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An Empirical Analysis Of Specialist Trading Behavior At The New York Stock Exchange
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Book Synopsis An Empirical Analysis of Specialist Trading Behavior at the New York Stock Exchange by : Sigríður Benediktsdóttir
Download or read book An Empirical Analysis of Specialist Trading Behavior at the New York Stock Exchange written by Sigríður Benediktsdóttir and published by . This book was released on 2006 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis International Finance Discussion Papers by : Sigridur Benediktsdottir
Download or read book International Finance Discussion Papers written by Sigridur Benediktsdottir and published by Scholar's Choice. This book was released on 2015-02-16 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work.As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Book Synopsis Auction and Dealer Markets by : Ananth Madhavan
Download or read book Auction and Dealer Markets written by Ananth Madhavan and published by . This book was released on 1994 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Auction and Dealer Markets by : Ananth Madhavan
Download or read book Auction and Dealer Markets written by Ananth Madhavan and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper uses specialist transaction data to examine the magnitude and determinants of NYSE specialist dealer trading in their assigned stocks. Specialist dealer trading varies widely across stocks. At one extreme, in 7 percent of the sampled stocks the specialist participation rate exceeds 60 percent; these stocks essentially trade in a dealer market. At the other extreme, in 17 percent of the sampled stocks the specialist participation rate is less than 10 percent; these stocks trade in what approximates a pure auction market with minimal specialist dealer trading. Specialist dealer trading is related to the composition of volume and other stock- specific characteristics. In particular, specialist trading rises with nonblock volume but declines with block volume. We also analyze the determinants of specialist participation in a given stock over time. We find that specialists are more likely to buy when their inventory is low and sell when their inventory is high.
Book Synopsis Empirical Market Microstructure by : Joel Hasbrouck
Download or read book Empirical Market Microstructure written by Joel Hasbrouck and published by Oxford University Press. This book was released on 2007-01-04 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.
Book Synopsis The Trades of Market-makers by : Joel Hasbrouck
Download or read book The Trades of Market-makers written by Joel Hasbrouck and published by . This book was released on 1992 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Information Dissemination by : Angel L. Corcostegui
Download or read book Information Dissemination written by Angel L. Corcostegui and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Trading Behavior of Professional Investors by : Fang Cai
Download or read book Essays on Trading Behavior of Professional Investors written by Fang Cai and published by . This book was released on 2002 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Differences in Trading Behavior Across New York Stock Exchange Specialist Firms by : Shane Anthony Corwin
Download or read book Differences in Trading Behavior Across New York Stock Exchange Specialist Firms written by Shane Anthony Corwin and published by . This book was released on 1996 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: I find no significant difference in mean quoted bid-ask spreads across specialist firms. The results are consistent with the hypothesis that the NYSE's allocation process and other monitoring mechanisms result in equivalent specialist behavior in terms of quoted spreads, but significant differences remain in other, less easily monitored performance areas. Also consistent with this hypothesis, I find that specialist firm rankings, based on trading behavior differences, are not used as criteria in the new listing allocation decision of the exchange. Of the variables tested, only the size of the specialist firm is important in the allocation decision, with larger specialist firms being more likely to receive a new listing.
Book Synopsis Specialist Performance and New Listing Allocations on the NYSE by : Shane A. Corwin
Download or read book Specialist Performance and New Listing Allocations on the NYSE written by Shane A. Corwin and published by . This book was released on 2004 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study analyzes the criteria used to allocate stocks to specialist firms on the NYSE. Non-performance variables play a predominant role in the allocation process, with large specialist firms receiving the majority of new listings. Controlling for size, more-profitable and less-profitable listings tend to be equitably distributed across specialist firms and specialists are more likely to receive allocations if they have not received a recent allocation or have recently had stocks delisted. Preference is also given to specialist firms that already trade other stocks in the same industry or stocks of the same type (funds and non-U.S. securities). Changes to the Allocation Policy in 1997 appear to have resulted in a subset of specialist firms being repeatedly awarded allocations, while others are repeatedly denied allocations.
Book Synopsis An Empirical Analysis of the Corporate Decision to List on the New York Stock Exchange by : John Thomas Lee
Download or read book An Empirical Analysis of the Corporate Decision to List on the New York Stock Exchange written by John Thomas Lee and published by . This book was released on 1966 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The New York Stock Exchange by : Lucy Heckman
Download or read book The New York Stock Exchange written by Lucy Heckman and published by Routledge. This book was released on 2020-11-25 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1992, The New York Stock Exchange is an informative library resource. The book begins with a history of the stock exchange, and offers a series of annotated bibliographies devoted to dictionaries and general guides, directories, bibliographies, general histories, and statistical sources. The book provides important coverage of the stock market crashes of 1929 and 1987 and the appendices offer a useful collection of data, including a directory of serial publications, listings of abstracts and indexes, online databases, and CD-ROM products. This book will be of interest to libraries and to researchers working in the field of economics and business.
Book Synopsis High-Frequency Trading by : Irene Aldridge
Download or read book High-Frequency Trading written by Irene Aldridge and published by John Wiley and Sons. This book was released on 2009-12-22 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
Book Synopsis Information Dissemination by : Angel L. Corcostegui
Download or read book Information Dissemination written by Angel L. Corcostegui and published by . This book was released on 19?? with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Differences in Trading Behavior Across NYSE Specialist Firms by : Shane A. Corwin
Download or read book Differences in Trading Behavior Across NYSE Specialist Firms written by Shane A. Corwin and published by . This book was released on 2004 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using a sample of common stocks listed on the NYSE during 1992, this article examines whether measures of market-maker performance differ across specialist firms. We find that spreads and depth differ across specialist firms, but the competitiveness of NYSE quotes relative to other exchanges does not appear to be affected by these differences. We also find evidence of differences in transitory volatility across specialist firms. Finally, both the frequency and duration of order-imbalance trading halts differ across specialist firms. These results suggest that specialist firms have a significant effect on execution costs, liquidity and the amount of noise in security prices and that these effects are not completely eliminated by competition or the NYSE's monitoring mechanisms.
Book Synopsis Empirical Analysis of the Trading Behavior of Individual Investors in the Warrant Market by : Philipp Schmitz
Download or read book Empirical Analysis of the Trading Behavior of Individual Investors in the Warrant Market written by Philipp Schmitz and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Theory of Investment Behavior and Empirical Analysis of Stock Market Price Relatives by : Fred B. Renwick
Download or read book Theory of Investment Behavior and Empirical Analysis of Stock Market Price Relatives written by Fred B. Renwick and published by . This book was released on 1969 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
