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Efficiency and Liquidity

The Committee for Improving TASE Trading Efficiency and Liquidity

The Committee for Improving TASE Trading Efficiency and Liquidity

... Part A 1. The committee was established on the backdrop of the low trading volume on the TASE in recent years, which adversely affects the liquidity and efficiency of the secondary capital market, and ...
Cross sectional analysis of pricing efficiency, liquidity, and information asymmetry

Cross sectional analysis of pricing efficiency, liquidity, and information asymmetry

... price efficiency and liquidity combined with informed trading in the cross-sectional regression in the intraday ...between liquidity and return ...in liquidity and a reduction in the minimum ...

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Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without Insiders

Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without Insiders

... informational efficiency at all but depresses market liquidity ...market liquidity) as an impact of insider behavior leads to the conclusion that our call markets react „as if“ all subjects behave ...

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Corporate Bond Market Transparency: Liquidity Concentration, Informational Efficiency, and Competition*

Corporate Bond Market Transparency: Liquidity Concentration, Informational Efficiency, and Competition*

... customer volume reported by low cost dealers. Therefore, we also reject our third hypothesis that transparency reduces transaction costs because of improved price competition. Overall, we reject all three of our ...

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The Committee to Improve Trade Efficiency and Liquidity on the Tel-Aviv Stock Exchange

The Committee to Improve Trade Efficiency and Liquidity on the Tel-Aviv Stock Exchange

... market liquidity migration, new financial instruments, risk management strategies, risks inherent in new securities or combinations thereof are constantly ...trade liquidity and efficiency (new ...

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Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity

Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity

... on liquidity stemmed from the structural changes which have been taking place in financial ...barriers, efficiency improvements and increased confidence in European markets has attracted new investors from ...

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An Intraday Analysis of the Market Efficiency-liquidity Relationship: The Case of BVB Stock Exchange

An Intraday Analysis of the Market Efficiency-liquidity Relationship: The Case of BVB Stock Exchange

... market efficiency and liquidity on an emerging market, the Romanian financial ...of efficiency and liquidity, the result still provides a positive relationship between these two factors ...

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Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets

Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets

... The second criterion, the number of market makers in a dealer market, leads to the differentiation in a monopolistic and a multi-dealer environment. On the other hand, an auction market collects the orders of the ...

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Determining liquidity risk, profitability and cost efficiency of Islamic banks in selected OIC countries

Determining liquidity risk, profitability and cost efficiency of Islamic banks in selected OIC countries

... Genetay, ., Lin, ., & Molyneux. (2015). Bank competition, efficiency and liquidity creation in Asia Pacific. Springer. Retrieved November 22, 2017, from https://books.google.com.my/books?isbn=1137533846 ...

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The Winners and Losers of the Zero-Sum Game: The Origins of Trading Profits, Price Efficiency and Market Liquidity

The Winners and Losers of the Zero-Sum Game: The Origins of Trading Profits, Price Efficiency and Market Liquidity

... "pure" traders, noise traders, hedgers, uninformed investors, indexers, pseudo-informed traders, fledglings and gamblers. We will describe each of these traders, explain how their trading generates profits or losses, and ...

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Livin on the Edge with Ratings: Liquidity, Efficiency and Stability

Livin on the Edge with Ratings: Liquidity, Efficiency and Stability

... the liquidity, efficiency and stability of asset trading and rating acquisition, and to evaluate whether various reform proposals are effective in improving market resilience without compromising ...

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The Efficiency in Liquidity Measures during the US Monetary Announcements

The Efficiency in Liquidity Measures during the US Monetary Announcements

... the efficiency of the ten most important liquidity measures in estimating liquidity of Asian and Latin American emerging stock markets, and then the time-series behavior for each liquidity ...

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Simulation studies of liquidity needs, risks and efficiency in payment networks

Simulation studies of liquidity needs, risks and efficiency in payment networks

... the liquidity needs of ...substantial liquidity savings – although the liquidity saved is only a fraction of the spare liquidity currently posted in the ...to liquidity pooling rather ...

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Intraday spot foreign exchange market. Analysis of efficiency, liquidity and volatility.

Intraday spot foreign exchange market. Analysis of efficiency, liquidity and volatility.

... the efficiency, liquidity and risk seen by a trader, particularly concentrating on analysis of high frequency data for intraday ...its liquidity is being independent from regional trading ...

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Effect Of Capital, Liquidity, Efficiency, Performance On Profitability In Sharia Commercial Banks in Indonesia

Effect Of Capital, Liquidity, Efficiency, Performance On Profitability In Sharia Commercial Banks in Indonesia

... capital, liquidity, efficiency, banking performance on profitability in Islamic Commercial Banks in Indonesia in ...(2) liquidity has a positive and significant influence on profitability, (3) ...

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Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions

Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions

... of efficiency of central bank intervention policies within the current global financial ...improve liquidity, restore investor confidence and avoid a global credit ...short-term efficiency of these ...

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The consequences of online information dissemination on stock market liquidity and efficiency: Implications on African markets

The consequences of online information dissemination on stock market liquidity and efficiency: Implications on African markets

... Today, the response of stock prices world-wide tends to promptly occur irrespective of the geographical locations and national boundaries separating the stock exchanges. It is not questionable that the internet, which ...

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Do cost efficiency affects liquidity risk in banking? evidence from selected OIC countries

Do cost efficiency affects liquidity risk in banking? evidence from selected OIC countries

... cost efficiency on liquidity risk of Islamic banks in OIC countries from 1999 to ...cost efficiency by using DEA approach; and apply panel dynamic system GMM model to examine the factors determining ...

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An Analysis of Bitcoin Market Efficiency Through Measures of Short-Horizon Return Predictability and Market Liquidity

An Analysis of Bitcoin Market Efficiency Through Measures of Short-Horizon Return Predictability and Market Liquidity

... ~22,800. The price predictability also falls greatly during this interval compared to the previous ones. During this time period, knowledge of Bitcoin began to grow and interest grew exponentially. As a result, many ...

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THE IMPACT OF AUTOMATION ON LIQUIDITY, VOLATILITY, STOCK RETURNS AND EFFICIENCY: EVIDENCE FROM THE TUNISIAN STOCK MARKET

THE IMPACT OF AUTOMATION ON LIQUIDITY, VOLATILITY, STOCK RETURNS AND EFFICIENCY: EVIDENCE FROM THE TUNISIAN STOCK MARKET

... In contrast, Pirrong (1996) has shown that automated exchanges can be deeper and more liquid than open outcry exchanges. Naidu & Rozeff (1994) note an increase of volatility and liquidity as well as an ...

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