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Capital Markets: Market Microstructure |
| 684,702 Total downloads for all papers in this Journal/Topic |
Records 1 - 20 of 3514 matches
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Stock Splits, a SurveyCelim Yildizhan
University of Michigan at Ann Arbor - Stephen M. Ross School of Business
Date Posted: November 19, 2009
Last Revised: November 19, 2009
Working Paper Series
161 downloads
Exchange Trading Rules and Stock Market LiquidityDouglas Cumming , Sofia Johan and Dan Li
York University - Schulich School of Business , Tilburg Law and Economics Center (TILEC) and York University - Schulich School of Business
Date Posted: November 14, 2009
Last Revised: November 14, 2009
Working Paper Series
12 downloads
Mergers and Acquisitions in Vietnam's Emerging Market Economy: 1990-2009WP-CEB No. 09/045
Quan-Hoang Vuong , Dung Tri Tran and Thi Chau Ha Nguyen
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels) , Dan Houtte, Vuong & Partners and Dan Houtte, Vuong & Partners
Date Posted: November 10, 2009
Last Revised: November 10, 2009
Working Paper Series
19 downloads
Short-Selling Bans Around the World: Evidence from the 2007-09 CrisisAlessandro Beber and Marco Pagano
Amsterdam Business School and University of Naples Federico II - Department of Economics
Date Posted: November 10, 2009
Last Revised: November 10, 2009
Working Paper Series
24 downloads
Energizing Bidder's Choice in Financial Assets Auctions - An Experimental InvestigationNYU Working Paper No. FIN-09-015
Menachem Brenner , Dan Galai and Orly Sade
New York University - Department of Finance , Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance
Date Posted: November 9, 2009
Last Revised: November 16, 2009
Working Paper Series
2 downloads
History of Methodology in the Professional Valuation of CapitalAndrey Igorevich Artemenkov
The Russian Society of Appraisers and State University of Management
Date Posted: November 9, 2009
Last Revised: November 9, 2009
Working Paper Series
15 downloads
Optimal Basket Liquidation for CARA Investors is DeterministicAlexander Schied , Torsten Schoeneborn and Michael Tehranchi
Mannheim University , AHL (Man Investments) and University of Cambridge
Date Posted: November 6, 2009
Last Revised: November 6, 2009
Working Paper Series
17 downloads
Rise of the Machines: Algorithmic Trading in the Foreign Exchange MarketFRB International Finance Discussion Paper No. 980
Alain Chaboud , Erik Hjalmarsson , Clara Vega and Ben Chiquoine
Federal Reserve Board - Division of International Finance , Federal Reserve Board - Division of International Finance , Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of International Finance
Date Posted: November 6, 2009
Last Revised: November 6, 2009
Working Paper Series
33 downloads
Strategies of Improving Liquidity in Uganda's Capital Markets IndustryCapital Markets Journal, Vol. 10, No. 3, January-March 2006
Joseph Lutwama
Capital Markets Authority-Uganda
Date Posted: November 6, 2009
Last Revised: November 6, 2009
Working Paper Series
2 downloads
Financial Connections and Systemic Risk
Franklin Allen , Ana Babus and Elena Carletti
University of Pennsylvania - Finance Department , University of Cambridge and European University Institute
Date Posted: November 4, 2009
Last Revised: November 4, 2009
Working Paper Series
Optimal Execution and Absence of Price Manipulations in
Limit Order Book ModelsAurélien Alfonsi and Alexander Schied
Université Paris Est - CERMICS and Mannheim University
Date Posted: November 4, 2009
Last Revised: November 4, 2009
Working Paper Series
11 downloads
Order Book Resilience, Price Manipulation, and the Positive Portfolio ProblemAurélien Alfonsi , Alexander Schied and Alla Slynko
Université Paris Est - CERMICS , Mannheim University and Technical University of Munich
Date Posted: November 4, 2009
Last Revised: November 4, 2009
Working Paper Series
29 downloads
Smart Money or Smart about Money? Evidence from Hedge FundsGideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Department of Finance and Department of Finance
Date Posted: November 4, 2009
Last Revised: November 12, 2009
Working Paper Series
24 downloads
A Model of Price, Volume and Sequential InformationInternational Journal of Business and Economics, Vol. 6, 2007
Gaiyan Zhang
University of Missouri at St. Louis - College of Business Administration
Date Posted: November 1, 2009
Last Revised: November 1, 2009
Accepted Paper Series
19 downloads
Provably Linkable TradingQuantitative Finance, Forthcoming 2009
Chris Kenyon and Jan Camenisch
DEPFA Bank plc and IBM - IBM Zurich Research Laboratory
Date Posted: October 26, 2009
Last Revised: November 2, 2009
Accepted Paper Series
15 downloads
The Magnet Effect of Price Limits: A Logit Approach
Journal of Empirical Finance, Vol. 16, No. 5, 2009
Ping-Hung Hsieh , Yong H. Kim and J. Jimmy Yang
Oregon State University - College of Business , University of Cincinnati and Oregon State University
Date Posted: October 26, 2009
Last Revised: October 26, 2009
Accepted Paper Series
Measuring Price Discovery: The Variance Ratio, the R2 and the Weighted Price ContributionJos van Bommel
Universidad Cardenal Herrera - CEU
Date Posted: October 23, 2009
Last Revised: October 23, 2009
Working Paper Series
30 downloads
Competition and Survival of Stock Exchanges: Lessons from Canada
Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 2, pp. 255-286, 2008
Cecile Carpentier , Jean-Francois L'Her and Jean-Marc Suret
Laval University , Caisse de depot et placement du Quebec (CDPQ) and Laval University
Date Posted: October 22, 2009
Last Revised: October 22, 2009
Accepted Paper Series
The Effects of Stock Lending on Security Prices: An ExperimentChicago Booth Research Paper No. 09-39, Chicago Booth Initiative on Global Markets Working Paper No. 42, Fisher College of Business Working Paper No. 2009-03-020, Charles A. Dice Center Working Paper No. 2009-20
Steven N. Kaplan , Tobias J. Moskowitz and Berk A. Sensoy
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and Fisher College of Business - Ohio State University
Date Posted: October 22, 2009
Last Revised: November 19, 2009
Working Paper Series
45 downloads
Regulated Technology Diffusion: The SEC and the Impact of 'Penny Pricing' in Electronic Options TradingElizabeth Stone
Stanford University
Date Posted: October 21, 2009
Last Revised: November 4, 2009
Working Paper Series
20 downloads
Records 1 - 20 of 3514 matches
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