and Liquidity Supply in a Pure Limit Order Book Market. An Empirical Analysis Using a Multivariate Count Data Model

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