Suche
Anzeige der Dokumente 1-8 von 8
Stock Price Crashes: Role of Slow-Moving Capital
(2018-07-16)
We study the role of various trader types in providing liquidity in spot and futures markets based on complete order-book and transactions data as well as cross-market trader identifiers from the National Stock Exchange ...
Liquidity provision: Normal times vs Crashes
(2019-10-29)
We study the role of various trader types in providing liquidity in spot and futures markets based on data from the National Stock Exchange of India for a single large stock. During normal times, short-term traders who ...
An Extensible Model for Historical Financial Data with an Application to German Company and Stock Market Data
(2021-01-22)
Broad, long-term financial and economic datasets are a scarce resource, in particular in the European context. In this paper, we present an approach for an extensible, i.e. adaptable to future changes in technologies and ...
HdAG
The Handbuch der deutschen Aktiengesellschaften (HbAG, at times also spelled Handbuch der deutschen Aktien-Gesellschaften) was a comprehensive reference work on stock corporations in Germany from 1896 onward, including ...
NSE
National Stock Exchange of India Limited (NSE) is the leading stock exchange of India, located in Mumbai, Maharashtra.
Berliner-Börsen-Zeitung
The Berliner Börsen-Zeitung, also known as BBZ, was a daily newspaper published twice a week as a morning and evening edition in Berlin from 1855 to 1944 over a span of 89 years, five wars and four forms of government.
DFA
Die Bundesrepublik Deutschland – Finanzagentur GmbH ist ein Finanzdienstleistungsunternehmen im Eigentum der Bundesrepublik Deutschland. Rechtsgrundlagen sind § 1 der Verordnung zur Übertragung von Aufgaben nach dem ...
OTC Discount
(2021-10-08)
We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable compared to exchange quotes. This ...