Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Sagade, Satchit"'
Publikováno v:
In Journal of Financial Economics September 2024 159
Autor:
Gomber, Peter, Sagade, Satchit, Theissen, Erik, Weber, Moritz Christian, Westheide, Christian
Publikováno v:
In Journal of Financial Markets June 2023 64
Autor:
Bernales, Alejandro, Garrido, Nicolás, Sagade, Satchit, Valenzuela, Marcela, Westheide, Christian
Publikováno v:
Journal of Financial & Quantitative Analysis; Feb2024, Vol. 59 Issue 1, p221-248, 28p
Autor:
Benos, Evangelos, Sagade, Satchit
Publikováno v:
In Journal of Financial Markets September 2016 30:54-77
Using a comprehensive panel of 2,969,829 stock-day data provided by the Securities and Exchange Commission (MIDAS), we find that HFT activity in the stock market increases market-making costs in the options markets. We consider two potential channels
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______206::c1fb2f03e4ec1a45fada8f36c1129e6a
http://eprints.lse.ac.uk/118885/
http://eprints.lse.ac.uk/118885/
Colocation services offered by stock exchanges enable market participants to achieve execution costs for large orders that are substantially lower and less sensitive to transacting against high-frequency traders. However, these benefits manifest only
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0194cef488a8ebb6fe1f3d57979e48d0
https://hdl.handle.net/10419/266687
https://hdl.handle.net/10419/266687
Autor:
Bernales, Alejandro, Garrido, Nicolás, Sagade, Satchit, Valenzuela, Marcela, Westheide, Christian
By employing a dynamic model with two limit order books, we show that fragmentation is associated with reduced competition among liquidity suppliers and lower picking-off risk of limit orders. Due to these countervailing channels, the impact of fragm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d40743499465ed2d31fb38e21cfb3f66
https://hdl.handle.net/10419/225341
https://hdl.handle.net/10419/225341
Market fragmentation and technological advances increasing the speed of trading altered the functioning and stability of global equity limit order markets. Taking market resiliency as an indicator of market quality, we investigate how resilient are t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d7224ba668a7e035edf6b6643921062c
https://hdl.handle.net/10419/225288
https://hdl.handle.net/10419/225288
Autor:
Gomber, Peter1, Sagade, Satchit1,2 sagade@safe.uni-frankfurt.de, Theissen, Erik3, Weber, Moritz Christian1, Westheide, Christian2,3
Publikováno v:
Journal of Economic Surveys. Jul2017, Vol. 31 Issue 3, p792-814. 23p.
We show that "quasi-dark" trading venues, i.e., markets with somewhat non-transparent trading mechanisms, are important parts of modern equity market structure alongside lit markets and dark pools. Using the European MiFID II regulation as a quasi-na
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::755b32ea3ad595016576b601df07a118
https://hdl.handle.net/10419/200114
https://hdl.handle.net/10419/200114