Search Results - subject:"Börse"

Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events

Desagre, Christophe; Laly, Floris; Petitjean, Mikael - 2025

We investigate high-frequency traders' behavior in the context of the fastest and most extreme price movements (EPMs) that can be observed in the market, specifically ultra-fast flash events, challenging the methodologies employed in the academic and practitioner literature for identifying...

Persistent link: https://www.econbiz.de/10015557968

A law and economic analysis of trading through dark pools

Ntourou, Artemisa; Mallios, Aineas - 2025

Persistent link: https://www.econbiz.de/10015202586

Banks' stock market reaction to prudential policy announcements : the role of central bank independence and financial stability sentiment

Bobiceanu, Andreea Maura; Nistor, Simona; Ongena, Steven - 2025

Persistent link: https://www.econbiz.de/10015211786

Quantitative modeling of speculative bubbles, crash dynamics, and critical transitions in the stock market using the log-periodic power-law model

Singh, Avi; Mahadeva, Rajesh; Sarda, Varun; Goyal, Amit … - 2025

The global economy frequently experiences cycles of rapid growth followed by abrupt crashes, challenging economists and analysts in forecasting and risk management. Crashes like the dot-com bubble crash and the 2008 global financial crisis caused huge disruptions to the world economy. These...

Persistent link: https://www.econbiz.de/10015584534

Speculative bubbles in the recent AI boom : Nasdaq and the magnificent seven

Basele, Rerotlhe B.; Phillips, Peter C. B.; Shi, Shuping - 2025

Persistent link: https://www.econbiz.de/10015417538

Market reaction to EU CRD IV regulation in the banking industry

Longo, Sara; Fabrizi, Michele; Parbonetti, Antonio - 2025

Persistent link: https://www.econbiz.de/10015606434

Evaluation and prediction of stock market crash risk in Mexico using log-periodic power-law modeling

Sunil, Suryansh; Goyal, Amit Kumar; Mahadeva, Rajesh; … - 2026

This study applies the Log-Periodic Power-Law (LPPL) framework to three major equity markets-Mexico (IPC), Brazil (IBOVESPA), and the United States (NYSE Composite)-using daily closes from 8 November 1991-30 January 2025 for IPC and NYSE, and 3 May 1993-30 January 2025 for IBOVESPA. Multi-window...

Persistent link: https://www.econbiz.de/10015611246