Search Results - subject:"Trading Activity"

Trading activity in public real estate markets

Richter, Thomas - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-12

Trading activity is an important characteristic of financial markets, since it is related to price discovery …, volatility, and market liquidity. It is therefore of crucial importance to understand what drives trading activity in real estate …-effects regression approach to link variation in trading activity to proxies for different trading motives (theory-motivated). The paper …

Persistent link: https://www.econbiz.de/10013395946

Intraday analyses on weather-induced sentiment and stock market behavior

Seok, Sangik; Cho, Hoon; Ryu, Doojin - In: The quarterly review of economics and finance 98 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015188643

Breaks in term structures : evidence from the oil futures markets

Horváth, Lajos; Liu, Zhenya; Miller, Curtis; Tang, Weiqing - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2317-2341

Persistent link: https://www.econbiz.de/10014533420

Realized higher moments and trading activity

Yuan, Shu-Fang - In: Review of quantitative finance and accounting 62 (2024) 3, pp. 971-1005

Persistent link: https://www.econbiz.de/10014503204

Trading activity of VIX futures and options around FOMC announcements

Huang, Hong-Gia; Tsai, Wei-Che; Yang, J. Jimmy - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543990

The impact of social distancing on trading activity during the COVID-19 pandemic

Sabah, Nasim - In: Financial management : FM 53 (2024) 4, pp. 833-865

Persistent link: https://www.econbiz.de/10015130702

La création et le décollage de la banque de Bordeaux en 1818-1825 : un levier du rebond de la place marchande et un outil de confiance dans le crédit

Bonin, Hubert - In: Revue française d'histoire économique 22 (2024) 2, pp. 10-33

Persistent link: https://www.econbiz.de/10015472775

Central counterparties and liquidity provision in cash markets

Richter, Thomas - In: Journal of Risk and Financial Management 14 (2021) 12, pp. 1-26

This paper investigates increased liquidity provision by market makers resulting from their ability to reduce balance sheet encumbrance through the use of central counterparties (CCPs). The introduction of the Basel III leverage rule constitutes a shock to market makers' balance sheets and thus...

Persistent link: https://www.econbiz.de/10013201267

The effect of ambiguity on price formation and trading behavior in financial markets

Li, Wenhui; Ockenfels, Peter; Wilde, Christian - 2021

various market outcomes (the price level, volatility, trading activity, market liquidity, and the degree of speculative … ambiguity decreases market prices and trading activity; ambiguity leads to lower market liquidity through wider bid-ask spreads …

Persistent link: https://www.econbiz.de/10012672397

Central counterparties and liquidity provision in cash markets

Richter, Thomas - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-26

Persistent link: https://www.econbiz.de/10012798918