Accruals anomalies could be explained by the adverse selection risk induced by the information structure: the case of the Japanese securities market.

Autor: Isoyama, Hiroaki¹ (AUTHOR) h-isoyama@eco.iuk.ac.jp

Publikováno v: Cogent Economics & Finance. Jan-Dec2024, Vol. 12 Issue 1, p1-40. 40p.

Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency

Autor: Lehalle, Charles-Albert, Mounjid, Othmane

This paper is split in three parts: first we use labelled trade data to exhibit how market participants accept or not transactions via limit orders as a function of liquidity imbalance; then we develop a theoretical stochastic control framework to pr

Externí odkaz: http://arxiv.org/abs/1610.00261

THE EFFECT OF HOSTAGE POSTING ON CONSUMER GREEN BEHAVIOR THROUGH THE REDUCTION OF ADVERSE SELECTION RISK.

Autor: Soo Yeong Ewe¹ ewe.sooyeong@monash.edu, Chew, Cheryl¹

Publikováno v: AMA Winter Academic Conference Proceedings. 2023, Vol. 34, p550-552. 3p.

The paradoxical effects of market fragmentation on adverse selection risk and market efficiency

Autor: Yuxin Sun, Davide Salvatore Mare, Gbenga Ibikunle

Publikováno v: Ibikunle, G, Mare, D & Sun, Y 2020, ' The paradoxical effects of market fragmentation on adverse selection risk and market efficiency ', The European Journal of Finance . https://doi.org/10.1080/1351847X.2020.1745861

Unlike the US’s Regulation National Market System (RNMS), the EU’s Markets in Financial Instruments Directive (MiFID) does not impose a formal exchange trading linkage or guarantee a best execution price. This raises concerns about consolidated m

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eeab6f25fb9933b6e3be21226e19aee9
https://hdl.handle.net/20.500.11820/83ca45eb-373f-4cdb-a2bd-4f5e0cd26a6b

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