Showing 1 - 7 of 7
We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected insider trading cases in 22 stock exchanges around the world over the period January 2003 through June 2011. Using new indices for market manipulation, insider trading, and...
Persistent link: https://www.econbiz.de/10013090661
We examine the impact of changes in market microstructure, particularly algorithmic trading (AT) and high frequency trading (HFT), on trade size across 24 stock exchanges around the world. Using colocation services as a proxy for AT and HFT, we find mixed results on the impact of AT and HFT on...
Persistent link: https://www.econbiz.de/10013065106
We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected insider trading cases in 22 stock exchanges around the world over the period January 2003-June 2011. Using new indices for market manipulation, insider trading, and broker-agency...
Persistent link: https://www.econbiz.de/10013008081
We examine the impact of changes in market microstructure, particularly algorithmic trading (AT) and high frequency trading (HFT), on trade size across 24 stock exchanges around the world. Using colocation services as a proxy for AT and HFT, we find mixed results on the impact of AT and HFT on...
Persistent link: https://www.econbiz.de/10013056265
We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected insider trading cases in 22 stock exchanges around the world over the period January 2003 through June 2011. Using new indices for market manipulation, insider trading, and...
Persistent link: https://www.econbiz.de/10013021203
This paper examines evidence on colocation dates and their impact on market efficiency. International colocation dates can be sourced from a number of avenues including: (1) an 'exchange's news announcements and reports, (2) news media, and (3) by direct communication with the officers of an...
Persistent link: https://www.econbiz.de/10013220640
This paper examines evidence on colocation dates and their impact on market efficiency. International colocation dates can be sourced from a number of avenues including: [1] an 'exchange's news announcements and reports, [2] news media, and [3] by direct communication with the officers of an...
Persistent link: https://www.econbiz.de/10014351138