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Details about Dale W.R. Rosenthal

Homepage:https://sites.google.com/site/dalerosenthal
Postal address:440 N. Wabash St. #2305 Chicago, IL 60611 USA
Workplace:Department of Finance, Mendoza College of Business, University of Notre Dame, (more information at EDIRC)

Access statistics for papers by Dale W.R. Rosenthal.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pro359

Jump to Journal Articles

Working Papers

2013

  1. Funding liquidity, market liquidity and TED spread: A two-regime model
    Working Paper Research, National Bank of Belgium Downloads View citations (7)
    See also Journal Article in Journal of Empirical Finance (2017)

2012

  1. Approximating correlated defaults
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Performance metrics for algorithmic traders
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Transact taxes in a price maker/taker market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2011

  1. Market structure, counterparty risk, and systemic risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2008

  1. Modeling Trade Direction
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The Journal of Financial Econometrics (2012)

Journal Articles

2017

  1. Funding liquidity, market liquidity and TED spread: A two-regime model
    Journal of Empirical Finance, 2017, 43, (C), 143-158 Downloads View citations (17)
    See also Working Paper (2013)

2012

  1. Modeling Trade Direction
    The Journal of Financial Econometrics, 2012, 10, (2), 390-415 Downloads View citations (5)
    See also Working Paper (2008)
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