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necessary technology to reduce emissions of greenhouse gases,but not only that. The ‘goods‘ which are the object of trading on … this market are the tons of carbondioxide which are not emitted into the atmosphere. For trading these goods the EU …
Persistent link: https://www.econbiz.de/10010838739
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/10012219474
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/10013336388
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/10014333576
In this article, Michael Mahlknecht and Konstantin Oppl present an innovative graphical analysis method, which enables to achieve a visualization of hidden risks in complex structured products, to perform real-time graphical dynamic hedging, to graphically calibrate volatility and correlation...
Persistent link: https://www.econbiz.de/10004985643
Several trading rules are analyzed using all daily returns on every Ibex future contracts, since market data from MEFF …. Results show that if the investor follows the analyzed trading strategies, he or she will get a better return than the index … these trading strategies. In a formal test, signals from these rules are included in an OLS model trying to explain daily …
Persistent link: https://www.econbiz.de/10005134879
this finding is that the introduction of electronic brokers allowed more trading options. Furthermore, we document … differences in trading styles among the four dealers, especially how they actually control their inventories. …
Persistent link: https://www.econbiz.de/10005063115
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
We examine the portfolio rebalancing, measured by the equity churn rate, of mutual funds from 29 countries based on annual stockholdings over the 1999–2006 period. We find that funds more often trade the stocks of companies located in countries with higher degree of information asymmetry and...
Persistent link: https://www.econbiz.de/10010577039
structure of FX trading. I present a new theoretical model of FX trading that emphasizes the role of incomplete and … point in time from the optimal trading decisions of dealers. This result motivates empirical investigation of how the … equilibrium distribution of FX prices behaves using a new data set that details trading activity in the FX market. This analysis …
Persistent link: https://www.econbiz.de/10005396403