Results 281 to 290 of about 5,009,777 (351)
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The interaction between security lending market and security trading market
Pacific-Basin Finance Journal, 2017Abstract We develop a parsimonious model to address the interaction between security lending market and security trading market. When a security is easy to borrow, short-selling leads to a lower spot price. When a security is hard to borrow, any CHANGE in shorting supply/demand should be largely absorbed by the lending market, and thus has minimal ...
Tiandu Wang, Chenghu Ma, Qian Sun
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Security Analysis and Market Making
SSRN Electronic Journal, 2003In this paper we analyze the interrelatedness of security analysis and market-making activities. Our results indicate that there exists a bidirectional and positive relation between analyst following and the number of market makers. Using detailed data on analyst and dealer affiliations, we also find that dealers are more likely to make markets in ...
Kee H. Chung, Seong-Yeon Cho
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1997
This chapter deals with so-called finite markets - that is, discrete-time models of financial markets in which all relevant quantities take a finite number of values. Essentially, we follow here the approach of Harrison and Pliska (1981); a more exhaustive analysis of finite markets can be found in Taqqu and Willinger (1987).
Marek Musiela, Marek Rutkowski
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This chapter deals with so-called finite markets - that is, discrete-time models of financial markets in which all relevant quantities take a finite number of values. Essentially, we follow here the approach of Harrison and Pliska (1981); a more exhaustive analysis of finite markets can be found in Taqqu and Willinger (1987).
Marek Musiela, Marek Rutkowski
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Thermally modulated lithium iron phosphate batteries for mass-market electric vehicles
Nature Energy, 2021Xiao-Guang Yang +2 more
exaly
Problems of Development and Integration of the Securities Market in the Countries of the EAEU
, 2017A. Bayadyan, A. Baghdasaryan
semanticscholar +1 more source
2006
As we saw in the previous chapter, index funds are an extension of the efficient market theory (EMT). They can represent a broadly diversified portfolio of securities or set themselves narrower objectives by restricting their holdings to match specific sectors or Sub-sectors of the economy.
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As we saw in the previous chapter, index funds are an extension of the efficient market theory (EMT). They can represent a broadly diversified portfolio of securities or set themselves narrower objectives by restricting their holdings to match specific sectors or Sub-sectors of the economy.
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Status and perspectives of crystalline silicon photovoltaics in research and industry
Nature Reviews Materials, 2022Christophe Ballif +2 more
exaly
2017
The dynamic model with time‐additive utility is defined. The intertemporal budget constraint is explained. SDF processes are defined in terms of a martingale property. There is a strictly positive SDF process if and only if there are no arbitrage opportunities. Dynamic complete markets are explained. The difference between the price of an asset and its
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The dynamic model with time‐additive utility is defined. The intertemporal budget constraint is explained. SDF processes are defined in terms of a martingale property. There is a strictly positive SDF process if and only if there are no arbitrage opportunities. Dynamic complete markets are explained. The difference between the price of an asset and its
openaire +1 more source