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High frequency traders in a simulated market

Hanson, Thomas A. - In: Review of Accounting and Finance 15 (2016) 3, pp. 329-351

Purpose An agent-based market simulation is utilized to examine the impact of high frequency trading (HFT) on various … algorithmic high frequency (HF) traders who retrade by marking up their shares by a fixed percentage. The simulation examines the … Tukey’s post hoc tests. Findings In the simulation results, trading volume, efficiency and total surplus vary directly with …

Persistent link: https://www.econbiz.de/10014989789

A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors

Jaiyeoba, Haruna Babatunde; Haron, Razali - In: Qualitative Research in Financial Markets 8 (2016) 3, pp. 246-267

Purpose The main purpose of this study was to examine the investment decision behaviour of retail investors in Malaysia. Design/methodology/approach The study adopted semi-structured interviews to solicit an understanding of six retail investors on investment decision behaviour in Malaysia....

Persistent link: https://www.econbiz.de/10014988467

Forecasting of housing stock returns and housing prices

He, Ling T. - In: Journal of Financial Economic Policy 7 (2015) 2, pp. 90-103

Purpose – The purpose of this paper is to create an endurance index of housing investor sentiment and use it to forecast housing stock returns. This study performs not only in-sample and out-of-sample forecasting, like many previous studies did, but also a true forecasting by using all lag...

Persistent link: https://www.econbiz.de/10014866899

Pretrade and risk-based clearing

Balson, William E.; Rausser, Gordon - In: Journal of Financial Economic Policy 8 (2016) 2, pp. 228-247

Purpose Risk-based clearing has been proposed by Rausser et al . (2010) for over-the-counter (OTC) derivatives. This paper aims to illustrate the application of risk-based margins to a case study of the mortgage-backed securities derivative portfolio of the American International Group (AIG)...

Persistent link: https://www.econbiz.de/10014867151

Impact of consumerism on marketing practices: a study in national capital region

Verma, D.P.S.; Nanda, Shashi - In: Journal of Advances in Management Research 4 (2007) 1, pp. 74-82

Consumerism is fast emerging as an environmental force affecting major business decisions as consumers become more aware about their rights. Even though comprehensive staturory measures have been provided in India for curbing unfair business practices, for protecting consumer interest, and for...

Persistent link: https://www.econbiz.de/10014839905

FINRA proposes requiring registration of associated persons who develop algorithmic trading strategies

Angstadt, Janet M.; Foley, Michael T.; Pazzol, Ross; … - In: Journal of Investment Compliance 16 (2015) 3, pp. 33-36

Purpose – To analyze FINRA’s proposal that would require registration with FINRA of associated persons of FINRA-member firms who are primarily responsible for the design, development or significant modification of an algorithmic trading strategy. Design/methodology/approach – This article...

Persistent link: https://www.econbiz.de/10014893772

FINRA rule amendment requires registration of associated persons who develop algorithmic trading strategies

Foley, Michael T.; Angstadt, Janet M.; Pazzol, Ross; … - In: Journal of Investment Compliance 17 (2016) 3, pp. 39-41

Purpose To analyze a recently approved FINRA rule amendment that will require registration with FINRA of associated persons of FINRA-member firms who are primarily responsible for the design, development or significant modification of an algorithmic trading strategy. Design/methodology/approach...

Persistent link: https://www.econbiz.de/10014893814

Intraday liquidity patterns in limit order books

Malik, Azeem; Lon Ng, Wing - In: Studies in Economics and Finance 31 (2014) 1, pp. 46-71

Purpose – Algorithmic trading attempts to reduce trading costs by selecting optimal trade execution and scheduling algorithms. Whilst many common approaches only consider the bid-ask spread when measuring market impact, the authors aim to analyse the detailed limit order book data, which has...

Persistent link: https://www.econbiz.de/10015014203

Limit Up–Limit Down: an effective response to the “Flash Crash”?

Dalko, Viktoria - In: Journal of Financial Regulation and Compliance 24 (2016) 4, pp. 420-429

Purpose The purpose of this paper is to assess the US Securities and Exchange Commission’s new regulation, Limit Up–Limit Down (LULD), against the background of manipulative high-frequency trading (HFT). Design/methodology/approach This paper examines the background of HFT and related...

Persistent link: https://www.econbiz.de/10014870714

Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland / Trends and Cycles in the Gross Domestic Product of the Federal Republic of Germany

Assenmacher, Walter - In: Jahrbücher für Nationalökonomie und Statistik 217 (1998) 5, pp. 628-649

Verteilungen der Einheitswurzelteststatistik bei kleinen Stichproben durch Simulation ermittelt. Die benötigten simulierten …

Persistent link: https://www.econbiz.de/10014608630

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