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  1. Blume, Marshall E. [Author] ; Keim, Donald B. [Other]

    Institutional Investors and Stock Market Liquidity : Trends and Relationships

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    [S.l.]: SSRN, [2020]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

  2. Keim, Donald B. [Author] ; von Beschwitz, Bastian [Other]; Blume, Marshall E. [Other]

    Media-Driven High Frequency Trading : Evidence from News Analytics

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    [S.l.]: SSRN, [2020]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper