Filip Žikeš

发表的论文5 篇，按出版时间

1. 1
   Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctionsJournal of Financial Economics20250
2. 2
   Banks as regulated tradersJournal of Financial Economics20252
3. 3
   What Makes HFTs Tick? Tick Size Changes and Information Advantage in a Market with Fast and Slow TradersManagement Science20244
4. 4
   When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange MarketsReview of Financial Studies202111
5. 5
   Interactions among High-Frequency TradersJournal of Financial and Quantitative Analysis201730