Zobrazeno 1 - 10
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pro vyhledávání: '"Floating rate note"'
Akademický článek
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Autor:
Pradipkumar Ramanlal, Manish Tewari
Publikováno v:
International Journal of Finance & Banking Studies (2147-4486). 10:01-11
We examine the security and firm characteristics of a sample of 2,027 non-convertible investment grade floating rate securities (bonds) issued by the US based firms between 1980 and 2018. These bonds pay a coupon based on short term reference rate, s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3d6bdf598ee8c4f805bdee93a6567c80
https://doi.org/10.20525/ijfbs.v10i4.1357
https://doi.org/10.20525/ijfbs.v10i4.1357
Autor:
Kaya Tokmakcioglu, Emre Su
Publikováno v:
Borsa Istanbul Review, Vol 21, Iss 3, Pp 227-238 (2021)
This paper compares performances of bid-ask spread measures and analyzes bond-level characteristics' effects on the bid-ask spread for Turkish sovereign bonds traded in Borsa Istanbul. We use intraday order data to establish a relative quoted bid-ask
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3bc08b62206668c32ac9e1fa60177fa6
http://www.sciencedirect.com/science/article/pii/S2214845020300661
http://www.sciencedirect.com/science/article/pii/S2214845020300661
Autor:
Guillermo Peña
Publikováno v:
Economics and Business Letters. 10:208-216
Banking has driven the development of the world for centuries. An interesting issue to analyze is the optimal spread on financial products reflecting the value added that does not generate economic distortions for consumers in intertemporal decisions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::062df03ee57000439fab0eb497766af2
https://doi.org/10.17811/ebl.10.3.2021.208-216
https://doi.org/10.17811/ebl.10.3.2021.208-216
Publikováno v:
The Quarterly Review of Economics and Finance. 80:367-373
The NYSE's Retail Liquidity Program (RLP) is a novel, restricted-access venue, in which orders cannot originate from a trading algorithm or any other computer methodology, designed to attract retail orders by offering price improvement. The mean pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad1cedb385ec549ce8a8bd3be1aede8c
https://doi.org/10.1016/j.qref.2021.03.009
https://doi.org/10.1016/j.qref.2021.03.009
Publikováno v:
American Journal of Agricultural Economics. 103:743-764
The Commodity Futures Trading Commission (CFTC) recently identified large intra‐day price changes or “flash events” in continuously traded commodity futures markets. These flash events fueled discussion on whether futures markets are becoming l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::130ff10bcbef16972097fdde77eedf1d
https://doi.org/10.1111/ajae.12146
https://doi.org/10.1111/ajae.12146
Autor:
Czesław Bartlomiej Martysz
Publikováno v:
Finanse i Prawo Finansowe, Pp 101-117 (2021)
Finanse i Prawo Finansowe, Vol 3, Iss 27, Pp 91-107 (2020)
Finanse i Prawo Finansowe, Vol 3, Iss 27, Pp 91-107 (2020)
After the Getback SA scam, a special Bond Issuers’ Register (RZE) was created to strengthen market supervision, which makes it easier for investors to search for information on debt securities. Thanks to this register, we can finally learn about th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8f78c8bdc46e6c34ce7dd929508ca74
https://doi.org/10.18778/2391-6478.3.27.05
https://doi.org/10.18778/2391-6478.3.27.05
Publikováno v:
Journal of Financial Economics. 137:637-658
We find that Treasury floating rate notes (FRNs) trade at a significant premium relative to the prices of Treasury bills and notes. This premium is directly related to the near-constant nature of FRN prices and is correlated with measures reflecting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fca02fb05a48ae1c8163796646e4a3ac
https://doi.org/10.1016/j.jfineco.2020.04.006
https://doi.org/10.1016/j.jfineco.2020.04.006
STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM
Publikováno v:
Journal of Financial Research. 43:373-406
We study the impact of capital market openness on high‐frequency market quality in China. The Shanghai–Hong Kong Stock Connect program (SHHKConnect) opens China's stock market to foreign investors and offers a natural experiment to investigate th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce1debce10487a98aee4652204e30196
https://doi.org/10.1111/jfir.12210
https://doi.org/10.1111/jfir.12210
Akademický článek
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