Results 101 to 110 of about 386,494 (223)
Detecting Informed Trading Risk from Undercutting Activity
ABSTRACT We introduce a simple measure of informed trading risk, QIDres$QID^{res}$, the residual to liquidity quote‐improvement‐to‐deterioration ratio times −1$-1$. When facing with increased informed trading risk, liquidity providers compete less to provide liquidity, reducing their undercutting activity. Reductions in undercutting leave footprints in
YASHAR H. BARARDEHI +2 more
wiley +1 more source
Crypto Asset Markets vs. Financial Markets: Event Identification, Latest Insights and Analyses
As crypto assets become more widely adopted, crypto asset markets and traditional financial markets may become increasingly interconnected. The close linkages between these markets have potentially important implications for price formation, contagion ...
Eleni Koutrouli +3 more
doaj +1 more source
Crypto-asset Taxonomy for Investors and Regulators
Crypto-assets are a main segment of electronic markets, with growing trade volume and market share, yet there's no unified and comprehensive asset level taxonomy framework. This paper develops a multidimensional taxonomy for crypto-assets that connects technical design to market structure and regulation.
Xiao Zhang +2 more
openaire +2 more sources
The Impact of TikTok on Elections: (Mis)information and Regulatory Challenges
ABSTRACT TikTok's algorithm‐driven feed is reshaping electoral communication, yet a clear understanding of its effects is lacking. This study synthesizes and appraises evidence on how the platform's design and governance shape political (dis)information and may affect electoral dynamics.
Michele Giuseppe Giuranno +1 more
wiley +1 more source
Confidence Intervals for Price Discovery
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
The protection of crypto-assets in international investment law
The recent spate of regulatory intervention in the crypto-industry suggests it is only a matter of time before investment treaty claims concerning crypto-assets emerge.
D'Sousa, Sara Nicola
core +1 more source
Regulation of Markets in Crypto-Assets*
The Regulation on Markets in Crypto-Assets (MiCAR) entry into legal force on 29th June 2023 announced European Union as regulatory leader in the area of crypto-assets on a global scale. Regulatory framework for markets in crypto-assets is being developed in various jurisdictions but none other had yet labor to produce any comparable to MiCAR ...
openaire +2 more sources
ABSTRACT Disruptive innovations often diffuse faster than inherited policy institutions can classify, assign jurisdiction, and govern them. In these early phases, the central struggle is often not yet about the stringency of substantive standards, but about prior questions of what the innovation is (its legal and administrative classification), who is ...
Sina Jangjoo
wiley +1 more source
Environmental-social-governance preferences and the holding of crypto-assets
Individuals invest in ESG-assets not only because of higher expected returns but also for ethical and social considerations. Controversies surrounding the ESG footprint of crypto-assets - mainly on grounds of the energy-intensive crypto mining and their ...
Fessler, Pirmin +3 more
core
Taxation of Crypto Assets: The Example of U.S. Federal Income Tax
Crypto assets are one of the important milestones of digitalization. They have created paramount problems related to tax systems. The United States, which was one of the first countries where these assets became widespread, gained experience with the ...
Muhammet Durdu, Ümit Süleyman Üstün
doaj +1 more source

