Results 21 to 30 of about 770,462 (312)
Price Discovery in Currency Markets [PDF]
SSRN Electronic Journal, 2007 This paper makes three contributions to our understanding of the price discovery process in currency markets. First, it provides evidence that this process cannot be the familiar one based on adverse selection and customer spreads, since such spreads are inversely related to a trade's likely information content.
Carol Osler +2 more
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Price Discovery of Agri Commodities: An Integrated Approach
Финансы: теория и практика, 2022 The purpose of this paper is to examine how the introduction of the pan-India electronic trading portal (eNAM) impacted the information transmission and price discovery in informationally linked markets of India for agricultural commodities.
A. Mishra, R. P. Kumar
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Price Discovery in Tick Time [PDF]
SSRN Electronic Journal, 2004 This paper develops a tick time model for the quote setting dynamics on nasdaq. The model decomposes quotes into an efficient price, asymmetric information and noise. Both the evolution of the efficient price and the information contents of quotes depend on quote durations.
Frijns, Bart, Schotman, Peter C
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Mathematics, 2021 This paper examines the world wheat market leadership using price discovery occurring in wheat futures markets of the United States (U.S.) and Europe. An error correction model (ECM) generalized autoregressive conditional heteroskedasticity (GARCH), and ...
Osama Ahmed
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Dark trading and price discovery [PDF]
Journal of Financial Economics, 2012 Regulators globally are concerned that dark trading harms price discovery. We show that dark trades are less informed than lit trades. High levels of dark trading increase adverse selection risk on the lit exchange by increasing the concentration of informed traders.
Comerton-Forde, C, Putniņš, TJ
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The Influence of Daily Price Limit Effects on Price Behavior of Stocks: A Contrarian Investment Strategy Approach [PDF]
مطالعات تجربی حسابداری مالی, 2011 Price limit is a kind of circuit breaker which is used in developing stock exchanges and futures markets to prevent extreme price volatility, price manipulation, and financial crashes.
s.m shariat panahi, A abjadpour
doaj
Price discovery of South African stocks cross-listed on the New York Stock Exchange
Cogent Economics & Finance, 2020 The number of South African firms that have sought cross-listing in regional and global markets has been increasing. Many firms increase their presence beyond local markets, and one of these avenues is through cross-listing; however, it remains unclear ...
K. J. Chipunza +2 more
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Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
American Business Review, 2023 In this study, we empirically analyze the contributions of three crude oil-based exchange traded funds (ETFs) and the futures contract in hedging crude oil price risk.
Keshab Shrestha +2 more
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The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Cogent Economics & Finance, 2017 Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on the Shanghai
Geeta Duppati +2 more
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Journal of Agricultural and Resource Economics, 2005 Previous research has not addressed the impacts of alternative supply conditions on price discovery and pricing choice. This study estimated models with data from an experimental market, the Fed Cattle Market Simulator, encompassing live weight, dressed ...
Clement E. Ward
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