Results 41 to 50 of about 11,519 (249)
Tick Size, Lot Size, and Liquidity in Futures Trading
Journal of Futures Markets, EarlyView.ABSTRACT Futures are standardized and heavily regulated contracts, and these features make futures trading possible at liquid secondary markets. However, regulations constrain futures trading at discrete prices and quantities by imposing a minimum tick size and a minimum lot size.
Lars L. Nordén +2 more
wiley +1 more source
American Depositary: A Case Study for Brazilian Market [PDF]
Journal of Systemics, Cybernetics and Informatics, 2012 Specialists often question market efficiency. Some works suggest arbitrage opportunities in several financial operations. Such opportunities can be explained mainly by information asymmetry, since pricing in the stock market is directly linked to ...
André Machado Caldeira +3 more
doaj
Financialization of Commodity Markets Co‐Movement Behind‐the‐Scenes
Journal of Futures Markets, EarlyView.ABSTRACT In the early 2000s, institutional investors entered the commodity futures markets en masse with passive, long only, index‐type positions in sharp contrast with those typically assumed by traditional expert participants. A heated public debate soon erupted over the perceived consequences of the phenomenon—commonly referred to as ...
Devraj Basu, Olivier Bauthéac
wiley +1 more source
IMPLIED-IN-PRICES EXPECTATIONS: THEIR ROLE IN ARBITRAGE
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali, 2014 Real prices are created on markets by supply and demand and they do not have to follow some distributions or have some properties, which we often assume. However, prices have to follow some rules in order to make arbitrage impossible.
Sergei A. Ivanov
doaj +1 more source
Private law enforcement in post-communist Southeastern Europe: An economic analysis of arbitration and execution [PDF]
Ekonomski Anali, 2004 The very idea of private law enforcement is alien in Southeastern Europe and appears there to be perceived as somewhat extravagant. A thoroughgoing search for the reasons of an extremely limited scope of the private law enforcement is undertaken in the ...
Schoenfelder Bruno
doaj +1 more source
Speed of Adjustment in Digital Assets in a Decentralized Financial World
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates the stability and co‐movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at which shocks dissipate, and prices revert to long‐run equilibrium. SA provides a critical measure of market efficiency and portfolio allocation in a highly volatile DeFi ...
Jeremy Eng‐Tuck Cheah +3 more
wiley +1 more source
Features Inherent to Law Regulation of Arbitrage in Russian and the USA
Московский журнал международного права, 2016 This article is devoted to the study of principal features inherent to law regulation of arbitrage in Russia and the USA, which has been performed in the light of a wide-scale reform of arbitrage courts in Russia.
Stanislav S. Ageev, Maxim I. Inozemtsev
doaj +1 more source
Viscosity Characterization of the Arbitrage Function under Model Uncertainty [PDF]
, 2022 Yinghui Wang
openalex +1 more source
Major Conundrums and Possible Solutions in DeFi Insurance
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source
IEEE Access, 2019 Arbitrage risk management is a very hot and challengeable topic in the commodity future market. To resist the possible risk of an arbitrage, exchanges have to withdraw margin from clients referring to the case of maximum risk.
Feng He, Yan-Dong Wen
doaj +1 more source