Auflistung nach Schlagwort "price efficiency"

Anzeige der Dokumente 1-9 von 9

    • A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition 

      Bernales, Alejandro; Garrido, Nicolás; Sagade, Satchit; Valenzuela, Marcela; Westheide, Christian (2018-10-01)
      Exchanges nowadays routinely operate multiple, almost identically structured limit order markets for the same security. We study the effects of such fragmentation on market performance using a dynamic model where agents ...

    • Compustat 

      Unbekannter Autor
      Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.

    • ESMA 

      Unbekannter Autor

    • FDS 

      Unbekannter Autor

    • High-Frequency Trading and Price Informativeness 

      Gider, Jasmin; Schmickler, Simon; Westheide, Christian (2019-03-09)
      We study how stock price informativeness changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT presence ...

    • High-Frequency Trading and Price Informativeness 

      Gider, Jasmin; Schmickler, Simon; Westheide, Christian (2019-03-01)
      We study how the informativeness of stock prices changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT ...

    • 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 ...

    • 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, ...

    • World Bank 

      Unbekannter Autor
      The World Bank DataBank is an analysis and visualisation tool that contains collections of time series data on a variety of topics. You can create your own queries; generate tables, charts, and maps; and easily save, embed, ...