Showing 11 - 20 of 26,912
, consisting of trading, clearing and settlement. We thereby focus on firms' decisions but also look on the implications of these …
Persistent link: https://www.econbiz.de/10010958700
benefit by splitting orders across markets at the cast of local investors who only trade through one venue. If trading hours … do not perfectly overlap, we can test for order-splitting by studying trading in the overlap vis­a-vis the non …-overlap. We consider trading in NYSE- listed British and Dutch stocks an ideal experiment and tailor the model to this setting. We …
Persistent link: https://www.econbiz.de/10010782198
path in the financial security service industry, consisting of trading, clearing and settlement. Using a stylized model of … crucially depend on industry and market characteristics such as the degree of differentiation and integration of trading …
Persistent link: https://www.econbiz.de/10010270275
, consisting of trading, clearing and settlement. We thereby focus on firms' decisions but also look on the implications of these …
Persistent link: https://www.econbiz.de/10010303707
This paper provides evidence on market making behaviour of FX dealer in the Tunisian FX. It uses a complete data set that includes intra-day trades for the euro and US dollar. The sample period is 1 January 2007 to 31 December 2007. The results are consistent with the findings of the literature...
Persistent link: https://www.econbiz.de/10008636569
structure of the market and opened new channels for trading. We study the impact of these systems on dealer behavior, using a …
Persistent link: https://www.econbiz.de/10010284249
This paper provides evidence of deliberate private-information disclosure within banks' international business networks. Using supervisory trade-level data, we show that banks with closer ties to a target advisor in a takeover buy more stocks of the target firm prior to the deal announcement,...
Persistent link: https://www.econbiz.de/10013342594
profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support … validation and test periods. The classification and regression methods use attributes from trading and network activity for the … out of 18 individual models have success rates of less than 50%. The trading strategies are built on model assembling. The …
Persistent link: https://www.econbiz.de/10012602886
In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six … technical tools for trading the examined ETFs. While the CCI performs better for the more volatile ETFs (XLF and XLK), the BB … was superior for trading IWM and XLI which are less volatile. We also recommend the CCI strategy for trading the SPY. No …
Persistent link: https://www.econbiz.de/10012657564
This paper provides evidence of deliberate private-information disclosure within banks' international business networks. Using supervisory trade-level data, we show that banks with closer ties to a target advisor in a takeover buy more stocks of the target ffrm prior to the deal announcement,...
Persistent link: https://www.econbiz.de/10014374733