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into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
The modern economy includes a variety of markets, and the Internet has opened opportunities for efficient on-line trading. Researchers have developed algorithms for various auctions, which have become a popular means of on-line sales. They have also designed algorithms for exchange markets,...
Persistent link: https://www.econbiz.de/10009440957
.Price volatility and transaction size are positively related to liquidity costs, while a negativerelation is found between daily volume …
Persistent link: https://www.econbiz.de/10009444296
impact of volume on liquidity costs. Volatility of futures prices and volume per trade are positively related to liquidity …
Persistent link: https://www.econbiz.de/10009446522
This paper presents a view over recent developments in the underlying infrastructure of the financial system, more specifically electronic trading and how computers have taken over classic trading mechanisms. While some of the benefits are easy to agree upon, evidence shows that technical...
Persistent link: https://www.econbiz.de/10011534784
Abstract The following article discusses the importance of using big data, especially in the operation of capital market companies, both in terms of benefits and potential risks. Given the growing dynamic business environment, capital market companies have to transform their operations in order...
Persistent link: https://www.econbiz.de/10012158666
Abstract The following article discusses the importance of using big data, especially in the operation of capital market companies, both in terms of benefits and potential risks. Given the growing dynamic business environment, capital market companies have to transform their operations in order...
Persistent link: https://www.econbiz.de/10015335930
This paper presents a view over recent developments in the underlying infrastructure of the financial system, more specifically electronic trading and how computers have taken over classic trading mechanisms. While some of the benefits are easy to agree upon, evidence shows that technical...
Persistent link: https://www.econbiz.de/10015336544
In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...
Persistent link: https://www.econbiz.de/10009462193