We consider whether traders are more likely to commit securities violations when trading at home, a new form of working … misconduct cases. Work at home is associated with fewer cases of trading misconduct, although no difference in communications … misconduct. The economic significance of working from home on trading misconduct is large for both the treatment and selection …

management in the commodities market. A transaction tax (of 0.01 per cent) on commodity futures trading was introduced in the … imposition on the total volume traded of a few select commodity futures as well as on the overall efficiency of the commodity … market. Results for the event study suggest a significant drop in traded volumes of commodity futures such as gold, copper …

scarcity of data on the structure of trading in this market. This paper analyzes three months of global credit default swap … (CDS) transactions and presents findings on the market composition, trading dynamics, and level of standardization. We find … that trading activity in the CDS market is relatively low, with a majority of reference entities for single-name CDS …

-sectional differences in loss sharing benefits, and highlight alternative loss sharing rules and centralized trading as potential remedies. …

translates into significant excess returns of option trading strategies that are not explained by common risk factors. Simulation …

and maximally allowed Sharpe ratios; it is related to trading activity and measures of risk in financial markets, as well …