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Liquidity Volatility And Equity Trading Costs Across Countries And Over Time
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Book Synopsis Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time by : Ian Domowitz, Jack Glen and Ananthe Madhavan
Download or read book Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time written by Ian Domowitz, Jack Glen and Ananthe Madhavan and published by . This book was released on 2000 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Liquidity, Markets and Trading in Action by : Deniz Ozenbas
Download or read book Liquidity, Markets and Trading in Action written by Deniz Ozenbas and published by Springer Nature. This book was released on 2022 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to trading, liquidity, and market structure. It provides a detailed examination of the impact of trading costs and other impediments of trading that the authors call rictions It also presents an interactive simulation model of equity market trading, TraderEx, that enables students to implement trading decisions in different market scenarios and structures. Addressing these topics shines a bright light on how a real-world financial market operates, and the simulation provides students with an experiential learning opportunity that is informative and fun. Each of the chapters is designed so that it can be used as a stand-alone module in an existing economics, finance, or information science course. Instructor resources such as discussion questions, Powerpoint slides and TraderEx exercises are available online.
Book Synopsis Liquidity and Asset Prices by : Yakov Amihud
Download or read book Liquidity and Asset Prices written by Yakov Amihud and published by Now Publishers Inc. This book was released on 2006 with total page 109 pages. Available in PDF, EPUB and Kindle. Book excerpt: Liquidity and Asset Prices reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security's required return and discuss the empirical connection between the two. Liquidity and Asset Prices surveys the theory of liquidity-based asset pricing followed by the empirical evidence. The theory section proceeds from basic models with exogenous holding periods to those that incorporate additional elements of risk and endogenous holding periods. The empirical section reviews the evidence on the liquidity premium for stocks, bonds, and other financial assets.
Book Synopsis Financial Modeling of the Equity Market by : Frank J. Fabozzi
Download or read book Financial Modeling of the Equity Market written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2006-03-31 with total page 673 pages. Available in PDF, EPUB and Kindle. Book excerpt: An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group. He is a member of the editorial board of the Journal of Portfolio Management. He is also the author of numerous articles and books on financial modeling. Petter N. Kolm, PhD (New Haven, CT and New York, NY), is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies Group of Goldman Sachs Asset Management, where he developed quantitative investment models and strategies.
Book Synopsis Proceedings of the Fourteenth International Conference on Management Science and Engineering Management by : Jiuping Xu
Download or read book Proceedings of the Fourteenth International Conference on Management Science and Engineering Management written by Jiuping Xu and published by Springer Nature. This book was released on 2020-06-22 with total page 856 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers the proceedings of the 14th International Conference on Management Science and Engineering Management (ICMSEM 2020). Held at the Academy of Studies of Moldova from July 30 to August 2, 2020, the conference provided a platform for researchers and practitioners in the field to share their ideas and experiences. Covering a wide range of topics, including hot management issues in engineering science, the book presents novel ideas and the latest research advances in the area of management science and engineering management. It includes both theoretical and practical studies of management science applied in computing methodology, highlighting advanced management concepts, and computing technologies for decision-making problems involving large, uncertain and unstructured data. The book also describes the changes and challenges relating to decision-making procedures at the dawn of the big data era, and discusses new technologies for analysis, capture, search, sharing, storage, transfer and visualization, and in the context of privacy violations, as well as advances in the integration of optimization, statistics and data mining. Given its scope, it will appeal to a wide readership, particularly those looking for new ideas and research directions.
Book Synopsis A Taxonomy of Automated Trade Execution Systems by : Mr.Ian Domowitz
Download or read book A Taxonomy of Automated Trade Execution Systems written by Mr.Ian Domowitz and published by International Monetary Fund. This book was released on 1992-09-01 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: A taxonomy of existing and planned automated trade execution systems in financial markets is provided. Over 50 automated market structures in 16 countries are analyzed. The classification scheme is organized around the principle that such markets consist of an algorithm that performs a trade matching function, together with information display and transmission mechanisms. Automated market structures are classified by ordered sets of trade execution priority rules, trade matching protocols and associated degree of automation of price discovery, and transparency, to include informational asymmetries between classes of market participants. Systematic differences in systems across types of financial instruments, geographical market centers, and over time are analyzed.
