Much discussed transaction tax, also known as Tobin tax, is often said to benefit small investors. These mom-n-pop traders, the thinking goes, would fare better if the transaction tax eliminated sele ...
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One problem faces most risk managers: how to estimate potential exposure to factors that are uncertain themselves. For example, a stock return may be dependent on the general condition of the economy ...
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Treasury International Capital, Foreign Demand for Long-Term U.S. Securities, figures are scheduled for release on 2011-09-16 09:00:00 EST.
Quant response of prices of selected ETFs to a +1% change ...
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Broker-dealers often “guarantee” their clients execution at the market price at a certain time of day or better price. Typical intraday benchmarks include
What are the key characteristics of NASDAQ from an execution trader’s perspective? A new study by Nicolaus Hautsch and Ruihong Huang address this question.
Hautsch and Huang (2011) observe the ...
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