Information shares and market quality before and during the European sovereign debt crisis
VG Papavassiliou, H Kinateder - Journal of International Financial Markets …, 2021 - Elsevier
We investigate information shares in the price discovery process in the euro-area sovereign
bond market across the yield curve, during both calm and crisis periods. We employ a rich …
bond market across the yield curve, during both calm and crisis periods. We employ a rich …
Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency
S Ligot, R Gillet, I Veryzhenko - Journal of International Financial Markets …, 2021 - Elsevier
Abstract In 2007, the European Markets in Financial Instruments Directive ended the
national concentration rule. As a result, market fragmentation has accelerated across …
national concentration rule. As a result, market fragmentation has accelerated across …
Does Smile help detect the UK's Price Leadership Change after MiFID?
B Mike, C Jing, Q Guo, L Xiaoxi - International Review of …, 2023 - eprints.bbk.ac.uk
We investigate intraday realised volatility, trading volume, and information transmission
following a series of changes to the Markets in Financial Instruments Directive (MiFID) in the …
following a series of changes to the Markets in Financial Instruments Directive (MiFID) in the …
[HTML][HTML] Does smile help detect the UK's price leadership change after MiFID?
M Buckle, J Chen, Q Guo, X Li - International Review of Economics & …, 2023 - Elsevier
We investigate intraday realised volatility, trading volume, and information transmission
following a series of changes to the Markets in Financial Instruments Directive (MiFID) in the …
following a series of changes to the Markets in Financial Instruments Directive (MiFID) in the …
Quality vs. Greed: Drivers of Swedish IPO Pricing A Comprehensive Analysis of IPO Valuations and the Impact of Institutional Ownership
E Andersson, T Pietsch - 2024 - gupea.ub.gu.se
This study investigates the effect of different pre-IPO institutional investors on the pricing of
Swedish initial public offerings (IPOs). Specifically, an event study and Ordinary Least …
Swedish initial public offerings (IPOs). Specifically, an event study and Ordinary Least …
Ägarförhållandets påverkan på börsintroduktioner: En studie om underprissättning kopplat till handelsplattformen First North under perioden 2017-2021
K Brandt, H Danielsson - 2022 - diva-portal.org
Title: Ownership influence on IPOs degree of underpricing linked to the trading platform First
North during the period 2017-2021. Seminar Date: August 15, 2022. Course: Independent …
North during the period 2017-2021. Seminar Date: August 15, 2022. Course: Independent …
Surveillance games: the international political economy of combatting transnational market abuse
M Kellerman - 2020 - ora.ox.ac.uk
Over the last 30 years, globalization and advances in algorithmic trading have created new
opportunities to engage in transnational market abuse, ie, insider trading and market …
opportunities to engage in transnational market abuse, ie, insider trading and market …
[PDF][PDF] İSTANBUL FİNANS MERKEZİ PROJESİNİN TÜRKİYE REFAHINA VE KALKINMAYA ETKİSİ
M ÖZTÜRK, DRFBŞ GÜLBAHAR - nek.istanbul.edu.tr
Cumhuriyetin kuruluşundan günümüze kadar kalkınma çabalarına çeşitli yeni vizyonlar
katan Türkiye bu kez yeni kalkınma vizyonunu İstanbul Uluslararası Finans Merkezi projesi …
katan Türkiye bu kez yeni kalkınma vizyonunu İstanbul Uluslararası Finans Merkezi projesi …
[PDF][PDF] Journal of International Financial Markets, Institutions & Money
S Ligot, R Gillet, I Veryzhenko - Journal of International Financial …, 2021 - dipot.ulb.ac.be
ABSTRACT In 2007, the European Markets in Financial Instruments Directive ended the
national concentration rule. As a result, market fragmentation has accelerated across …
national concentration rule. As a result, market fragmentation has accelerated across …