The purpose of this paper is to explore the impact of the first wave of COVID-19 lockdowns on retail stock trading patterns, at a transnational level. Cross-sectional empirical research was utilized with five samples of public companies from the US, Europe, Asia, and blended equity capital...

Using a change in regulatory fees in Canada in April, 2012, that affected predominantly high-frequency market makers (HFMMs), we analyze the causal impact of their activity on trading costs. The message fee caused the number of trades, quotes, and cancellations to drop by 30% driven by a...

This paper aims to study how the stock market operates and the reasons for fluctuation in the stock market that wipes out investors' money in majority of cases. It tries to find out how the retail investor can easily decide which stock to invest so that he would have minimal effect of...