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Items where Author is "Pham, Manh"

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Journal Article

Li, Yifan and Nolte, Ingmar and Pham, Manh (2024) Parametric Risk-Neutral Density Estimation via Finite Lognormal-Weibull Mixtures. Journal of Econometrics, 241 (2): 105748. ISSN 0304-4076

Andersen, Torben and Archakov, Ilya and Grund, Leon and Hautsch, Nikolaus and Li, Yifan and Nasekin, Sergey and Nolte, Ingmar and Pham, Manh and Taylor, Stephen and Todorov, Viktor (2021) A descriptive study of high-frequency trade and quote option data. Journal of Financial Econometrics, 19 (1). pp. 128-177. ISSN 1479-8409

Pham, Manh and Anderson, Heather and Lajbcygier, Paul and Duong, Huu Nhan (2020) The effects of trade size and market depth on immediate price impact in a limit order book market. Journal of Economic Dynamics and Control, 120: 103992. ISSN 0165-1889

This list was generated on Fri May 2 17:00:38 2025 UTC.