Book Synopsis Bogle On Mutual Funds by : John C. Bogle
Download or read book Bogle On Mutual Funds written by John C. Bogle and published by John Wiley & Sons. This book was released on 2015-04-10 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seminal work on mutual funds investing is now a Wiley Investment Classic Certain books have redefined the way we view the world of finance and investing—books that should be on every investor’s shelf. Bogle On Mutual Funds—the definitive work on mutual fund investing by one of finance’s great luminaries—is just such a work, and has been added to the catalog of Wiley’s Investment Classic collection. Updated with a new introduction by expert John Bogle, this comprehensive book provides investors with the wisdom of the pioneer of mutual funds to help you identify and execute the ideal mutual fund investment choices for your portfolio. The former Vanguard Chief Executive, Bogle has long been mutual funds' most outspoken critic; in this classic book, he provides guidance on what you should and shouldn't believe when it comes to mutual funds, along with the story of persistence and perseverance that led to this seminal work. You'll learn the differences between common stock, bond, money market, and balanced funds, and why a passively managed "index" fund is a smarter investment than a fund managed by someone making weighted bets on individual securities, sectors, and the economy. Bogle reveals the truth behind the advertising, the mediocre performance, and selfishness, and highlights the common mistakes many investors make. Consider the risks and rewards of investing in mutual funds Learn how to choose between the four basic types of funds Choose the lower-cost, more reliable investment structure See through misleading advertising, and watch out for pitfalls Take a look into this timeless classic and let Bogle On Mutual Funds show you how to invest in mutual funds the right way, with the expert perspective of an industry leader.
Book Synopsis Encyclopedia of Financial Models by : Frank J. Fabozzi
Download or read book Encyclopedia of Financial Models written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2012-10-15 with total page 3180 pages. Available in PDF, EPUB and Kindle. Book excerpt: An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models, 3 Volume Set has been created to help a broad spectrum of individuals—ranging from finance professionals to academics and students—understand financial modeling and make use of the various models currently available. Incorporating timely research and in-depth analysis, the Encyclopedia of Financial Models is an informative 3-Volume Set that covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this set includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Organized alphabetically by category, this reliable resource consists of three separate volumes and 127 entries—touching on everything from asset pricing and bond valuation models to trading cost models and volatility—and provides readers with a balanced understanding of today's dynamic world of financial modeling. Frank Fabozzi follows up his successful Handbook of Finance with another major reference work, The Encyclopedia of Financial Models Covers the two major topical areas: asset valuation for cash and derivative instruments, and portfolio modeling Fabozzi explores the critical background tools from mathematics, probability theory, statistics, and operations research needed to understand these complex models Organized alphabetically by category, this book gives readers easy and quick access to specific topics sorted by an applicable category among them Asset Allocation, Credit Risk Modeling, Statistical Tools 3 Volumes onlinelibrary.wiley.com Financial models have become increasingly commonplace, as well as complex. They are essential in a wide range of financial endeavors, and this 3-Volume Set will help put them in perspective.
Download or read book The Tobin Tax written by Mahbub ul Haq and published by New York : Oxford University Press. This book was released on 1996 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This guide to coping with financial volatility should be of interest to academics and economists with interest in finance and international development.
Book Synopsis International Financial Management by : Geert Bekaert
Download or read book International Financial Management written by Geert Bekaert and published by Cambridge University Press. This book was released on 2017-11-30 with total page 1047 pages. Available in PDF, EPUB and Kindle. Book excerpt: Combining academic theory with practical case studies, this book helps students understand global financial markets and business management.
Book Synopsis IMF Staff Papers, Volume 50, Special Issue, IMF Third Annual Research Conference by : Mr.Robert P. Flood
Download or read book IMF Staff Papers, Volume 50, Special Issue, IMF Third Annual Research Conference written by Mr.Robert P. Flood and published by International Monetary Fund. This book was released on 2003-08-25 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper discusses a model in which growth is a negative function of fiscal burden. Moreover, growth discontinuously switches from high to low as the fiscal burden reaches a critical level. The paper provides an overview of key elements of corporate bankruptcy codes and practice around the world that are relevant to the debate on sovereign debt restructuring. It also describes the broad trends in international financial integration for a sample of industrial countries and explains the cross-country and time-series variation in the size of international balance sheets.
