Auflistung nach Schlagwort "liquidity"

Anzeige der Dokumente 21-31 von 31

    • Liquidity Provider Incentives in Fragmented Securities Markets 

      Clapham, Benjamin; Gomber, Peter; Lausen, Jens; Panz, Sven (2018-07-31)
      We study the introduction of single-market liquidity provider incentives in fragmented securities markets. Specifically, we analyze the introduction of the Xetra Liquidity Provider Program at Deutsche Boerse from two ...

    • Managing Excess Volatility: Design and Effectiveness of Circuit Breakers 

      Clapham, Benjamin; Gomber, Peter; Haferkorn, Martin; Panz, Sven (2017-02-02)
      We investigate different designs of circuit breakers implemented on European trading venues and examine their effectiveness to manage excess volatility and to preserve liquidity. Specifically, we empirically analyze ...

    • MTS 

      Unbekannter Autor
      MTS is one of Europe’s leading electronic fixed income trading markets, with over 500 unique counterparties and average daily volumes exceeding EUR 100 billion.

    • MTS Group 

      Unbekannter Autor
      The MTS Group is an internationally active branded goods manufacturer with around 700 employees at 9 locations worldwide

    • Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds 

      Driessen, Joost; Nijman, Theodore E.; Simon, Zorka (2018-11-01)
      Are yields of long-maturity bonds distorted by demand pressure of clientele investors, regulatory effects, or default, flight-to-safety or liquidity premiums? Using data on German nominal bonds between 2005 and 2015, we ...

    • NYSE 

      Unbekannter Autor
      NYSE TAQ products provide a comprehensive historical end of day record of all data that was published by the NYSE Group Exchanges' real-time data feeds, including: Depth of book: All bid and offer prices and sizes, Top of ...

    • Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives 

      Johann, Thomas; Putnins, Talis; Sagade, Satchit; Westheide, Christian (2019-04-30)
      We show that “quasi-dark” trading venues, i.e., markets with somewhat non-transparent trading mechanisms, are important parts of modern equity market structure alongside lit markets and dark pools. Using the European MiFID ...

    • Resiliency: Cross-Venue Dynamics with Hawkes Processes 

      Pelizzon, Loriana; Sagade, Satchit; Vozian, Katia (2020-10-16)
      Market fragmentation and technological advances increasing the speed of trading altered the functioning and stability of global equity limit order markets. Taking market resiliency as an indicator of market quality, we ...

    • Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? 

      Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun (2016-11-18)
      We examine the dynamic relation between credit risk and liquidity in the Italian sovereign bond market during the Euro-zone crisis and the subsequent European Central Bank (ECB) interventions. Credit risk drives the liquidity ...

    • Statistical Inferences for Price Staleness 

      Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide (2018-11-06)
      Asset transaction prices sampled at high frequency are much staler than one might expect in the sense that they frequently lack new updates showing zero returns. In this paper, we propose a theoretical framework for ...

    • TRTH 

      Unbekannter Autor
      Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, ...