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Security prices and market transparency
Madhavan, Ananth Narayan - 1990
Persistent link: https://www.econbiz.de/10000800653
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When overconfident traders meet feedback traders
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - 2016
Persistent link: https://www.econbiz.de/10011553073
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"Smoothing" versus "timeliness" - wann sind stabile Ratings optimal und welche Anforderungen sind an optimale Berichtsregeln zu stellen?
Bannier, Christina E. (contributor) - 2007
Im Mittelpunkt dieser Arbeit steht die Analyse der Vor- und Nachteile einer geglätteten versus aktuellen Informationsbasis in einem theoretischen Modell. Am Beispiel stabiler Agency-Ratings und volatiler marktbasierter Ratings zeigt sich, dass die Effekte der Berichtsmethode von den...
Persistent link: https://www.econbiz.de/10003750304
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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Investor psychology and security market under- and overreactions
Daniel, Kent - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 1839-1885
Persistent link: https://www.econbiz.de/10001251919
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Security prices and market transparency
Madhaven, Ananth - 1992 - Rev
Persistent link: https://www.econbiz.de/10000982478
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High frequency trading : strategic competition between slow and fast traders
Boco, Herve; Germain, Laurent; Rousseau, Fabrice - 2020
Persistent link: https://www.econbiz.de/10013168176
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High Frequency Quoting, Trading, and the Efficiency of Prices
Conrad, Jennifer S. - 2014
We examine the relation between high frequency quotation and the behavior of stock prices between 2009 and 2011 for the full cross-section of securities in the U.S. On average, higher quotation activity is associated with price series that more closely resemble a random walk, and significantly...
Persistent link: https://www.econbiz.de/10013062122
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Securities transaction tax and market quality : the case of France
Gomber, Peter; Haferkorn, Martin; Zimmermann, Kai - In: European financial management : the journal of the … 22 (2016) 2, pp. 313-337
Persistent link: https://www.econbiz.de/10011482124
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Market quality and short-selling ban during the COVID-19 pandemic : a high-frequency data approach
Ferreruela, Sandra; Martín, Daniel - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-29
volatility, but liquidity was reduced; (2) liquidity deterioration affected more the sell than the buy side of the LOB; (3) high …-frequency activity (HFT) diminished during SSR, reinforcing volatility; (4) negative effects on liquidity and HFT diminished and … disappeared as the ban was lifted; (5) HFT unidirectionally Granger causes 1 min realized volatility while the natural logarithm …
Persistent link: https://www.econbiz.de/10013370457