Implications of High-Frequency Trading for Security Markets
Linton, O. and Mahmoodzadeh, S., (WP1801)

The Behaviour of Betting and Currency Markets on the Night of the EU Referendum
Auld, T. and Linton, O., (WP1722)

A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance
Boneva, L. and Linton, O., (WP1701)

A coupled component GARCH model for intraday and overnight volatility
Linton, O. and Wu, J., (WP1626)

Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case
Hafner, C. M. and Linton, O., (WP1621)

Alternative Asymptotics for Cointegration Tests in Large VARs
Onatski, A. and Wang, C., (WP1607)

Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
Chen, X., Linton, O. and Schneeberger, S., (WP1604)

Nonparametric Euler Equation Identification andEstimation
Escanciano, J. C., Hoderlein, S., Lewbel, A. and Linton, O., (WP1517)

An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability
Hong, S. Y., Linton, O. and Zhang, H. J., (WP1509)

Multivariate Variance Ratio Statistics
Hong, S. Y., Linton, O. and Zhang , H. J., (WP1410)

The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
Körber, L., Linton, O. and Vogt, M., (WP1405)

The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
Han, H., Linton, O., Oka, T. and Whang, Y.-J., (WP1403)