Does Supply Curve Inelasticity Explain Abnormal Long
... long-run returns from the repurchase trades themselves. We examine three alternative explanations for the source of the returns: 1) supply curve inelasticity; 2) asymmetric information—firms trade on their insider information; and 3) signaling—the mandatory public announcement of firms’ repurchase t ...
... long-run returns from the repurchase trades themselves. We examine three alternative explanations for the source of the returns: 1) supply curve inelasticity; 2) asymmetric information—firms trade on their insider information; and 3) signaling—the mandatory public announcement of firms’ repurchase t ...
Quote Stuffing - Mississippi State University`s College of Business
... all increase with changes in the speed and quantity of human order submissions. As the proportion of transactions submitted by computers grows, the ability to forecast with transaction prices should increase. Cartea and Penalva (2011) model the impact of HFT on financial markets using a model with ...
... all increase with changes in the speed and quantity of human order submissions. As the proportion of transactions submitted by computers grows, the ability to forecast with transaction prices should increase. Cartea and Penalva (2011) model the impact of HFT on financial markets using a model with ...
Intraday Periodicity Adjustments of Transaction Duration and Their
... substantially and ranges from 7360 to 14591, while the average duration per trade ranges from 1.6 seconds to 3.18 seconds. While the number of trades with the same time stamp are quite abundant for large-cap stocks, they are less frequent for small-cap stocks. We would also mention that there is som ...
... substantially and ranges from 7360 to 14591, while the average duration per trade ranges from 1.6 seconds to 3.18 seconds. While the number of trades with the same time stamp are quite abundant for large-cap stocks, they are less frequent for small-cap stocks. We would also mention that there is som ...
