18 citations · 18 across the 2 of their papers we have counts for
2 papers
q-fin.TR2010
Is high-frequency trading inducing changes in market microstructure and dynamics?
Reginald D. Smith
Using high-frequency time series of stock prices and share volumes sizes from January 2002-May 2009, this paper investigates whether the effects of the onset of high-frequency trad…
q-fin.ST2009★ 18 cited
The Spread of the Credit Crisis: View from a Stock Correlation Network
Reginald D. Smith
The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current tr…