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Evolution of competition in Vietnam industries over the recent economic transition

Doan, Tinh; Stevens, Philip - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-19, pp. 1-24

. This provides an excellent example of a country that has experienced changes in competition regime. Economic reforms in … economic and, in particular, competitive environment. Understanding the evolution of competition across industries is an … economic transition. In this paper, the authors investigate the evolution of competition in Vietnam during the economic …

Persistent link: https://www.econbiz.de/10010309049

Modelling trades-through in a limit order book using hawkes processes

Toke, Ioane Muni; Pomponio, Fabrizio - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-22, pp. 1-23

The authors model trades-through, i.e. transactions that reach at least the second level of limit orders in an order book. Using tick-by-tick data on Euronext-traded stocks, they show that a simple bivariate Hawkes process fits nicely their empirical observations of tradesthrough. The authors...

Persistent link: https://www.econbiz.de/10010309222