Intraday Returns and the Day-end Effect: Evidence from
... amounts of shares. But to be a trade-based manipulator this person could not have to be wealthy at all times, according to Capital Market Board (1999) a trader with a purchasing power of buying a minimum one lot could set the closing price by buying shares just prior to close. Either wealthy or not, ...
... amounts of shares. But to be a trade-based manipulator this person could not have to be wealthy at all times, according to Capital Market Board (1999) a trader with a purchasing power of buying a minimum one lot could set the closing price by buying shares just prior to close. Either wealthy or not, ...
STOCCER – A Forecasting Market for the FIFA World
... Sometimes they were also not familiar with the specific rules and therefore traded irrationally. Due to the occasionally large number of stocks traded, markets were rather complex. Besides, the overall number of participants is mostly rather small, ranging from a few tens to hundreds of users. Marke ...
... Sometimes they were also not familiar with the specific rules and therefore traded irrationally. Due to the occasionally large number of stocks traded, markets were rather complex. Besides, the overall number of participants is mostly rather small, ranging from a few tens to hundreds of users. Marke ...
Forecasting Prices in the Presence of Hidden Liquidity
... whether the order book provides any information on short-term price moves. Order book dynamics have been studied by many authors in the econophysics literature (see for instance Smith et al [5]), who generally focus on estimating and simulating the arrivals of limit, market and cancel orders, in ord ...
... whether the order book provides any information on short-term price moves. Order book dynamics have been studied by many authors in the econophysics literature (see for instance Smith et al [5]), who generally focus on estimating and simulating the arrivals of limit, market and cancel orders, in ord ...
list of eu regulated markets - Agencija za trg vrednostnih papirjev
... system operated and/or managed by a market operator, which brings together or facilitates the bringing together of multiple third-party buying and selling interests in financial instruments — in the system and in accordance with its non-discretionary — rules in a way that results in a contract, in r ...
... system operated and/or managed by a market operator, which brings together or facilitates the bringing together of multiple third-party buying and selling interests in financial instruments — in the system and in accordance with its non-discretionary — rules in a way that results in a contract, in r ...
The Microstructure of Foreign Exchange Markets
... There is a tension between the all-encompassing macro approach and the need to highlight the dynamics of asset markets. How is this tension resolved? It is resolved with the adoption of simplifying assumptions on asset markets, not uncommon in the finance literature, that it is useful to spell out. ...
... There is a tension between the all-encompassing macro approach and the need to highlight the dynamics of asset markets. How is this tension resolved? It is resolved with the adoption of simplifying assumptions on asset markets, not uncommon in the finance literature, that it is useful to spell out. ...
The Effect of Stock Market Situation on Investment among Iranian
... Keywords: Investment Changes, Price Synchronization, information, corporate governance ...
... Keywords: Investment Changes, Price Synchronization, information, corporate governance ...
Volatility and Risk Management
... even establishing a processing margin protects them against adverse price moves from the level at which they fixed the price or margin. That may achieve important risk management objectives such as the ability to service debt, meet key financial targets or secure financing for expansions. However, f ...
... even establishing a processing margin protects them against adverse price moves from the level at which they fixed the price or margin. That may achieve important risk management objectives such as the ability to service debt, meet key financial targets or secure financing for expansions. However, f ...
Growth/Value/Momentum Returns as a Function of the Cross
... long an option. Strongin, Petsch, Segal and Sharenow (2002) find value strategies work best when confined within sector (small crosssectional dispersion), while growth strategies work best with no sector constraints (high dispersion) Solnik and Roulet (2000) examine the dispersion of country returns ...
... long an option. Strongin, Petsch, Segal and Sharenow (2002) find value strategies work best when confined within sector (small crosssectional dispersion), while growth strategies work best with no sector constraints (high dispersion) Solnik and Roulet (2000) examine the dispersion of country returns ...
ASX Operating Rules Section 01
... Trading Permission in respect of one or more Products if ASX considers it appropriate and is satisfied that the applicant will have in place and maintain adequate clearing arrangements in accordance with Rule [1003] and Schedule 1 for those products and have the technical capacity and knowledge requ ...
