The Task Force aimed to shed new light on the main aspects of the Markets in Financial
Instruments Directive (MiFID), drawing on the vast practical experience of the Task Force …

We use transactions data from TORQ and present empirical evidence on the cross sectional
relation between institutional trading and effective spread after controlling for trading volume …

We report our investigation of how news stories influence the behaviour of tradable financial
assets, in particular, equities. We consider the established methods of turning news events …

Liquidity refers to the ability of a financial market to trade large volumes of assets quickly at
low cost, and it covers a wide range of market dimensions including size, time and cost. Prior …

Computer trading in financial markets is a rapidly developing field with a growing number of
applications. Automated analysis of news and computation of market sentiment is a related …

Als börsennotierte Aktiengesellschaft, die mit der Frankfurter Wertpapierbörse und der Eurex
Deutschland teilrechtsfähige Anstalten des öffentlichen Rechts betreibt, ist die Deutsche …

The capital asset pricing model describes a frictionless world characterized by infinite
liquidity. In contrast, trading in an actual marketplace is replete with costs, blockages, and …

Financial markets have fundamentally changed with the application of information
technology. Market development has changed accordingly. It has become a design process; …

The chapter introduces equity market microstructure and presents an overview of the
evolving microstructure literature. After considering two features of a frictionless market …

El artículo busca desarrollar una propuesta viable para que pequeñas y medianas
empresas querealizan operaciones comerciales e industriales en la provincia del Guayas …