By Dr Thomas Ruf

Journal articles

Aquilina M; Foley S; O'Neill P; Ruf T, 2024, 'Sharks in the dark: Quantifying HFT dark pool latency arbitrage', Journal of Economic Dynamics and Control, 158, http://dx.doi.org/10.1016/j.jedc.2023.104786

Conference Presentations

Ruf T; Goldstein MA; Foley S; Chen H, 2016, 'The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets', presented at NBER Microstructure Meeting, Boston, 01 December 2016 - 02 December 2016

Ruf T; Chuprinin , 2016, 'Let the bear beware: The inopportune timing of stock recalls', presented at European Finance Association Meeting, Oslo, Norway, 17 August 2016 - 20 August 2016

Reports

Ruf T; Aquilina M; Foley S; O'Neill P, 2016, Asymmetries in Dark Pool Reference Prices, Financial Conduct Authority, London, https://ssrn.com/abstract=2848120

Working Papers

Ruf T; Chuprinin O, 2018, Inferring Mutual Fund Quality at Inception, http://dx.doi.org, https://papers.ssrn.com/Sol3/papers.cfm?abstract_id=2831285

Ruf T; Chuprinin O, 2017, Let The Bear Beware: What Drives Stock Recalls, http://dx.doi.org, https://ssrn.com/abstract=2831261

Ruf T; Goldstein MA; Foley S; Chen H, 2016, The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets, http://dx.doi.org10.2139/ssrn.2860359, https://ssrn.com/abstract=2860359

Ruf T, 2015, Liquidation Risk and the Skewness Risk Premium in Options Markets, http://dx.doi.org, http://ssrn.com/abstract=2023942

Ruf T; Levi MD, 2012, Arbitrage in Unfamiliar Places: The International Residential Real Estate Market, http://dx.doi.org10.2139/ssrn.2022572, https://ssrn.com/abstract=2022572

Ruf T, 2011, The Dynamics of Overpricing in Structured Products, http://dx.doi.org10.2139/ssrn.1787216, https://ssrn.com/abstract=1787216

Preprints

Chuprinin O; Ruf T, Chasing Ghosts: What Determines Flows Into Funds Without Performance Histories, http://dx.doi.org/10.2139/ssrn.2831285

Chuprinin O; Ruf T, Rent Seeking and Mutual Fund Inceptions, http://dx.doi.org/10.2139/ssrn.3189986

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