Showing 1 - 10 of 19,916
The equity trading landscape all over the world has changed dramatically in recent years. We have witnessed the advent … of new trading venues and significant changes in the market shares of existing ones. We use an extensive panel dataset … from the European equity markets to analyze the market shares of five categories of lit and dark trading mechanisms. Market …
Persistent link: https://www.econbiz.de/10011539236
, they might be able to hijack a deliberative decision-making process. …
Persistent link: https://www.econbiz.de/10011524094
The equity trading landscape all over the world has changed dramatically in recent years. We have witnessed the advent … of new trading venues and significant changes in the market shares of existing ones. We use an extensive panel dataset … from the European equity markets to analyze the market shares of five categories of lit and dark trading mechanisms. Market …
Persistent link: https://www.econbiz.de/10011533420
products. Assuming decision and transaction costs we consider that a continuous decision-making on holding or exercising is not … optimal anymore and propose a new approach to modeling exercise decisions, which endogenously determines the optimal decision … individual transaction and decision costs, (iii) react sluggishly, and that (iv) exogenous effects such as taxes or investors …
Persistent link: https://www.econbiz.de/10010412103
We propose a partitioning algorithm to solve a class of linear-quadratic Markov decision processes with inequality …
Persistent link: https://www.econbiz.de/10012856854
-the-counter (OTC) market. This paper develops a theoretical model of the decision to route off-exchange to either alternative trading …A rising fraction of U.S. equity trading volume is being executed away from the national stock exchanges on the over …, we compute weekly time series of market shares for all ATS and OTC non-ATS trading centers at the individual stock level …
Persistent link: https://www.econbiz.de/10012864309
The objective of the study is examining the impact of the demographic variable on individual investor's decision making …, researchers can conclude that respective R2 value of 0.630 denotes that 63% of the observed variability in investment decision can … have a significant relationship with investment decision while some demographic factors like gender and educational level …
Persistent link: https://www.econbiz.de/10012921163
's decision on how to allocate loans, we discuss decision making under Knightian uncertainty. We use the info-gap robust …
Persistent link: https://www.econbiz.de/10013011216
-reward characteristics without knowing the underlying investment policy. This process ensures an effective separation between the decision … investment policy, on the other hand. This decision-making process repeatedly has led to the choice of dynamic asset allocation …
Persistent link: https://www.econbiz.de/10013037197
We examine how conditionality inherent to the real-life observable data influences our forecasting and decision …-making based on this data. We show the importance of conditioning the observable data sets for correct forecasts and subsequent … decision-making by analyzing examples ranging from logic puzzles to asset pricing and model-based forecasting. Across many …
Persistent link: https://www.econbiz.de/10013001296