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Measuring Market Liquidity and Liquidity Mismatches Across Sectors
P. 131–194.
Tamara V. Teplova, Victoria A. Rodina, Research in International Business and Finance 2016 Vol. 37 P. 375–390
The last couple of decades have witnessed significant institutional and structural changes in financial sector within a worldwide trend toward consolidation. In the segment of organized trading stock exchanges merge and develop into large and diversified publicly traded companies. These processes are rather complicated in case of a transition economy like Russia. In December 2011 ...
Added: January 11, 2016
Ивлиев С. В., Арбузов В. О., Фролова М. С. et al., Financial One 2014 № 6 (69) С. 72–77
Одним из наиболее значимых изменений в структуре финансового рынка за последние несколько лет является развитие высокочастотной торговли (англ. High Frequency Trading, HFT). Согласно экспертным оценкам, она отвечает за большую часть транзакций на финансовых рынках (например, более 77% транзакций на рынке Великобритании, по данным Tabb Group) и способна критически влиять на возникновение системных нестабильностей. Например, в ...
Added: May 12, 2015
Ивлиев С. В., Арбузов В. О., Фролова М. С., Financial One 2015 № 06(69) С. 73–77
Одним из наиболее значимых изменений в структуре финансового рынка за последние несколько лет является развитие высокочастотной торговли (англ. High Frequency Trading, HFT). Согласно экспертным оценкам, она отвечает за большую часть транзакций на финансовых рынках (например, более 77% транзакций на рынке Великобритании, по данным Tabb Group) и способна критически влиять на возникновение системных нестабильностей. Например, в ...
Added: January 22, 2015
Andreev N. A., / NRU Higher School of Economics. Series WP BRP "Economics/EC". 2014. No. WP BRP 38/FE/2014.
We research the properties of implicit transaction costs function for general-shaped limit order book. Equivalent conditions for linearity of the function are presented in terms of market liquidity. We also present a suitable functional form of implicit costs for MICEX order-driven market based on high-frequency trading data. The proposed form meets the denition of costs ...
Added: October 21, 2014
Naumenko V., , in: Financial Econometrics and Empirical Market Microstructure.: NY: Springer, 2015. P. 215–223.
The aim of this paper is to consider some problems with evaluation of the impact of high frequency trading on market liquidity. The first part is devoted to difficulties of disentangling the impact of high frequency on market liquidity from other relevant factors. The remainder of the paper is intended to discuss some issues affecting ...
Added: December 10, 2013
Andreev N. A., , in: Financial Econometrics and Empirical Market Microstructure.: NY: Springer, 2015.
The problem of optimal portfolio liquidation under transaction costs has been widely researched recently, thus producing several approaches to problem formulation and solving. Obtained results can be used for decision making during portfolio selection or automatic trading at high-frequency electronic markets. This work gives a review of modern studies in this field, comparing models and ...
Added: October 21, 2013