The Aix-Marseille School of Economics (AMSE) and the Banque de France have organised their second labour market conference, bringing together academics and representatives of international organisations and central banks. Discussions focused on the linkages between the housing and labour...

The Aix-Marseille School of Economics (AMSE) and the Banque de France have organised their second labour market conference, bringing together academics and representatives of international organisations and central banks. Discussions focused on the linkages between the housing and labour...

This study investigates the determinants of liquidity and execution probability in an exchange operated dark pool. We analyse a unique set of data collated from the Australian Securities Exchange (ASX) that allows the identification of trades and orders in its Centre Point dark pool. This study...

This paper presents an examination of the relation between pre-trade transparency and market quality in the Tokyo Stock Exchange (TSE). Mixed evidence related to this relation has been reported worldwide. We analyzed this relation using a discrete change of disclosure policy in the 2000s. A...

This paper examines the impact of increased transparency on market quality for stocks listed on the Taiwan Stock Exchange in the pre- and post-period of enhanced transparency starting from January 1, 2003. The Taiwan Stock Exchange discloses unexecuted orders of the five best bid and ask prices...

The paper investigates the dynamics of price discovery for cross-listed firms and the impact of exchange rate shocks on firm value. A simple price discovery model is proposed in which prices in the home and foreign markets react to shocks on two latent prices, namely, the efficient firm value...

In this paper we study relations between various segments of the Russian financial market (GKO market, currency market, interbank loans market and stock market). We pay special attention to the GKO market, which is remarkable for its volume and significance. We consider relations of the GKO...

Securities Transaction Taxes have received much attention over the last few years with countries and global organizations trying to control the level of speculations, especially since the Global Financial Crisis. This study examines the impact of an increase in the level of securities...