Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Olga Klein"'
Autor:
Fenia Ferra, Eva Drewelow, Olga Klein, Marcel Daum, Peggy Walde, Kai Gerullis, Ingo Kilimann, Jack Tomlin, Stefan Teipel, Birgit Völlm
Publikováno v:
Research Involvement and Engagement, Vol 9, Iss 1, Pp 1-10 (2023)
Abstract Background The use of participatory research approaches in the field of dementia and forensic mental health research has been on the rise. Advisory board structures, involving people with lived experience (PWLE), have frequently been used fo
Externí odkaz:
https://doaj.org/article/e4771e4abae34b35b30eca28e216be5e
Autor:
Olga Klein, Shiyun Song
This paper examines the effects of Chi-X, a pan-European multilateral trading facility, on intraday liquidity co-movements within European equity markets. Chi-X enables simultaneous trading of all European equities on a single trading platform. Furth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a7d865f305b1288d3b6e6b5f35437e96
http://wrap.warwick.ac.uk/152109/1/WRAP-Commonality-intraday-liquidity-multilateral-trading-facilites-Chi-X-Europe-2021.pdf
http://wrap.warwick.ac.uk/152109/1/WRAP-Commonality-intraday-liquidity-multilateral-trading-facilites-Chi-X-Europe-2021.pdf
Autor:
Daniel B. Klein, Olga Klein
Publikováno v:
SSRN Electronic Journal.
This paper examines information processing skills of institutional investors after earnings releases. If institutions correctly process earnings signals, their trades should push the price towards the new fundamental value. However, if they mechanica
Publikováno v:
Journal of Financial Markets, 34, 48-68. Elsevier
We test two complementary theories of optimal trading strategies by analyzing transaction patterns of corporate insiders: Information-based theories predict that investors trade faster if they compete with others for exploiting the same information.
Publikováno v:
SSRN Electronic Journal.
Autor:
Olga Klein, Shiyun Song
Publikováno v:
SSRN Electronic Journal.
This paper examines the effects of multimarket high-frequency trading (HFT) activity on liquidity co-movements across different markets. Multimarket trading by HFTs connects individual markets in a single network, which should induce stronger network
Publikováno v:
SSRN Electronic Journal.
We examine whether commonality in liquidity arises from style investing. We sort stocks into styles along widely-used size and growth dimensions, and show that style-related commonality in liquidity is significant, dominates commonality in liquidity
Autor:
Olga Klein
Publikováno v:
SSRN Electronic Journal.
This paper examines how aggressive trading by speed-sensitive arbitrageurs affects market efficiency. At first glance, aggressive trading appears beneficial, because it enables quicker price changes and can help arbitrageurs push the price quickly to
Autor:
Olga Klein
Publikováno v:
SSRN Electronic Journal.
This paper investigates whether standard measures of information asymmetry can detect temporary increases in informed trading in periods before tender offer announcements and in periods preceding first rumors about bankruptcy filings. Empirical findi