Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Martin Haferkorn"'
Publikováno v:
Revista de Estabilidad Financiera. :39-70
Los mercados de derivados energéticos se vieron sumidos en turbulencias tras la invasión de Ucrania por parte de Rusia, ya que los precios del gas natural y de la electricidad se dispararon, en un contexto de volatilidad elevada y de deterioro sign
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ee790b332731ab2f4c69088b9d0f41f
https://doi.org/10.53479/30051
https://doi.org/10.53479/30051
Publikováno v:
Business & Information Systems Engineering. 65:7-24
High-frequency traders account for a significant part of overall price formation and liquidity provision in modern securities markets. In order to react within microseconds, high-frequency traders depend on specialized low latency infrastructure and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b553161097f93f0e5651639fbe0c9510
https://doi.org/10.1007/s12599-022-00768-6
https://doi.org/10.1007/s12599-022-00768-6
Autor:
Antoine Bouveret, Martin Haferkorn
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7150b8bd933450c65829c47de17afdf1
https://doi.org/10.2139/ssrn.4165572
https://doi.org/10.2139/ssrn.4165572
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd7e4beb5d2f3b0db78ae5d62e78f259
https://doi.org/10.2139/ssrn.4079512
https://doi.org/10.2139/ssrn.4079512
Publikováno v:
SSRN Electronic Journal.
Building on data collected under the EMIR framework, we provide new insight into the type of derivatives that are traded by UCITS equity funds, why some of them trade derivatives whilst others do not, what makes some more active traders and to what e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b39258ff33e1e2b680c4294e3f9c199
https://doi.org/10.2139/ssrn.3773062
https://doi.org/10.2139/ssrn.3773062
This paper explores limit order book resiliency following liquidity shocks in the presence of high-frequency traders. Based on a unique data set that enables the identification of orders submitted by algorithms and subscribers of co-location services
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a5937c73d7e42326666e4a1203a4c3d
http://publikationen.ub.uni-frankfurt.de/files/58960/jfir.12229.pdf
http://publikationen.ub.uni-frankfurt.de/files/58960/jfir.12229.pdf
Autor:
Martin Haferkorn
Publikováno v:
Journal of Information Technology. 32:283-296
Securities trading underwent a major transformation within the last decade. This transformation was mainly driven by the regulatory induced fragmentation and by the increase of high-frequency trading (HFT). On the basis of the electronic market hypot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c3bec0edca448ae7570032f433f3773c
https://doi.org/10.1057/s41265-016-0030-6
https://doi.org/10.1057/s41265-016-0030-6
Publikováno v:
SSRN Electronic Journal.
Enterprise Systems play a key role in securities trading. Exchange operators spend great effort in overhauling their IT-infrastructure to satisfy the needs of market participants who require faster and more resilient order management cycles. Previous
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9926f6985503cddd358b78577a494cdf
https://doi.org/10.2139/ssrn.3436690
https://doi.org/10.2139/ssrn.3436690
Publikováno v:
The Journal of Trading. 12:42-54
Circuit breakers are important mechanisms used to prevent excess short-term volatility and to ensure price continuity. This article presents the results of an international survey on the design and application of circuit breakers on trading venues wo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24a4d97a5d1f43c2dce5cc3aa41116ee
https://doi.org/10.3905/jot.2017.12.1.042
https://doi.org/10.3905/jot.2017.12.1.042
Publikováno v:
SSRN Electronic Journal.
Circuit Breakers are widely implemented in 2016. Currently, the majority (86%) of the responding trading venues use circuit breakers to ensure investor protection and to increase market integrity and stability. Compared to the previous study (WFE, 20
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3de98ee1394d879637bf142e1401e17
https://doi.org/10.2139/ssrn.3120370
https://doi.org/10.2139/ssrn.3120370