| Funding liquidity, market liquidity and TED spread: A two-regime model K Boudt, E Paulus, DWR Rosenthal Journal of Empirical Finance 43, 143-158, 2017 | 72 | 2017 |
| Modeling trade direction DWR Rosenthal Journal of Financial Econometrics 10 (2), 390-415, 2012 | 15 | 2012 |
| Performance metrics for algorithmic traders DWR Rosenthal UIC College of Business Administration Research Paper, 2009 | 8 | 2009 |
| Market structure, counterparty risk, and systemic risk DWR Rosenthal UIC College of Business Administration Research Paper, 2014 | 4 | 2014 |
| Transaction taxes in a price maker/taker market DWR Rosenthal, NDM Thomas, H Wang Midwest Finance Association 2013 Annual Meeting Paper, UIC College of …, 2014 | 3 | 2014 |
| Index arbitrage and refresh time bias in covariance estimation DWR Rosenthal, J Zhang Available at SSRN 1985254, 2011 | 3 | 2011 |
| Trade classification and nearly-gamma random variables DWR Rosenthal The University of Chicago, 2008 | 1 | 2008 |
| Financial Econometrics Using Stata DWR Rosenthal The American Statistician 72 (2), 206-208, 2018 | | 2018 |
| Approximating correlated defaults DWR Rosenthal University of Illinois at Chicago College of Business Administration …, 2012 | | 2012 |
| Online Addendum: Modeling Trade Direction DWR Rosenthal Available at SSRN 1945577, 2011 | | 2011 |
| Increasing Shareholder Value? A Study of Share Repurchases DWR Rosenthal, NR Sinha A Study of Share Repurchases (February 13, 2011), 2011 | | 2011 |
| DETECTING FLASH CRASHES DWR ROSENTHAL, S TECLE | | 2010 |
| Market Microstructure and Electronic Trading DWR Rosenthal | | |
| Discussion of Funding Liquidity, Market Liquidity and TED spread: A Two-regime Model K Boudt, E Paulus, D Rosenthal | | |
| Topics in Financial Innovation: Microfinance, Payment Systems, and Development Finance DWR Rosenthal | | |
Kris BoudtGhent University, Vrije Universiteit Brussel, Vrije Universiteit AmsterdamVerified email at ugent.be
