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Dale W.R. Rosenthal

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This is information that was supplied by Dale Rosenthal in registering through RePEc. If you are Dale W.R. Rosenthal , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Dale
Middle Name: W.R.
Last Name: Rosenthal
Suffix:

RePEc Short-ID: pro359

Email:
Homepage: http://tigger.uic.edu/~daler
Postal Address: 2421 University Hall 601 S. Morgan St. (MC 168) Chicago, IL 60607 USA
Phone:

Affiliation

Department of Finance
College of Business Administration
University of Illinois at Chicago
Location: Chicago, Illinois (United States)
Homepage: http://www.uic.edu/cba/cba-depts/finance/
Email:
Phone: 312-996-2980
Fax: 312-413-7948
Postal: University Hall 2431, Mail Code 168, 601 South Morgan Street, Chicago, Illinois 60607
Handle: RePEc:edi:dfuicus (more details at EDIRC)

Works

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Working papers

  1. Kris Boudt & Ellen C.S. Paulus & Dale W.R. Rosenthal, 2013. "Funding liquidity, market liquidity and TED spread : A two-regime model," Working Paper Research 244, National Bank of Belgium.
  2. Rosenthal, Dale W.R. & Thomas, Nordia Diana Marie, 2012. "Transact taxes in a price maker/taker market," MPRA Paper 40556, University Library of Munich, Germany.
  3. Rosenthal, Dale W.R., 2009. "Market structure, counterparty risk, and systemic risk," MPRA Paper 36786, University Library of Munich, Germany, revised 19 Dec 2011.
  4. Rosenthal, Dale W.R., 2009. "Performance metrics for algorithmic traders," MPRA Paper 36787, University Library of Munich, Germany, revised 04 Jan 2012.
  5. Rosenthal, Dale W.R., 2008. "Modeling Trade Direction," MPRA Paper 10209, University Library of Munich, Germany.
  6. Rosenthal, Dale W.R., 2008. "Approximating correlated defaults," MPRA Paper 36788, University Library of Munich, Germany, revised 15 Feb 2012.

Articles

  1. Dale W. R. Rosenthal, 2012. "Modeling Trade Direction," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 390-415, 2012 04.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-11-22. Author is listed
  2. NEP-MST: Market Microstructure (2) 2008-08-31 2012-02-27. Author is listed
  3. NEP-PBE: Public Economics (1) 2012-08-23. Author is listed

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