Keio University

Published papers

Hayashi, Takaki

21-22 items (total 22)

Strategic liquidity provision in high-frequency trading

Author
Takaki Hayashi, Katsumasa Nishide
Publication Title
Magazine name International Review of Financial Analysis Publisher Elsevier Start Page 103168 (Publication Date)2024/05)
Authorship Category
Joint Work
Peer-review Status
With

On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach

Author
Takaki Hayashi, Makoto Takahashi
Publication Title
Magazine name Japanese Journal of Statistics and Data Science Volume 4(Issue 1) Start Page 697 - End Page 730 (Publication Date)2021/05)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With