برچسب: Exchange
5 / 0
3 Swing Trading Examples, With Charts, Instructions, And Definitions To Get You Sta
File Size: 241 KB File Type: PDF Pages: 16
برچسب: Exchange
5 / 0
Bessembinder And Venkataraman-Does An Electronic Stock Exchange Need An Upstairs Market
We examine block trades on the Paris Bourse to test several theoretical predictions regarding upstairs trading, and exploit cross-sectional variation in “crossing rules” on the Paris Bourse to provide evidence on their relevance. Paris provides an excellent setting to test the implications of upstairs intermediation models, because its electronic limit order market closely resembles […]
برچسب: Exchange
5 / 0
Eleswarapu Thompson And Venkataraman-The Impact Of Regulation Fair Disclosure Trading Costs And
In October of 2000, the Securities and Exchange Commission (SEC) passed Regulation Fair Disclosure (FD) in an effort to reduce selective disclosure of material information by firms to analysts and other investment professionals. We find that the information asymmetry reflected in trading costs at earnings announcements has declined after Regulation FD, with the decrease more […]
برچسب: Exchange
5 / 0
exchange traded funds
traded funds Exchange Traded Funds (ETFs) are on a roll: In early June, the American Stock Exchange (AMEX) said it had created nine new industry-based Intellidex Indexes as foundations for a new family of ETFs. traded funds
برچسب: Exchange
5 / 0
Expected And Unexpected Cost Of Trading In The Xetra
In this paper, we propose measures for characterizing the expected and unexpected cost of trading that can be applied to analyze automated electronic auction markets.
برچسب: Exchange
5 / 0
Ahn And Cheung-The Intraday Patterns Of The Spread And Depth In A Market Without Market Makers – The Stock Exchange Of Hong Kong
Hong Kong We examine the temporal behavior of the spread and depth for common stocks listed on the Stock Exchange of Hong Kong (SEHK), which operates as a purely order-driven mechanism. We find U-shaped intraday and intraweek patterns in the spread and reverse U-shaped patterns in the depth. Our finding is consistent with that of […]