Outputs (3)

The effects of intraday news flow on market liquidity, price volatility and trading activity (2017)
Journal Article
Karam, A. (2017). The effects of intraday news flow on market liquidity, price volatility and trading activity. Economics Bulletin, 37(4), 2354-2363

This paper examines how the market performs in the presence of dealers during times that predominately reflect stressful market conditions. It examines this issue on the Nasdaq around unpredictable news events, i.e. the analyst recommendation changes... Read More about The effects of intraday news flow on market liquidity, price volatility and trading activity.

Detection of algorithmic trading (2017)
Journal Article
Bogoev, D., & Karam, A. (2017). Detection of algorithmic trading. Physica A: Statistical Mechanics and its Applications, 484, 168-181. https://doi.org/10.1016/j.physa.2017.04.157

We develop a new approach to reflect the behavior of algorithmic traders. Specifically, we provide an analytical and tractable way to infer patterns of quote volatility and price momentum consistent with different types of strategies employed by algo... Read More about Detection of algorithmic trading.

Social preferences and cooperation in simple social dilemma games (2017)
Journal Article
Cox, C., Karam, A., & Murphy, R. (2017). Social preferences and cooperation in simple social dilemma games. Journal of Behavioral and Experimental Economics, 69, 1-3. https://doi.org/10.1016/j.socec.2017.05.002

We use a laboratory experiment to examine the role of social preferences in simple one-shot social dilemma games by comparing play with and without a human counterpart. We find that cooperation rates are slightly lower without a human counterpart in... Read More about Social preferences and cooperation in simple social dilemma games.