CMCRC PhD Scholarship for Marta Khomyn (Supervisor Talis Putnins)
Project Member(s): Putnins, T.
Funding or Partner Organisation: Capital Markets Cooperative Research Centre - Capital Markets CRC (Capital Markets - CRC Scholarship (External))
Capital Markets Cooperative Research Centre - Capital Markets CRC (Capital Markets - CRC Scholarship (External))
Start year: 2016
Summary: The Student has been awarded and has accepted a scholarship by CMCRC to enable the Student to pursue a PhD in CMCRC’s doctoral program, the terms and conditions for the award of the scholarship having been set out in a letter signed by CMCRC and the Student (“Scholarship Offer Letter”)
Publications:
Khomyn, M & Putnins, T 2021, 'Algos Gone Wild: What Drives the Extreme Order Cancellation Rates in Modern Markets?', Journal of Banking and Finance, vol. 129, pp. 1-16.
View/Download from: Publisher's site
FOR Codes: Banking, Finance and Investment, Financial Services, Banking, finance and investment