از بین هزاران مقاله ما جستجو کنید...
InformationSharing,Liquid ity and Transac tionCostsinFloor-B ased Trad ing Systems. We c onsid er informationsharingb etw eentrad ers(\°oor b rokers”) w ho possessd i®erent typesofinformation,namelyinformationonthe payo® ofa riskysec urityor informationon the volume ofliquid itytrad inginthissecurity.We interpret these trad ersasd ual-c apac ity b rokersonthe °oor ofanexchange.We id entify cond itionsund er w hich the trad ersare […]
Foucault And Kadan-Limit Order Book As A Market For Liquidity
InformationSharing,Liquid ity and Transac tionCostsinFloor-B ased Trad ing Systems. We c onsid er informationsharingb etw eentrad ers(\°oor b rokers") w ho possessd i®erent typesofinformation,namelyinformationonthe payo® ofa riskysec urityor informationon the volume ofliquid itytrad inginthissecurity.We interpret these trad ersasd ual-c apac ity b rokersonthe °oor ofanexchange.We id entify cond itionsund er w hich the trad ersare b etter o® sharing information. We also show that informationsharing improvespric e d isc overy, red uc esvolatility and low ersexpec ted trad ing c osts. Informationsharing c an improve or impair the d epth ofthe market, d epend ing onthe valuesofthe parameters. O verallour analysissuggeststhat informationsharing among°oor b rokersimprovesthe performanc e of°oor-b ased trad ingsystems
برچسبها:Based Trading, download, Forex, Foucault And Lescourret, Information Sharing, Liquidity And Transaction Costs, market, pdf download, traders, Trading Forex, Transaction Costs, آموزش, پی دی اف فارکس, تحلیل فارکس, دانلود, دانلود پی دی اف, دانلود فارکس, دانلود مقاله آموزش فارکس pdf, راهنمای فارکس pdf
