Research

>> In Depth

December 27, 2011, 5:51 GMT

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 ...
Read More

December 7, 2011, 15:08 GMT

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 ...
Read More

September 15, 2011, 21:00 GMT

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 ...
Read More

September 8, 2011, 23:55 GMT

Broker-dealers often “guarantee” their clients execution at the market price at a certain time of day or better price.  Typical intraday benchmarks include

August 31, 2011, 14:35 GMT

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 ...
Read More