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Financial markets and public information
Storkenmaier, Andreas - 2011
The last decades have seen dramatic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market participants around the world within fractions of a second using electronic systems. Currently,...
Persistent link: https://www.econbiz.de/10009434669
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The effect of ETFs on financial markets: a literature review
Liebi, Luca J. - In: Financial markets and portfolio management 34 (2020) 2, pp. 165-178
Persistent link: https://www.econbiz.de/10012289616
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Competition between equity markets: A review of the consolidation versus fragmentation debate
Gomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, … - 2016
fragmentation, the resulting implications for liquidity and price efficiency, and the role for public policy. Beyond the concerns … of all investors. Fragmentation of the marketplace can be seen as a direct outcome of this heterogeneity. In this article …
Persistent link: https://www.econbiz.de/10012064260
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Competition between equity markets : a review of the consolidation versus fragmentation debate
Gomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, … - 2016
fragmentation, the resulting implications for liquidity and price efficiency, and the role for public policy. Beyond the concerns … of all investors. Fragmentation of the marketplace can be seen as a direct outcome of this heterogeneity. In this article …
Persistent link: https://www.econbiz.de/10012061046
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Competition between equity markets : a review of the consolidation versus fragmentation debate
Gomber, Peter; Sagade, Satchit; Theißen, Erika; Weber, … - In: Journal of economic surveys 31 (2017) 3, pp. 792-814
Persistent link: https://www.econbiz.de/10011757885
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Comovement, liquidity and asymmetries
Xiong, James X. - In: Journal of investment management : JOIM 19 (2021) 1, pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
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Price and liquidity spillovers during fire sale episodes
Honkanen, Pekka; Schmidt, Daniel - 2017
We study price and liquidity spillovers in U.S. stock markets around mutual fund fire sales. We find that the well … liquidity and are not explained by common funding shocks or the hedging activity of liquidity providers. We conclude that they … the commonality in returns and liquidity …
Persistent link: https://www.econbiz.de/10011951311
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Equivalent volume and comovement
Staer, Arsenio; Sottile, Pedro - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
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High frequency trading and comovement in financial markets
Malceniece, Laura; Malcenieks, Kārlis; Putniņš, Tālis J. - In: Journal of financial economics 134 (2019) 2, pp. 381-399
Persistent link: https://www.econbiz.de/10012166913
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Intraday jumps, liquidity, and U.S. macroeconomic news : evidence from exchange traded funds
Jurdi, Doureige J. - In: Journal of risk and financial management : JRFM 13 (2020) 6/118, pp. 1-20
This paper uses two highly liquid S&P 500 and gold exchange-traded funds (ETFs) to evaluate the impact of liquidity and … ability of liquidity variables to predict intraday jumps persists after controlling for news surprises. Results show that …
Persistent link: https://www.econbiz.de/10012305143