Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Evangelos Benos"'
Publikováno v:
Ledger, Vol 4, Iss 0 (2019)
We apply economic principles to understand how distributed ledger technology (DLT) might impact the innovation process and eventual market structure in the security settlement industry. Our main conclusions are that: i) Although DLT has the potential
Externí odkaz:
https://doaj.org/article/1affaed226904df986a2d06c848f0725
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0baee67d74a5a26c59824b8ab6ae8648
https://doi.org/10.2139/ssrn.4326769
https://doi.org/10.2139/ssrn.4326769
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ecb8896a9cc6382923b03d2e10dbabb
https://doi.org/10.2139/ssrn.4083127
https://doi.org/10.2139/ssrn.4083127
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07ebb5430a97e3aa31ce08434559263e
https://doi.org/10.2139/ssrn.4106520
https://doi.org/10.2139/ssrn.4106520
We use transactional data from the USD and EUR segments of the plain vanilla interest rate swap market to assess the impact of the Dodd-Frank mandate that US persons must trade certain swap contracts on Swap Execution Facilities (SEFs). We find that,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63a578913d4f0a8a79978b51f4edddd5
https://openaccess.city.ac.uk/id/eprint/20407/1/BPV_final_JFQA_style_requirements_edits2.pdf
https://openaccess.city.ac.uk/id/eprint/20407/1/BPV_final_JFQA_style_requirements_edits2.pdf
Autor:
Evangelos Benos, Filip Žikeš
Publikováno v:
Journal of Financial Markets. 39:24-43
Using primary dealer transactional data from the government bond (gilt) market in the United Kingdom, we identify a new channel through which dealer funding constraints may impair liquidity in two-tiered OTC markets. The key finding is that funding c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::497c9cb5ff6cca6d7e23910d65832280
https://doi.org/10.1016/j.finmar.2018.01.002
https://doi.org/10.1016/j.finmar.2018.01.002
Autor:
Biliana Alexandrova-Kabadjova, Evangelos Benos, Jo Braithwaite, Jorge Cruz Lopez, Ronald Heijmans, Mark Manning, David Murphy, Francisco Rivadeneyra
Publikováno v:
Journal of Financial Market Infrastructures. 6:1-20
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f26add85729edfcb63eeaa1dbd5f61ef
https://doi.org/10.21314/jfmi.2018.086
https://doi.org/10.21314/jfmi.2018.086
Publikováno v:
Ledger, Vol 4, Iss 0 (2019)
Distributed ledger technology (DLT) is a database architecture which enables the keeping and sharing of records in a distributed and decentralized way, while ensuring its integrity through the use of consensus-based validation protocols and cryptogra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12f8d1c9efc7ed23864dca80a7944db5
http://ledger.pitt.edu/ojs/index.php/ledger/article/view/144
http://ledger.pitt.edu/ojs/index.php/ledger/article/view/144
Autor:
Evangelos Benos, Satchit Sagade
Publikováno v:
Journal of Financial Markets. 30:54-77
We quantify the price discovery contributions of high-frequency traders (HFTs) in the United Kingdom equity market and examine how it varies in their cross-section. For this, we group individual HFTs according to their liquidity taking/making activit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10f93ed41d8e5899a500f0ed4e627b7e
https://doi.org/10.1016/j.finmar.2016.03.004
https://doi.org/10.1016/j.finmar.2016.03.004
Using unique transactions data for individual high-frequency trading (HFT) firms in the UK equity market, we examine if the trading activity of individual HFT firms is contemporaneously and dynamically correlated with each other, and what impact this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5679750fa306d50e781956bd16dffa58