Costs and benefits of financial regulation: Short-selling bans and transaction taxes

I construct a proxy for the 3-month liquidity risk premium based on data from the FX forward market which enables me to (i) decompose the Libor spread into a

Price theory and market microstructure; Stochastic dierence equations; Bid, ask, and price processes in discrete time.. *The work of

In the regression we include trading volume, stock price and return volatility as control variables, and use binary time variables to study the effects of different levels

According to the feedback hypothesis, increased volatility in the stock market causes higher expected return, meaning that the volatility is the primary effect and the

This thesis investigates the relationship between macroeconomic uncertainty and stock market volatility, and how volume of trade is affected by changes in

Information, market sophistication, and firm characteristics relate to price discrimination, inventory and operating costs are associated with the determination of

When discussing financial risks, the company mainly uses a non-time-specific narrative focusing on current credit risk, currency risk, interest risk, liquidity risk, and

The aim has been to examine the trading pattern, volume and number of trades between price areas in the market, and to develop an intraday price model to examine how the prices in