Zobrazeno 1 - 10
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pro vyhledávání: '"John S Roberts"'
Publikováno v:
The Journal of Economic Asymmetries. 27:e00288
Publikováno v:
Financial Markets, Institutions & Instruments. 30:3-28
This paper proposes Entity-Netted Notionals (ENNs) as a metric of interest rate risk transfer in the interest rate swap (IRS) market. Unlike the ubiquitous metric of notional amount, ENNs normalize for risk and account for the netting of longs and sh
Autor:
Raymond P.H. Fishe, John S. Roberts
Publikováno v:
SSRN Electronic Journal.
We model the decision to exhaust depth by high speed traders, which either flips the best bid or ask quote to the opposite side or widens the spread. Such events are common and often revert to the previous best quote levels. Consistent with the model
Autor:
Michel A. Robe, John S. Roberts
Publikováno v:
SSRN Electronic Journal.
We use non-public data regarding all trader-level futures positions, reported to the U.S. grain and oilseed derivatives market regulator (the CFTC), in order to describe the nature of market participants, the maturity structure of their holdings, and
Autor:
John S. Roberts
Have you wondered if you're making the right decisions when it comes to raising your daughter? Over the last years, there has been a lot of confusion about the role of girls and boys in our society. It's easy to see why parents are left with lots of
Autor:
Jean-Marie Parker, John S. Roberts
Have you wondered if you're making the right decisions when it comes to raising your daughter? Over the last years, there has been a lot of confusion about the role of girls and boys in our society. It's easy to see why parents are left with lots of
Autor:
John S. Roberts
Have you wondered if you're making the right decisions when it comes to raising your child? Over the last years, there has been a lot of confusion about the role of boys and girls in our society. It's easy to see why parents are left with lots of una
Autor:
John S. Roberts
Have you wondered if you're making the right decisions when it comes to raising your sons and daughters? Over the last years, there has been a lot of confusion about the role of boys and girls in our society. It's easy to see why parents are left wit
Autor:
John S. Roberts
Have you wondered if you're making the right decisions when it comes to raising your son? Over the last years, there has been a lot of confusion about the role of boys and men in our society. It's easy to see why parents are left with lots of unanswe
Publikováno v:
Finance and Economics Discussion Series. 2017
In electronic, liquid markets, traders frequently change their positions. The distribution of these trader position changes carries important information about liquidity demand in the market. From this distribution of trader position-changes, we cons