| Trading volume and liquidity provision in cryptocurrency markets D Bianchi, M Babiak, A Dickerson Journal of Banking & Finance 142, 106547, 2022 | 41 | 2022 |
| Trading volume in cryptocurrency markets D Bianchi, A Dickerson Available at SSRN 3239670, 2019 | 35 | 2019 |
| Priced risk in corporate bonds A Dickerson, P Mueller, C Robotti Journal of Financial Economics 150 (2), 103707, 2023 | 34 | 2023 |
| Algorithmic trading of Bitcoin using Wikipedia and Google Search volume A Dickerson Available at SSRN 3177738, 2018 | 7 | 2018 |
| The corporate bond factor zoo A Dickerson, C Julliard, P Mueller Available at SSRN, 2023 | 6 | 2023 |
| Return-Based Anomalies in Corporate Bonds: Are They There? A Dickerson, C Robotti, G Rossetti Available at SSRN 4575879, 2023 | 6 | 2023 |
| Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk A Dickerson, M Fournier, A Jeanneret, P Mueller WBS Finance Group Research Paper Forthcoming, UNSW Business School Research …, 2022 | 3 | 2022 |
| Noisy prices and return-based anomalies in corporate bonds A Dickerson, C Robotti, G Rossetti Working Paper, Warwick Business School, 2023 | 2 | 2023 |
| A credit risk explanation of the correlation between corporate bonds and stocks A Dickerson, M Fournier, A Jeanneret, P Mueller Working Paper, 2022 | 2 | 2022 |
| Pricing Corporate Bonds with Credit Risk Primitives A Dickerson, Y Nozawa Available at SSRN 4822379, 2024 | | 2024 |
| The Low Frequency Trading Arms Race: Machines Versus Delays A Dickerson, Y Nozawa, C Robotti | | 2023 |
| Essays in empirical asset pricing with corporate bonds AM Dickerson University of Warwick, 2022 | | 2022 |
Mykola BabiakAssociate Professor of Finance, Lancaster University Management SchoolBestätigte E-Mail-Adresse bei lancaster.ac.uk
