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A theory of "auction as a search" in speculative markets
Pani, Sudhanshu - In: International Journal of Financial Markets and … 7 (2020) 4, pp. 337-374
Persistent link: https://www.econbiz.de/10012510321
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In search of retail investors : the effect of retail investor attention on odd lot trades
Kupfer, Alexander; Schmidt, Markus G. - In: Journal of empirical finance 62 (2021), pp. 315-326
Persistent link: https://www.econbiz.de/10012693439
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Profits and speculation in intra-day foreign exchange trading
Mende, Alexander (contributor); Menkhoff, Lukas (contributor) - 2006
This study examines profits and speculation in the USD/EUR trading of a bank in Germany over a four-month period …. Dealing activity at the bank generates profits but speculation does not seem to contribute to this. We find that speculative … reveals that there is hardly any room for revenues from speculation. …
Persistent link: https://www.econbiz.de/10003327198
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A speculative futures market with zero-intelligence
Ussher, Leanne J. - In: Eastern economic journal 34 (2008) 4, pp. 518-549
Persistent link: https://www.econbiz.de/10003791452
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Essays in financial economics
Mahani, Reza S. - 2005
Persistent link: https://www.econbiz.de/10003905438
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Information efficiency in speculative markets
Verbeek, Erwin - 2011
Persistent link: https://www.econbiz.de/10009156072
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Competition between stock exchanges and optimal trading
Kervel, Vincent van - 2013
This doctoral thesis focuses on two topics on trading in financial markets: competition between stock exchanges and optimal trading strategies. Chapter one analyzes the effect on the liquidity of a stock when it is traded on multiple trading venues, and distinguishes between competition from...
Persistent link: https://www.econbiz.de/10009732954
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Costs and benefits of speculation
Lensberg, Terje; Schenk-Hoppé, Klaus Reiner; Ladley, Dan - 2012
Persistent link: https://www.econbiz.de/10009657373
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Costs and benefits of speculation
Lensberg, Terje; Schenk-Hoppé, Klaus Reiner; Ladley, Dan - 2012
We quantify the effects of financial regulation in a general equilibrium model with market microstructure. Fund managers trade stocks and bonds in an order-driven market, subject to transaction taxes and constraints on short-selling and leverage. Results are obtained on the equilibrium...
Persistent link: https://www.econbiz.de/10009624599