Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Börsenmakler"'
Autor:
Žerdoner Fesel, Andreja
Publikováno v:
Maribor
Diplomska naloga obravnava etiko na kapitalskem trgu. Področje etike je predmet različnih razprav. V začetku 21. stoletja so svet pretresli različni škandali, kot so npr. Enron, Worldcom. Investitorji po vsem svetu so zastopali stališče, da je
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1857::1b01ca49b9d58ad37a1266e58c76f484
https://dk.um.si/IzpisGradiva.php?id=38826
https://dk.um.si/IzpisGradiva.php?id=38826
Autor:
Melvin, Michael, Shand, Duncan
There are no established benchmarks for evaluating currency investment manager performance. Some analysts have suggested that known investing styles like momentum, purchasing power parity, and carry serve as benchmarks. Challenges for this approach i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5e454bfa5c2d71f4a2e33c43a9443c66
https://hdl.handle.net/10419/38911
https://hdl.handle.net/10419/38911
Autor:
Gomber, Peter, Gsell, Markus
After exchanges and alternative trading venues have introduced electronic execution mechanisms worldwide, the focus of the securities trading industry shifted to the use of fully electronic trading engines by banks, brokers and their institutional cu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2bf7addd20f538d299bdf12bb2296b4b
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/6629
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/6629
Though unambiguously outperforming all other financial markets in terms of liquidity, foreign exchange trading is still performed in opaque and decentralized markets. In particular, the two-tier market structure consisting of a customer segment and a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f78b192f78c5ad4ec0196a780f89713a
https://hdl.handle.net/10419/27667
https://hdl.handle.net/10419/27667
Autor:
Böhme, Uwe
Zugl.: Aachen, Techn. Hochsch., Diss., 2008
Externí odkaz:
http://d-nb.info/993262899/04
Dufour and Engle (J. Finance (2000) 2467) find evidence of an increased presence of informed traders when the NYSE markets are most active. No such evidence, however, can be found by Manganelli (J. Financial Markets (2005) 377) for the infrequently t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6151a16870dbf09df806a297ca6f3d12
https://hdl.handle.net/10419/65796
https://hdl.handle.net/10419/65796
Autor:
Koeppl, Thorsten V., Monnet, Cyril
Central counterparties (CCPs) have increasingly become a cornerstone of financial markets infrastructure. We present a model where trades are time-critical, liquidity is limited and there is limited enforcement of trades. We show a CCP novating trade
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a21f5e52db1edb922646b66ce9a5942e
https://hdl.handle.net/10419/43277
https://hdl.handle.net/10419/43277
Autor:
Adrian, Tobias, Shin, Hyun Song
We study a contracting model of leverage and balance sheet size for financial intermediaries that fund their activities through collateralized borrowing. Leverage and balance sheet size increase together when measured risks decrease. When the loss di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::274f3d0f77c8315388131550132062ef
https://hdl.handle.net/10419/60876
https://hdl.handle.net/10419/60876
We present a dynamic microstructure model where a dealer market (DM) and a crossing network (CN) interact. Sequentially arriving agents with different valuations for an asset maximize their profits either by trading at a DM or by submitting an order
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4c15910e1f58d5f8fccf9acd85e07d03
https://research.tilburguniversity.edu/en/publications/a63f4ee1-35ab-4fe3-a4ba-22949e7e29d2
https://research.tilburguniversity.edu/en/publications/a63f4ee1-35ab-4fe3-a4ba-22949e7e29d2
Customer order flow correlates with permanent price changes in equity and non-equity markets. We examine macro news events in the thirty-year Treasury futures market to identify causality from customer flow to risk-free rates. We remove the positive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0fc4a8c2744e969bf92259763be670a1
https://hdl.handle.net/10419/60709
https://hdl.handle.net/10419/60709