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Foreign Exchange Market Interventions: New Empirical Views of Emerging Markets
Brause, Alexander F. - 2010
Ergebnisse dieser Studien führten in den letzten Jahren zu der weitverbreiteten Meinung, dass Interventionen am Devisenmarkt kein … über Notenbankinterventionen am Devisenmarkt näher zu bringen und neue Aspekte in Bezug auf Emerging Markets zu diskutieren …. Der Kernpunkt befasst sich mit der Frage, warum Notenbanken in Emerging Markets am Devisenmarkt intervenieren und ob diese …
Persistent link: https://www.econbiz.de/10009433706
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Implementierung effizienter Marktstrukturen bei asymmetrischen Informationen : die Rolle des Informationstransfers
Paust, Michael - 2010
den Einfluss der Informationsweitergabe auf die Marktstruktur, die Marktgleichgewichte, die soziale Wohlfahrt und die …
Persistent link: https://www.econbiz.de/10009467401
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Die Pharmaindustrie und die Biotechnologie: Analyse der Veränderungen in der Industriestruktur
Spaethe, Tilman Urs - 2001
Die Arbeit befaßt sich mit den Veränderungen der Markt- und Firmenstruktur in der Pharma- und Biotechindustrie. Gegenstand der Untersuchung sind die Entstehung und Entwicklung der Biotechfirmen, Allianzen zwischen Biotech- und Pharmaunternehmen, Konzentrationstendenzen sowie die Integration...
Persistent link: https://www.econbiz.de/10009450195
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Measuring Liquidity Costs in Agricultural Futures Markets
Frank, Julieta; Garcia, Philip - 2007
Estimation of liquidity costs in agricultural futures markets is challenging because bid-askspreads are usually not observed. Spread estimators that use transaction data are available,but little agreement exists on their relative accuracy and performance. We evaluate fourconventional and a...
Persistent link: https://www.econbiz.de/10009443338
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Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures
Shah, Samarth; Brorsen, B. Wade - 2011
This study compares liquidity costs of electronic and open-outcry wheat futures contractstraded side-by-side on the Kansas City Board of Trade. Liquidity costs are considerablylower in the electronic market. Liquidity costs in the electronic market are still considerablylower after eliminating...
Persistent link: https://www.econbiz.de/10009444296
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Liquidity Costs in Futures Options Markets
Shah, Samarth; Brorsen, B. Wade; Anderson, Kim B. - 2009
The major finding is that liquidity costs in futures options market are two to three times higher thanliquidity costs in the futures market. Liquidity cost is one potential factor to consider when choosingbetween hedging with a futures contract or with an option contract. While there is...
Persistent link: https://www.econbiz.de/10009446393
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Transition to electronic trading of Kansas City Board of Trade wheat futures
Shah, Samarth; Brorsen, B. Wade - 2010
This study compares liquidity costs and other characteristics of electronic and open outcry hard red winter wheat futures contracts traded on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market than in the open outcry market. A new approach is used to...
Persistent link: https://www.econbiz.de/10009446522
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Post earnings announcement drift and stock liquidity in the US, the UK and French equity markets
Nguyen, N D - 2010
This thesis aims to investigate the influence of earnings news on stock liquidity and the relationship between information asymmetry cost component and Post Earnings Announcement Drift in different equity markets. The scope of this research includes 1821 firms from three leading countries in...
Persistent link: https://www.econbiz.de/10009465568
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Two Essays on Oil Futures Markets
Adeinat, Iman - 2011
The first chapter of this dissertation estimates the relative contributions of two major exchanges on crude oil futures to the price discovery process-- Chicago Mercantile Exchange (CME) and Intercontinental Exchange (ICE), using trade-by-trade data in 2008. The study also empirically analyzes...
Persistent link: https://www.econbiz.de/10009451067
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Theoretical and Practical Aspects of Algorithmic Trading
Fränkle, Jan - 2010
At today's stock markets, most of the trading volume is traded electronically. Thus, also many market participants execute their order flow automatically with the help of trading algorithms. Hence, several important aspects concerning algorithmic trading are discussed. One of the main topics of...
Persistent link: https://www.econbiz.de/10009434653