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Strategic Liquidity Provision in High Frequency Trading

Hayashi, Takaki; Nishide, Katsumasa - 2022

We construct a Kyle (1985)-type market model in which fast and slow traders are present. After deriving the equilibrium condition described as a simultaneous equation system, we will perform numerical calculations. A major finding is that the fast trader who has an advantage in trade frequency...

Persistent link: https://www.econbiz.de/10014238012

Strategic liquidity provision in high-frequency trading

Hayashi, Takaki; Nishide, Katsumasa - In: International review of financial analysis 93 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014543525

The impact of momentum trading on the market price and trades

Nishide, Katsumasa - In: Recent advances in financial engineering : proceedings …, (pp. 135-159). 2009

Persistent link: https://www.econbiz.de/10003871177

Hostile takeovers or friendly mergers? : real options analysis

Ebina, Takeshi; Kumakura, Yuya; Nishide, Katsumasa - In: The journal of corporate finance : contracting, … 77 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013494294

Economic models for the environmental Kuznets curve : a survey

Kijima, Masaaki; Nishide, Katsumasa; Ohyama, Atsuyuki - In: Journal of economic dynamics & control 34 (2010) 7, pp. 1187-1201

Persistent link: https://www.econbiz.de/10008659500

Using real options theory to a country's environmental policy : considering the economic size and growth

Nishide, Katsumasa; Ohyama, Atsuyuki - In: Operational research : an international journal ; the … 9 (2009) 3, pp. 229-250

Persistent link: https://www.econbiz.de/10003893617

EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility

Kijima, Masaaki; Nishide, Katsumasa; Ohyama, Atsuyuki - In: Journal of economic dynamics & control 35 (2011) 5, pp. 746-763

Persistent link: https://www.econbiz.de/10009240555

Pricing of discount bonds with a Markov switching regime

Elliott, Robert J.; Nishide, Katsumasa - In: Annals of finance 10 (2014) 3, pp. 509-522

Persistent link: https://www.econbiz.de/10010399761

Market selection : hungry misers and bloated bankrupts

Nishide, Katsumasa; Rogers, Leonard C. G. - In: Mathematics and financial economics 5 (2011) 1, pp. 47-66

Persistent link: https://www.econbiz.de/10009160242

Compensation measures for alliance formation : a real options analysis

Nishide, Katsumasa; Tian, Yuan - In: Economic modelling 28 (2011) 1/2, pp. 219-228

Persistent link: https://www.econbiz.de/10009269973