Price Discovery In Time And Space
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Price Discovery In Time And Space
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Author : Min Hwang
language : en
Publisher:
Release Date : 2002
Price Discovery In Time And Space written by Min Hwang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Condominiums categories.
Intraday Price Discovery In Fragmented Markets
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Author : Sait Ozturk
language : en
Publisher:
Release Date : 2016
Intraday Price Discovery In Fragmented Markets written by Sait Ozturk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
We explore intraday variation in the contribution to price discovery across different exchanges. We estimate a structural model with time-varying parameters in state space form using Maximum Likelihood. An extensive simulation study provides evidence for the accuracy of this method. We analyze data for 50 S&P 500 stocks in 2013 and find that the constancy of shares in price discovery is rejected. Tighter quoted spreads attract informed trading from other exchanges. Exchange listing and industrial sector of a stock significantly affect the dominant venues of price discovery in different parts of the day and following macroeconomic news announcements.
Theory Of Markets
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Author : Bertrand M. Roehner
language : en
Publisher:
Release Date : 1995-02-01
Theory Of Markets written by Bertrand M. Roehner and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-02-01 with Business & Economics categories.
The Global Stock Market
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Author : Dariusz Wójcik
language : en
Publisher: Oxford University Press
Release Date : 2011-05-26
The Global Stock Market written by Dariusz Wójcik and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-26 with Business & Economics categories.
The book uses rich data and global case studies to examine the rise of emerging markets, the impact of the global financial crisis, the revolution in the stock exchange business model, and the continued dominance of London and New York as stock market centres.
Price Discovery In Tick Time
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Author : Bart Frijns
language : en
Publisher:
Release Date : 2004
Price Discovery In Tick Time written by Bart Frijns and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with NASDAQ (Computer network) categories.
The Effective Regulation Of The Over The Counter Derivatives Market
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Author : United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises
language : en
Publisher:
Release Date : 2009
The Effective Regulation Of The Over The Counter Derivatives Market written by United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Derivative securities categories.
Empirical Market Microstructure
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Author : Joel Hasbrouck
language : en
Publisher: Oxford University Press
Release Date : 2007-01-04
Empirical Market Microstructure written by Joel Hasbrouck and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-04 with Business & Economics categories.
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.
Commodity Derivatives
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Author : Paul E. Peterson
language : en
Publisher: Routledge
Release Date : 2018-04-27
Commodity Derivatives written by Paul E. Peterson and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-27 with Business & Economics categories.
Commodity Derivatives: A Guide for Future Practitioners describes the origins and uses of these important markets. Commodities are often used as inputs in the production of other products, and commodity prices are notoriously volatile. Derivatives include forwards, futures, options, and swaps; all are types of contracts that allow buyers and sellers to establish the price at one time and exchange the commodity at another. These contracts can be used to establish a price now for a purchase or sale that will occur later, or establish a price later for a purchase or sale now. This book provides detailed examples for using derivatives to manage prices by hedging, using futures, options, and swaps. It also presents strategies for using derivatives to speculate on price levels, relationships, volatility, and the passage of time. Finally, because the relationship between a commodity price and a derivative price is not constant, this book examines the impact of basis behaviour on hedging results, and shows how the basis can be bought and sold like a commodity. The material in this book is based on the author’s 30-year career in commodity derivatives, and is essential reading for students planning careers as commodity merchandisers, traders, and related industry positions. Not only does it provide them with the necessary theoretical background, it also covers the practical applications that employers expect new hires to understand. Examples are coordinated across chapters using consistent prices and formats, and industry terminology is used so students can become familiar with standard terms and concepts. This book is organized into 18 chapters, corresponding to approximately one chapter per week for courses on the semester system.
Essays On The Role Of Time In Price Discovery
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Author : Bernard Ben Sita
language : en
Publisher:
Release Date : 2005
Essays On The Role Of Time In Price Discovery written by Bernard Ben Sita and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Technical Bulletin
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Author :
language : en
Publisher:
Release Date : 1973
Technical Bulletin written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Agriculture categories.