... Trading Permission in respect of one or more Products if ASX considers it appropriate and is satisfied that the applicant will have in place and maintain adequate clearing arrangements in accordance with Rule [1003] and Schedule 1 for those products and have the technical capacity and knowledge requ ...
Merger Arbitrage & Shareholder Wealth Effects of M&A
... – A put option gives a buyer a right, but not an obligation, to sell an underlying risky asset (stock index) at the option strike price. An at-the-money option is where the strike price equals the underlying risky asset’s current market value. – By exercising the option to sell the stock index when ...
... – A put option gives a buyer a right, but not an obligation, to sell an underlying risky asset (stock index) at the option strike price. An at-the-money option is where the strike price equals the underlying risky asset’s current market value. – By exercising the option to sell the stock index when ...
Transparency and Bypass in Electronic Financial
... reduction in search costs has been termed the "electronic-brokerage effect" by Malone et al. (1987). Compared to manually contacting potential suppliers or buyers, an electronic market enables more rapid search of a great number of potential vendors or customers, and a move closer to the economic id ...
... reduction in search costs has been termed the "electronic-brokerage effect" by Malone et al. (1987). Compared to manually contacting potential suppliers or buyers, an electronic market enables more rapid search of a great number of potential vendors or customers, and a move closer to the economic id ...
High-Frequency Trading in the US Treasury Market
... speculators (‘bandits’) that can hit the quotes of rivals faster on news. The net effect depends on the relative strengths of the two channels: market liquidity can decrease with trading speed around news events if HF liquidity suppliers’ losses are large because of more frequent transactions with q ...
... speculators (‘bandits’) that can hit the quotes of rivals faster on news. The net effect depends on the relative strengths of the two channels: market liquidity can decrease with trading speed around news events if HF liquidity suppliers’ losses are large because of more frequent transactions with q ...
Informational overshooting, booms, and crashes
... changing until some future time, which is unknown in advance, prices go through a boom and a crash. The paper then shows that such ‘informational overshooting’ occurs when the market goes through an expansion and the size of the expansion is unknown until it ends. The paper presents two examples of ...
... changing until some future time, which is unknown in advance, prices go through a boom and a crash. The paper then shows that such ‘informational overshooting’ occurs when the market goes through an expansion and the size of the expansion is unknown until it ends. The paper presents two examples of ...
NARRATOR (DILLY BARLOW): This is the story of a brilliant
... money but if you pay for an option contract this gives you the right to wait and buy the stock if it reaches some agreed price in the future, but there’s no obligation. If the stock fails to reach that price you can opt out and you would lose only the cost of the option. In theory options are a perf ...
... money but if you pay for an option contract this gives you the right to wait and buy the stock if it reaches some agreed price in the future, but there’s no obligation. If the stock fails to reach that price you can opt out and you would lose only the cost of the option. In theory options are a perf ...
Examining the first stages of Market Performance
... undertaken transactions, the size of involved foreign capital and organisational schemes, and most significantly, the emerging markets differ in age. Some emerging financial markets are relatively old (e.g. The Kuala Lumpur Stock Exchange and the Singapore Stock Exchange were formally established as ...
... undertaken transactions, the size of involved foreign capital and organisational schemes, and most significantly, the emerging markets differ in age. Some emerging financial markets are relatively old (e.g. The Kuala Lumpur Stock Exchange and the Singapore Stock Exchange were formally established as ...
Webtrader Business Terms For Securities Trading
... The Client is able to place limit orders connected to market orders, average price transactions and commission trades in Securities. The Client may limit an order in a defined period, should the Client wants to buy or sell at a specific price. If the price within the period equals or breaches the pr ...
... The Client is able to place limit orders connected to market orders, average price transactions and commission trades in Securities. The Client may limit an order in a defined period, should the Client wants to buy or sell at a specific price. If the price within the period equals or breaches the pr ...
Hong Kong stock market historical events
... The Council of the Exchange and the SFC on 1 November agreed on a series of measures designed to permit all the substantive elements of the revised voluntary constitutional package, which was unanimously supported at the Extraordinary General Meeting of the Exchange on 30 October, to be brought int ...
