Another benefit of using market structure in trading is that the market brings together the collective wisdom of multiple participants, weights it according to the size of the trades they make, and allows analysts to understand the collective sentiment. Market structure has the advantage of definin...
Finance Three essays on market structure and trading behavior THE UNIVERSITY OF ALABAMA James A. Ligon LiuHao-ChenFirst, we examine the trade size effect in the foreign exchange market. In the equity market, the medium-size trades contribute the most to the price movement. Using foreign ...
In protecting investors against one set of insiders but not another, law and policy appear under profound strain in the face of innovative markets.doi:10.2139/ssrn.2652895Yesha YadavSSRN Electronic JournalYadav, Y.: Insider trading and market structure. UCLA Law Review 63, 968-1033 (2016)...
在证券市场中,人们会以不同的目的进行交易,而对资产的定价,像是CAPM模型,实际上是忽略了不同的市场结构 (market structure)。而在现实生活中,像股票和期货这两种不同的标的,人们自然会有不同的交易决策,或者两个交易市场是如何设计各自的规则来吸引更多的交易者,这些都会最终影响到资产定价。 1. Limit Order Mar...
A better understanding of the relationship between inventories and the term structure of oil prices can assist market participants in trading, hedging and ... J Considine,P Galkin,A Aldayel - 《Resources Policy》 被引量: 0发表: 2022年 Energy Hedging in Asia Market Structure and Trading Opportu...
market structuretrading informationThis paper reports on price formation in experimental markets in which a single seller trades with four buyers. Transactions ... S Morton,M.S - 《Discussion Papers》 被引量: 9发表: 1991年 Intraday price formation and bid-ask spread components: A new approach ...
In fact, the market-structure reforms are ongoing. In showing that price ceilings and market structure are important frictions affecting share repurchases, our paper explains why firms, brokers, and trading venues encourage the SEC to raise the price ceiling for share repurchases. One proposal is ...
In an attempt to provide state-of-the-art trading, this chapter critically examined the structure of energy trading, identifying the primary market participants including producers, consumers, traders, intermediaries, and the trading venues where energy commodities are exchanged. A significant portion of...
Most technical trading strategies use the official closing price for analysis.But what is the effect when the official closing price is subject to market m... A Ma - 金融创新(英文) 被引量: 0发表: 2022年 Investigating the nonlinear relationship between debt structure and real and accrual-based...
Market structure and design 对于价格和交易量的影响 Trading mechanism research 报价驱动 & 订单驱动 Transaction cost measurement and analysis Fundamental Market: 把不同的参与者聚集在一起,让他们进行交易。由于供应和需求并不总是平衡的,大多数市场也依赖中间人,如经纪人或交易商。