Filip Zikes
5 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-7073-4067
Publications
- What Makes HFTs Tick? Tick Size Changes and Information Advantage in a Market with Fast and Slow Traders — Management Science 2025
- Banks as regulated traders — Journal of Financial Economics 2025
- Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions — Journal of Financial Economics 2025
- When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets — The Review of Financial Studies 2023
- Interactions among High-Frequency Traders — Journal of Financial and Quantitative Analysis 2017