Julieta Frank, University of Manitoba

Research

cost of liquidity order book market microstructure price analysis bid-ask spread market depth

Latest funding

Cost of liquidity in electronically traded agricultural commodities
SSHRC · 2016 · Principal investigator
$98,622
Analysis of open-outcry trading using Bayesian models
NSERC · 2011 · Principal investigator
$153,000
Market liquidity on two different trading systems: open outcry vs. electronic trading
SSHRC · 2011 · Principal investigator
$34,650

All 3 grants and awards

Cost of liquidity in electronically traded agricultural commodities

Principal investigatorSSHRC2016Insight Grants

Principal investigators: Frank, Julieta

Keywords: cost of liquidity; order book; market microstructure; price analysis; bid-ask spread; market depth

$98,622

Analysis of open-outcry trading using Bayesian models

Principal investigatorNSERC2011Discovery Grants Program - Individual

Principal investigators: Frank, Julieta JM

$153,000

Market liquidity on two different trading systems: open outcry vs. electronic trading

Principal investigatorSSHRC2011Insight Development Grant

Principal investigators: Frank, Julieta

Keywords: liquidity cost; electronic trading; futures markets; agricultural commodities

$34,650

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Subject: Prospective PhD student: cost of liquidity Dear Professor Frank, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on cost of liquidity connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]