Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Clinton Watkins"'
Autor:
Kentaro Iwatsubo, Clinton Watkins
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 12; Pages: 593
Arbitrage and liquidity are interrelated. Liquidity facilitates arbitrageurs’ trading on deviations from the law of one price. However, whether arbitrage opportunity leads to an increase or decrease in liquidity depends on the cause of the deviatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2c9060740e7971ccd97a3b1602f0a157
Autor:
Kentaro Iwatsubo, Clinton Watkins
Publikováno v:
SSRN Electronic Journal.
Recent research suggests that foreign investors improve the informational efficiency of national stock markets. We examine how foreign investors contribute to efficiency. We model the influence of domestic and foreign investors’ trades on the effic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22a2c8136e405a2bf5fca00561626ca0
https://doi.org/10.2139/ssrn.3787804
https://doi.org/10.2139/ssrn.3787804
Publikováno v:
Pacific-Basin Finance Journal. 72:101710
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18b9e05e2f96c05da24f84e5b2b6d1c8
https://hdl.handle.net/20.500.14094/90009610
https://hdl.handle.net/20.500.14094/90009610
Publikováno v:
Journal of Commodity Markets. 11:59-71
We investigate intraday seasonality in, and relationships between, informational efficiency, volatility, volume and liquidity. Platinum and gold, both traded in overlapping sessions in Tokyo and New York, provide an interesting comparison because Tok
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f11abc4d51bc9359e0cbaea8c3fa7a2
https://hdl.handle.net/20.500.14094/90005182
https://hdl.handle.net/20.500.14094/90005182
Publikováno v:
E-Prints Complutense. Archivo Institucional de la UCM
instname
Sustainability, Vol 11, Iss 5, p 1366 (2019)
E-Prints Complutense: Archivo Institucional de la UCM
Universidad Complutense de Madrid
Sustainability
Volume 11
Issue 5
Sustainability (Switzerland), 11(5):1366. Multidisciplinary Digital Publishing Institute (MDPI)
instname
Sustainability, Vol 11, Iss 5, p 1366 (2019)
E-Prints Complutense: Archivo Institucional de la UCM
Universidad Complutense de Madrid
Sustainability
Volume 11
Issue 5
Sustainability (Switzerland), 11(5):1366. Multidisciplinary Digital Publishing Institute (MDPI)
International and domestic rankings of academics, academic departments, faculties, schools and colleges, institutions of higher learning, states, regions, and countries are of academic and practical interest and importance to students, parents, acade
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::177440430df475bebbe5d6b830e5f5db
https://eprints.ucm.es/id/eprint/54807/1/1915.pdf
https://eprints.ucm.es/id/eprint/54807/1/1915.pdf
Autor:
Clinton Watkins, Kentaro Iwatsubo
Publikováno v:
Pacific-Basin Finance Journal. 67:101548
Recent research suggests that foreign investors improve the informational efficiency of national stock markets. We examine how foreign investors contribute to efficiency. We model the influence of domestic and foreign investors' trades on the efficie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de518c5495ab386f50652e0144815af2
https://doi.org/10.1016/j.pacfin.2021.101548
https://doi.org/10.1016/j.pacfin.2021.101548
Autor:
Kentaro Iwatsubo, Clinton Watkins
Publikováno v:
International Review of Financial Analysis. 67:101404
We present evidence on the asymmetric information content of six investor groups' transactions in the gold, platinum, gasoline and rubber futures markets on the Tokyo Commodity Exchange. Microstructure theory suggests that traders with superior infor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::665fb07d5bf2359ff384a133006ae283
https://hdl.handle.net/20.500.14094/90006728
https://hdl.handle.net/20.500.14094/90006728
Autor:
Michael McAleer, Clinton Watkins
Publikováno v:
Mathematics and Computers in Simulation. 78:237-249
Within the industrial metals industry, there has been a great deal of interest surrounding trends in metals market volatility over time. This paper uses a rolling AR(1)-GARCH(1,1) model to estimate and forecast the volatility processes for daily retu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4f9b791d359a518cd9a7b9abf546ee1
https://doi.org/10.1016/j.matcom.2008.01.015
https://doi.org/10.1016/j.matcom.2008.01.015
Autor:
Clinton Watkins, Michael McAleer
Publikováno v:
Applied Financial Economics. 16:853-880
The London Metal Exchange (LME) is the most important centre for spot and futures trading in the main industrially-used non-ferrous metals. In this paper, data on 3-month futures contracts for aluminium, aluminium alloy, copper, lead, nickel, tin and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7ec5644845c769bc88ddf7bd3d697b5c
https://doi.org/10.1080/09603100600756514
https://doi.org/10.1080/09603100600756514
Autor:
Clinton Watkins, Michael McAleer
Publikováno v:
Mathematics and Computers in Simulation. 68:567-579
Related commodity markets have two characteristics: (i) they may be expected to follow similar volatility processes; (ii) such markets are frequently represented by a market aggregate or index. Indices are used to represent the performance and aggreg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0127d04f981befeddcc33a8d4db5738f
https://doi.org/10.1016/j.matcom.2005.02.016
https://doi.org/10.1016/j.matcom.2005.02.016