Isabel Tkatch

Published Papers

• Regression, Correlation and the Time Interval: Additive-Multiplicative Framework
• (with H. Levy and I. Guttman), August 2001, Management Science

Working Papers

• Demand for the Immediacy of Execution: Time is Money (with E. Kandel)
• Strategic Order Splitting and the Demand / Supply of Liquidity (with Z. Alam)
• The Cost of Liquidity: Results from a Natural Experiment (with E. Kandel)

Work in Progress

• Limit Order Book with Strategic Cancellations
• The effect of VC limited lifespan on investment and investment divercification decisions
• Anatomy of Price Changes

Curriculum Vitae

• CV.pdf