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Carbon dioxide removal and tradeable put options at scale
Environmental Research Letters, 2018 Options are derivative contracts that give the purchaser the right to buy (call options) or sell (put options) a given underlying asset at a particular price at a future date.
Andrew Lockley, D’Maris Coffman
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The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2012 This paper studies the relationship between return and the Bid-Ask Spread in Tehran Stock Exchange. The research has been done according to Amihud and Mendelson’s model (1986).
Hasan Ghalibaf Asl, Mohadeseh Razaghi
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On the Predictability of Bitcoin Price Movements: A Short-term Price Prediction with ARIMA
İktisat Politikası Araştırmaları Dergisi, 2021 Daily transactions in cryptocurrencies have long been following an ascending tendency, with Bitcoin leading the charge. Daily transactions recorded in the system increased from 7000 trade per day in 2012to more than 1 million nowadays.
Mohamed Khalil Benzekrı +1 more
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Pre-open call auction and price discovery: Evidence from India
Cogent Economics & Finance, 2014 Premier stock exchanges in India, viz. National Stock Exchange of India and Bombay Stock Exchange, introduced call auction in the pre-open session from 18 October 2010.
Rajesh Acharya, Vishal Gaikwad
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A comprehensive study on bid-ask spread and its determinants in India
Cogent Economics & Finance, 2021 Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market–capitalization, return volatility, and number of trades as the prime ...
Aritra Pan, Arun Kumar Misra
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Revolutionizing finance with bitcoin and blockchain: a literature review and research agenda
China Accounting and Finance ReviewOur analysis is targeted at researchers in the fields of economics and finance, and we place emphasis on the incremental contributions of each paper, key research questions, study methodology, main conclusions and data and identification tactics.
Sirui Han, Haitian Lu, Hao Wu
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Foreign Exchange Market Microstructure [PDF]
, 2008 This paper provides an overview of the recent literature on Foreign Exchange Market Microstructure. Its aim is not to survey the literature, but rather to provide an introductory tour to the main theoretical ideas and empirical results. The central theoretical idea is that trading is an integral part of the process through which information relevant to
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Spot Volatility Measurement Using a Change-Point Duration Model in the High-Frequency Market
International Journal of Financial StudiesModeling high-frequency volatility is an important topic of market microstructure, as it provides the empirical tools to measure and analyze the rapid price movements.
Zhicheng Li, Haipeng Xing, Yan Wang
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AxiomsThe financial market correlation structure exhibits dynamic evolution with implications for systemic risk and diversification benefits; yet, conventional approaches using correlation magnitude monitoring may miss fundamental organizational changes.
Larissa Margareta Batrancea +3 more
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Market Microstructure Invariance: Empirical Hypotheses [PDF]
SSRN Electronic Journal, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kyle, Albert S., Obizhaeva, Anna A.
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