Purpose – The purpose of this paper is to examine the efficacy of recent policy initiatives taken by the US Securities and Exchange Commission banning naked “short-selling” of specific financial stocks. The paper also considers the merits of reinstating “uptick rule” 10a-1, which...

Purchasing mineral rights to allow a corporation to extract minerals is a large investment and potentially very profitable. Generally, the assessment and valuation process is conducted by an official organization at the nation's governmental level. From a corporation perspective it is thus...

In this research, we develop a set of new measures to evaluate the data flow in the U.S. equity exchanges using Level I order book data. The quantities we develop and use to summarize trading activity are: the activity-weighted spread and the activity-weighted return. We study the distribution...

This paper extends previous research done with the SHIFT financial market simulation platformAlves et al. (2020). In the cited work, we show how this order-driven, distributed asynchronous andmulti-asset simulated environment is capable of reproducing known stylized facts of real...