Book Synopsis Emerging Capital Markets and Globalization by : Augusto de la Torre
Download or read book Emerging Capital Markets and Globalization written by Augusto de la Torre and published by World Bank Publications. This book was released on 2006-10-20 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Back in the early 1990s, economists and policy makers had high expectations about the prospects for domestic capital market development in emerging economies, particularly in Latin America. Unfortunately, they are now faced with disheartening results. Stock and bond markets remain illiquid and segmented. Debt is concentrated at the short end of the maturity spectrum and denominated in foreign currency, exposing countries to maturity and currency risk. Capital markets in Latin America look particularly underdeveloped when considering the many efforts undertaken to improve the macroeconomic environment and to reform the institutions believed to foster capital market development. The disappointing performance has made conventional policy recommendations questionable, at best. 'Emerging Capital Markets and Globalization' analyzes where we stand and where we are heading on capital market development. First, it takes stock of the state and evolution of Latin American capital markets and related reforms over time and relative to other countries. Second, it analyzes the factors related to the development of capital markets, with particular interest on measuring the impact of reforms. And third, in light of this analysis, it discusses the prospects for capital market development in Latin America and emerging economies and the implications for the reform agenda.
Book Synopsis Informed Traders as Liquidity Providers by : Alexandra Hachmeister
Download or read book Informed Traders as Liquidity Providers written by Alexandra Hachmeister and published by Springer Science & Business Media. This book was released on 2007-11-03 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexandra Hachmeister’s thesis empirically analyzes and positively answers the question whether informed traders provide liquidity in an open limit order book. The analyses include a detailed market description of the German equity market, a new methodological approach for the identification of informed traders as well as the analysis of the individual liquidity providing and demanding behavior of the identified informed traders.
Book Synopsis Cracking the Emerging Markets Enigma by : G. Andrew Karolyi
Download or read book Cracking the Emerging Markets Enigma written by G. Andrew Karolyi and published by Oxford University Press, USA. This book was released on 2015 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cracking the Emerging Markets Enigma outlines a rigorous, comprehensive, and practical framework for evaluating the opportunities and, more importantly, the risks of investing in emerging markets. Built on a foundation of sound research on foreign direct and portfolio capital flows, Andrew Karolyi's proposed system of evaluation incorporates multiple dimensions of the potential risks faced by prospective investors in an empirically coherent framework.
Book Synopsis Stock Market Liquidity in Chile by : Mr.Luis Brandao-Marques
Download or read book Stock Market Liquidity in Chile written by Mr.Luis Brandao-Marques and published by International Monetary Fund. This book was released on 2016-11-16 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Chile has a large but relatively illiquid stock market. Global factors such as global risk appetite and monetary policy in advanced economies are key cyclical determinants of liquidity in Chilean equities. Evidence from a cross-section of emerging markets suggests strong protection of minority shareholders can help improve stock market liquitidity. Currently, illiquid in Chilean may have to pay 31⁄2 percent more as cost of equity. Corporate governance should be improved, namely through the adoption of a stewardship code.
Book Synopsis Handbook of Quantitative Finance and Risk Management by : Cheng-Few Lee
Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Book Synopsis The Intersection of Blockchain and Energy Trading by : Sidique Gawusu
Download or read book The Intersection of Blockchain and Energy Trading written by Sidique Gawusu and published by Elsevier. This book was released on 2024-11-15 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Intersection of Blockchain and Energy Trading: Exploring Decentralized Solutions for Next-Generation Energy Markets equips readers with a practical understanding of the opportunities and challenges of this cutting-edge technology for the renewable energy markets of the future. Its multidisciplinary team of authors and editors provide a holistic guide to blockchain in energy markets, beginning with the fundamentals of energy trading and foundational principles of blockchain technology. Subsequent chapters demonstrate the applied opportunities for a variety of energy outcomes including renewable energy, decentralized energy, and electric vehicles. Essential use-cases such as demand response and ancillary services are covered, and the final chapters offer guidance on the impact of the technology for energy poverty and sustainability. Packed with models, case studies, and tools for implementation and practice, this book is an essential guide for researchers and professionals at the forefront of energy market innovation. - Introduces readers to the fundamentals of this innovative technique and its benefits for the energy trading sector - Provides clear and practical tools for the implementation of the technologies, from a multidisciplinary perspective - Demonstrates the challenges and opportunities of blockchain in enabling renewable and sustainable energy
