Showing 1 - 10 of 52
We use stock exchange message data to quantify the negative aspect of high-frequency trading, known as "latency arbitrage." The key difference between message data and widely-familiar limit order book data is that message data contain attempts to trade or cancel that fail. This allows the...
Persistent link: https://www.econbiz.de/10012599301
intergenerational mobility. We address this question in the context of London, England during the late-nineteenth century using the …
Persistent link: https://www.econbiz.de/10012480313
railways, newly-constructed spatially-disaggregated data for London from 1801-1921, and a quantitative urban model to provide … buildings in Greater London by 20 percent or more, and brings down commuting into the City of London from more than 370,000 to …
Persistent link: https://www.econbiz.de/10012480700
Using weekly mortality data for London spanning 1866-1965, we analyze the changing relationship between temperature and … the timing of the infant mortality decline in London …
Persistent link: https://www.econbiz.de/10012481527
modern Environmental Kuznets Curve: in the decades leading up to 1890, the number of foggy days in London rose steadily, but … after 1891, the fogs began to subside. Brodie attributed the rise and fall of the London fog to variation in emissions of …? Was London's atmosphere becoming more polluted and foggy for most of the nineteenth century, only to improve around 1890 …
Persistent link: https://www.econbiz.de/10012462983
We study the determinants and consequences of cross-listings on the New York and London stock exchanges from 1990 to … 2005. This investigation enables us to evaluate the relative benefits of New York and London exchange listings and to … in London. This decline in cross-listings is explained by changes in firm characteristics rather than by changes in the …
Persistent link: https://www.econbiz.de/10012465575
This study provides new evidence on the impact of air pollution in London over the century from 1866-1965. To identify … weeks with elevated pollution levels I use new data tracking the timing of London's famous fog events, which trapped … exposure due to fog events accounted for at least one out of every 200 deaths in London during this century. I provide evidence …
Persistent link: https://www.econbiz.de/10012453227
This paper examines the consequences of the 2015 reform on the London fixing in the interbank forex market, which …
Persistent link: https://www.econbiz.de/10012455354
West Germany's external debt and create a series of favourable debt repayment conditions. The London Debt Agreement (LDA …
Persistent link: https://www.econbiz.de/10012456122
This paper uses an original data set of more than 3000 cases from 1918 to 1926 in the Central Criminal Courts of London …
Persistent link: https://www.econbiz.de/10012456696