... The Council of the Exchange and the SFC on 1 November agreed on a series of measures designed to permit all the substantive elements of the revised voluntary constitutional package, which was unanimously supported at the Extraordinary General Meeting of the Exchange on 30 October, to be brought int ...
Issuance of Common Stock example
... stock) utilizing the cost method. This is the most common approach. Under this method, an account called treasury stock is debited for the cost of the shares repurchased. This treasury stock account is a contra-equity account. That means, it is included in stockholder's equity, but is reflected as a ...
... stock) utilizing the cost method. This is the most common approach. Under this method, an account called treasury stock is debited for the cost of the shares repurchased. This treasury stock account is a contra-equity account. That means, it is included in stockholder's equity, but is reflected as a ...
Firm Churn on Main Street and Wall Street
... partly from steps taken to deregulate the U.S. economy in the late 1970s and early 1980s. These actions, which fostered greater competition and increased foreign trade, allowed the natural churn of the market system to operate during good times, making it easier for the unFederal Reserve Bank of Dal ...
... partly from steps taken to deregulate the U.S. economy in the late 1970s and early 1980s. These actions, which fostered greater competition and increased foreign trade, allowed the natural churn of the market system to operate during good times, making it easier for the unFederal Reserve Bank of Dal ...
SP92: The Equivalence of Screen Based Continuous-Auction and Dealer Markets
... market licenses some traders to act as market makers, but in an auction market these same traders are not licensed to provide this facility, but free entry into the market allows them submit limit orders because they anticipate a profitable trading gain. (ii) A continuous-auction market allows for t ...
... market licenses some traders to act as market makers, but in an auction market these same traders are not licensed to provide this facility, but free entry into the market allows them submit limit orders because they anticipate a profitable trading gain. (ii) A continuous-auction market allows for t ...
Disputation, August 4th, 2009, Ryan Riordan
... It's hard to imagine a better illustration (of social uselessness) than high-frequency trading. The stock market is supposed to allocate capital to its most productive uses, for example by helping companies with good ideas raise money. But it's hard to see how traders who place their orders one-thir ...
... It's hard to imagine a better illustration (of social uselessness) than high-frequency trading. The stock market is supposed to allocate capital to its most productive uses, for example by helping companies with good ideas raise money. But it's hard to see how traders who place their orders one-thir ...
Securities Trading Floor Monthly Reports (April
... Market capitalization is the market value of the company i.e. the total Rufiyaa value of all issued shares of the company. This term is often referred to as “market cap”. (2) Highest Traded Price: This column shows the highest price at which the shares were traded. (3) Lowest Traded Price: This colu ...
... Market capitalization is the market value of the company i.e. the total Rufiyaa value of all issued shares of the company. This term is often referred to as “market cap”. (2) Highest Traded Price: This column shows the highest price at which the shares were traded. (3) Lowest Traded Price: This colu ...
Bulgarian Academy of Sciences Economic Research Institute
... economy in post crisis period • During 2013, the market value of listed companies on the main market reached BGN 8.7 billion, and on the alternative segment - about BGN 2.1 billion. At the end of 2013, shares of the stock exchange were trading at levels of BGN 2.50 to BGN 3.47 per share. • A positiv ...
... economy in post crisis period • During 2013, the market value of listed companies on the main market reached BGN 8.7 billion, and on the alternative segment - about BGN 2.1 billion. At the end of 2013, shares of the stock exchange were trading at levels of BGN 2.50 to BGN 3.47 per share. • A positiv ...
put title here - Terry FitzPatrick: Reporting, Training, Media
... into trouble he would move in and try to improve the situation. He wouldn't say: 'well, you know, that's tough, you bought the stock and you know what the risks were, I'm done with it.' He wouldn't. He'd say: 'I sold you that security and I thought It was good. Turns out it's not so good. So I'm ...
... into trouble he would move in and try to improve the situation. He wouldn't say: 'well, you know, that's tough, you bought the stock and you know what the risks were, I'm done with it.' He wouldn't. He'd say: 'I sold you that security and I thought It was good. Turns out it's not so good. So I'm ...