[BOOK][B] The economics of financial markets

HS Houthakker, PJ Williamson - 1996 - books.google.com
The Economics of Financial Markets puts economics to work on the daily problems faced by
investors, traders, speculators and brokers as they wrestle with increasingly diverse and …

Do daily price limits act as magnets? The case of treasury bond futures

M Arak, RE Cook - Journal of financial services research, 1997 - Springer
This article examines price behavior in the US Treasury bond futures market in the mornings
after large overnight price moves, using data from 1980 to 1987. The article tests whether …

[PDF][PDF] Price limit regulation and herd behavior in the Vietnamese stock market

TV Ha - Interfaces for Advanced Econonmic Analysis Kyoto …, 2007 - researchgate.net
This paper attempts to analyze the effectiveness of price limit regulation in the context that
herd behavior is prevalent in the Vietnamese stock market during the period January-2003 …

[PDF][PDF] Adjusted capital asset pricing models (CAPMs) with respect to the magnet effect factor (MEF) caused by the range of stock price fluctuations

M Jafaripour, M Ramezan Ahmadi, E Mazaheri… - Journal of Asset …, 2021 - amf.ui.ac.ir
AbstractThe aim of this study was to introduce the Magnet Effect Factor (MEF) caused by the
range of stock price fluctuations as a risk premium factor in the Capital Asset Pricing Model …

Evaluating market supervision through an overview of trading halts in the Portuguese stock market

J Duque, AR Fazenda - Journal of Financial Regulation and …, 2003 - emerald.com
This study concerns how well stock market regulators prevent trading by using trading halts
when they suspect asymmetric information in the market. Security trading halts in the …

[BOOK][B] Elektronischer Börsenhandel und globale Märkte: eine ökonomische Analyse der Veränderungen an Terminbörsen

T Book - 2013 - books.google.com
Die Organisation von Finanzmärkten hat durch die Einführung des elektronischen
Börsenhandels sowie die Globalisierung in den letzten Jahren einen grundlegenden …

Observed versus theoretical prices under price limit regimes

T Levy, J Yagil - Journal of Economics and Business, 2005 - Elsevier
Theory predicts that in exchange-rate target-zone there exists an S-shape relation between
observed and theoretical prices due to the credibility and intervention assumptions. Given …

[BOOK][B] Strategien mit Aktienkursindex-Instrumenten

A Gießelbach - 1989 - books.google.com
Im Rahmen des Forschungsprogramms des Instituts für das Spar-, Giro-und Kreditwesen an
der Rheinischen Friedrich-Wilhelms-Universität hat Axel Gie-Belbach die hier vorgelegte …

[BOOK][B] Circuit Breaker: Funktionen und Auswirkungen bedingter Börsenregeln

S Nabben - 2013 - books.google.com
Circuit Breaker sind zeitlich begrenzte Beschränkungen oder Unterbrechungen des
Börsenhandels, die auf schon eingetretene oder anzipierte außergewöhnliche …

[BOOK][B] Investor trading behavior and stock market returns: an empirical analysis

LLH Teh - 1993 - search.proquest.com
Investor trading behavior and stock market returns: An empirical analysis Investor trading
behavior and stock market returns: An empirical analysis Abstract This dissertation focuses on …