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Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)

Gresse, Carole; Gajewski, Jean-François - Université Paris-Dauphine (Paris IX) - 2007

This article compares the cost of trading large capitalisation equities on the hybrid order-driven segment of the London Stock Exchange and the centralised electronic order book of Euronext. Using samples of stocks matched according to economic sector, free float capitalisation, and trading...

Persistent link: https://www.econbiz.de/10010905293

Danger on the exchange: How counterparty risk was managed on the Paris exchange in the nineteenth century

Riva, Angelo; White, Eugene N. - In: Explorations in Economic History 48 (2011) 4, pp. 478-493

In the nineteenth century, the Paris Bourse struggled to manage counterparty risk, revealing the awkward choices for the regulation of derivatives markets. The exchange, primarily a forward market, instituted a mutual guarantee fund to prevent broker failures from snowballing into a liquidity...

Persistent link: https://www.econbiz.de/10010572350

State Building and the Reconstruction of Shattered Societies. 1999 Caucasus Conference Report.

Ascher, Ivan; Patten, Alexandra; Monczewski, Denise - Institute of Slavic, East European, and Eurasian … - 2000

Since the late 1980s, the Caucasus and Caspian littoral states have passed through a period of extreme turmoil. In addition to the economic costs of decentralizing and marketizing their economies and the political difficulties associated with constructing new political and institutional...

Persistent link: https://www.econbiz.de/10010538675

Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting

Evans, Martin D.; Lyons, Richard K. - 2005

This paper compares the true, ex-ante forecasting performance of a micro-based model against both a standard macro model and a random walk. In contrast to existing literature, which is focused on longer horizon forecasting, we examine forecasting over horizons from one day to one month (the...

Persistent link: https://www.econbiz.de/10009440722

A note on execution costs for stock index futures: Information versus liquidity effects

Berkman, H.; Brailsford, T. J.; Frino, A. - 2005

This paper examines execution costs and the impact of trade size for stock index futures using price-volume transaction data from the London International Financial Futures and Options Exchange. Consistent with Subrahmanyam [Rev. Financ. Stud. 4 (1991) 11] we find that effective half spreads in...

Persistent link: https://www.econbiz.de/10009448067

On central bank interventions in the Mexican peso/dollar foreign exchange market

García-Verdú, Santiago; Zerecero, Miguel - Bank for International Settlements (BIS) - 2013

event-style microstructure approach. We use the bid-ask spreads as a measure of liquidity and of orderly conditions. In …

Persistent link: https://www.econbiz.de/10010849798

Microstructure characterization of granular materials

Al-Raoush, Riyadh - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 2, pp. 545-558

This paper presents techniques and algorithms to compute microstructure properties of irregular-shaped granulate … assemblies utilizing 3D images. The techniques are capable of extracting microstructure properties of particles such as centeroid … materials. Microstructure properties of the sand system were computed and compared with properties of a computer-simulated image …

Persistent link: https://www.econbiz.de/10010874679

Effective Bid-Ask Spreads in Futures versus Futures Options

Shah, Samarth; Brorsen, B. Wade; Anderson, Kim B. - In: Journal of Agricultural and Resource Economics 37 (2012) 3

While considerable research has estimated liquidity costs of futures trading, little comparable research is available about options markets. This study determines effective bid-ask spreads in options and futures markets for Kansas City Board of Trade (KCBT) wheat. Effective bid-ask spreads are...

Persistent link: https://www.econbiz.de/10010881540

MICROSTRUCTURAL PROPERTIES AND PHASE CONSTITUENTS OF 5A06 ALUMINIUM MATRIX SURFACE COMPOSITE FABRICATED BY FRICTION STIR PROCESSING

PENG, LIU; SHI, QING-YU; ZHANG, YUAN-BIN; XU, SHU-BO - In: Surface Review and Letters (SRL) 18 (2011) 05, pp. 183-188

A novel aluminium matrix surface composite added Al-based amorphous, whose layer depth was 5 mm, was fabricated by friction stir processing (FSP), at an air cooling. The surface composite region shows the obvious sandwich structure. It is considered to be a combination between the base metal and...

Persistent link: https://www.econbiz.de/10010883187

SYNTHESIS OF CROSS Bi2 WO6 MICROWAFERS WITH ENHANCED PHOTOCATALYTIC ACTIVITY UNDER VISIBLE LIGHT IRRADIATION

WANG, GUIZHEN; WAN, GENGPING; LIN, SHIWEI - In: Surface Review and Letters (SRL) 19 (2012) 01, pp. 1250005-1

Novel cross Bi2 WO6 microwafers have been fabricated by a facile acetone-assisted solvothermal method in high quantity. The structure characterizations of the microwafers were investigated in detail by means of X-ray powder diffraction, scanning electron microscopy, and high-resolution...

Persistent link: https://www.econbiz.de/10010883189

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