| High frequency trading and mini flash crashes A Golub, J Keane, SH Poon arXiv preprint arXiv:1211.6667, 2012 | 131 | 2012 |
| The alpha engine: Designing an automated trading algorithm A Golub, JB Glattfelder, RB Olsen High-Performance Computing in Finance, 49-76, 2018 | 47 | 2018 |
| Case study of Lykke exchange: architecture and outlook R Olsen, S Battiston, G Caldarelli, A Golub, M Nikulin, S Ivliev The Journal of Risk Finance 19 (1), 26-38, 2018 | 16 | 2018 |
| Multi-scale representation of high frequency market liquidity A Golub, G Chliamovitch, A Dupuis, B Chopard Algorithmic Finance 5 (1-2), 3-19, 2016 | 16 | 2016 |
| Instantaneous volatility seasonality of high-frequency markets in directional-change intrinsic time V Petrov, A Golub, R Olsen Journal of Risk and Financial Management 12 (2), 54, 2019 | 12 | 2019 |
| High-frequency trading in FX markets A Golub, A Dupuis, RB Olsen High-Frequency Trading, 85, 2013 | 12 | 2013 |
| Overview of high frequency trading A Golub Manchester Business School, April 15, 2011 | 12 | 2011 |
| Agent-based modelling in directional-change intrinsic time V Petrov, A Golub, R Olsen Quantitative Finance 20 (3), 463-482, 2020 | 6 | 2020 |
| Improving predictability of time series using maximum entropy methods G Chliamovitch, A Dupuis, A Golub, B Chopard Europhysics Letters 110 (1), 10003, 2015 | 5 | 2015 |
| Ultra-short tenor yield curve for intraday trading and settlement A Golub, L Grossmass, SH Poon The European Journal of Finance 27 (4-5), 441-459, 2021 | 4 | 2021 |
| Intrinsic time directional-change methodology in higher dimensions V Petrov, A Golub, RB Olsen Available at SSRN 3440628, 2019 | 4 | 2019 |
| High Frequency Trading A Golub Manchester Business School, May 5, 2011 | 4 | 2011 |
| Mini flash crashes A Golub, J Keane Working Paper, 2011 | 4 | 2011 |
| Uncovering discrete non-linear dependence with information theory A Golub, G Chliamovitch, A Dupuis, B Chopard Entropy 17 (5), 2606-2623, 2015 | 3 | 2015 |
| Correlation stress tests using the random matrix theory: an empirical implementation to the chinese market A Golub, Z Guo Unpublished Paper, 2012 | 3 | 2012 |
| Bridging the gap: Decoding the intrinsic nature of time in market data JB Glattfelder, A Golub arXiv preprint arXiv:2204.02682, 2022 | 2 | 2022 |
| Agent-based model in directional-change intrinsic time V Petrov, A Golub, RB Olsen Available at SSRN 3240456, 2018 | 2 | 2018 |
| Instantaneous Volatility Estimator Based on Directional-Change Intrinsic Time V Petrov, A Golub, R Olsen Working Paper, University of Zurich.. 2019.“Instantaneous Volatility …, 2018 | 1 | 2018 |
| Ultra short tenor yield curves for high-frequency trading and blockchain settlement A Golub, L Grossmass, SH Poon Available at SSRN 3133024, 2018 | 1 | 2018 |
| Instantaneous Volatility Seasonality of Bitcoin in Directional-Change Intrinsic Time V Petrov, A Golub, R Olsen SSRN Electron. J., 2018 | 1 | 2018 |
