← All authors Michael Tseng University of Central Florida (per OpenAlex) · ORCID · OpenAlex
10 papers in scope · 9 published · 1 on the econ.EM arXiv · 46 citations · h-index 4 (over the papers listed here)
Papers (1 of 10)
Implementing deterministic outcomes in stochastic dynamic environments
published 2024 · Economics Letters
with Roberto Burguet
Regulatory arbitrage behavior of internationally active banks and global financial market conditions
published 2022 · Economic Modelling · 13 citations
with Stefan Avdjiev, Uluc Aysun
Information Jumps, Liquidity Jumps, and Market Efficiency
published 2022 · Journal of risk and financial management
with Soheil Mahmoodzadeh
Spot Arbitrage in FX Market and Algorithmic Trading: Speed is Not of the Essence
published 2020 · Market Microstructure and Liquidity · 6 citations · first circulated 2017
with Soheil Mahmoodzadeh, Ramazan Gencay
Price Discovery for Options
published 2020 · Swiss Finance Institute Research Paper Series
with Semyon Malamud, Yuan Zhang
no link
Contagion in a network of heterogeneous banks
published 2019 · Journal of Banking & Finance · 14 citations · first circulated 2017
with Ramazan Gençay, Hao Pang, Yi Xue
working paper 2019 · arXiv
Periodogram ordinate: Spatial model with near unit roots and dependent errors
published 2019 · Statistics & Probability Letters · 1 citations
with N. Adu, G. D. Richardson
Price impact and bursts in liquidity provision
published 2018 · Quantitative Finance · 4 citations · first circulated 2016
with Ramazan Gençay, Soheil Mahmoodzadeh, Jakub Rojcek
WAIT-AND-SEE” MONETARY POLICY
published 2017 · Macroeconomic Dynamics · 8 citations · first circulated 2015
with Xiaowen Lei
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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