Locals, foreigners, and multi-market trading of equities: Intraday
... depth at the three best bid and ask prices, but do not reveal trader identity. This unusual institutional setting helps us study some interesting questions. What market and investor behaviors occur in a multiple-market setting where different types of investors interact and where some investors choo ...
... depth at the three best bid and ask prices, but do not reveal trader identity. This unusual institutional setting helps us study some interesting questions. What market and investor behaviors occur in a multiple-market setting where different types of investors interact and where some investors choo ...
words
... Committee may adopt such rules, regulations and procedures of general application for the administration of this Plan as it deems appropriate. The Committee may correct any defect, supply any omission or reconcile any inconsistency in the Plan or any Award Agreement in the manner and to the extent i ...
... Committee may adopt such rules, regulations and procedures of general application for the administration of this Plan as it deems appropriate. The Committee may correct any defect, supply any omission or reconcile any inconsistency in the Plan or any Award Agreement in the manner and to the extent i ...
Stock Prices as a Leading Indicator of Economic activity
... correlated with future real activity. The authors’ results hold for all data frequencies covering very long periods and are robust to alternative definitions of the data series. Such evidence may be the result of stock returns being a good proxy as a leading indicator of future production and/or sho ...
... correlated with future real activity. The authors’ results hold for all data frequencies covering very long periods and are robust to alternative definitions of the data series. Such evidence may be the result of stock returns being a good proxy as a leading indicator of future production and/or sho ...
market demutualisation and privatisation
... line" responsibility for general market oversight, disclosure by listed entities, and market participant supervision to ASX as the market operator. ASX continues to compete with financial service providers generally, and potentially with the intermediaries who trade on its markets. It has commercial ...
... line" responsibility for general market oversight, disclosure by listed entities, and market participant supervision to ASX as the market operator. ASX continues to compete with financial service providers generally, and potentially with the intermediaries who trade on its markets. It has commercial ...
Maker-Taker Pricing Effects on Market Quotations
... for stocks often trading at one-tick spreads. These results are important to practitioners, regulators, and academics. Practitioners are interested because access fees and liquidity rebates are often large components of overall transaction costs, especially for small trades in low price stocks. For ...
... for stocks often trading at one-tick spreads. These results are important to practitioners, regulators, and academics. Practitioners are interested because access fees and liquidity rebates are often large components of overall transaction costs, especially for small trades in low price stocks. For ...
How volatile are East Asian stocks during high volatility periods?*
... The growth and development of the capital markets in Asia is a reflection of the trend towards globalization where trade and financial liberalization programs were launched by developing economies who wish to participate more fully in the expanding world marketplace. The liberalization of the Asian ...
... The growth and development of the capital markets in Asia is a reflection of the trend towards globalization where trade and financial liberalization programs were launched by developing economies who wish to participate more fully in the expanding world marketplace. The liberalization of the Asian ...
Price Impact of Block Trades in the Saudi Stock Market
... private information and suggest that the price impact of a trade is an increasing function of order size (Easley and O’Hara, 1987). Within an adverse selection context, block trades might signal valuable information to other traders.3 In general, if a trader wants to buy a small volume of stock imme ...
... private information and suggest that the price impact of a trade is an increasing function of order size (Easley and O’Hara, 1987). Within an adverse selection context, block trades might signal valuable information to other traders.3 In general, if a trader wants to buy a small volume of stock imme ...
