Search Results - person:"Erick, Rengifo"

Fintech, fractional trading, and order book dynamics : a study of US equities markets

Tripathi, Janhavi Shankar; Rengifo, Erick W. - In: FinTech 4 (2025) 2, pp. 1-23

This study investigates how the rise of commission-free FinTech platforms and the introduction of fractional trading (FT) have altered trading behavior and order book dynamics in the NASDAQ equity market. Leveraging high-frequency ITCH data from highly capitalized stocks-AAPL, AMZN, GOOG, and...

Persistent link: https://www.econbiz.de/10015432784

The Impact of Fractional Trading on Risk Aversion for Non-professional Investors

Tripathi, Janhavi Shankar; Rengifo, Erick W. - 2022

We study the impact of fractional trading on non-professional investors’ decision-making under uncertainty. Using the expected utility framework, we show that with the recent easiness to trade in stock markets and with the option to buy or sell a fraction of a share of a stock or ETFs...

Persistent link: https://www.econbiz.de/10014236940

The impact of fractional trading on risk aversion for non-professional investors

Tripathi, Janhavi Shankar; Rengifo, Erick W. - In: Finance research letters 52 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014472047

Gold, inflation and exchange rate in dollarized economies : a comparative study of Turkey, Peru and the United States

Sui, Meng; Rengifo, Erick W.; Court, Eduardo - In: International review of economics & finance : IREF 71 (2021), pp. 82-99

Persistent link: https://www.econbiz.de/10012627761

Trade finance as a financial asset : risks and mitigants for non-bank investors

Kowit, Robert M.; May, William; Rengifo, Erick W. - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 59-70

Persistent link: https://www.econbiz.de/10011488828

Currency options, implied interest rates and inflation targeting

Keefe, Helena Glebocki; Rengifo, Erick W. - In: International journal of economics and finance 11 (2019) 2, pp. 119-136

Persistent link: https://www.econbiz.de/10011995167

Currency option trading strategies as an alternative tool for central bank foreign exchange interventions

Keefe, Helena Glebocki; Rengifo, Erick W. - In: International journal of central banking : IJCB 15 (2019) 2, pp. 179-234

Persistent link: https://www.econbiz.de/10012028268

Intra-daily FX optimal portfolio allocation

Bauwens, Luc (contributor); Ben Omrane, Walid (contributor); … - 2006

CORE DISCUSSION PAPER 2006/10 INTRA-DAILY FX OPTIMAL PORTFOLIO ALLOCATION Luc Bauwens1, Walid Ben Omrane,2 and Erick … Rengifo3 February 16, 2006 Abstract We design and implement optimal foreign exchange portfolio allocations. An optimal …

Persistent link: https://www.econbiz.de/10003326698

The impact of institutions and exchange rate volatility on China’s outward FDI

Li, Yang; Rengifo, Erick W. - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2778-2798

Persistent link: https://www.econbiz.de/10012125131

Illusionary finance and trading behavior

Hamadi, Malika (contributor); Rengifo, Erick W. (contributor) - 2005

Illusionary Finance and Trading Behavior⁄ Malika Hamadix Erick Rengifo ⁄⁄ Diego Salzmanyy First draft: September 2004 …

Persistent link: https://www.econbiz.de/10002793117