[HTML][HTML] Technology and automation in financial trading: A bibliometric review
In this bibliometric study, the significant transformations in the financial sector brought about
by automation and technological advancements from 1984 to 2022 are explored. A total of …
by automation and technological advancements from 1984 to 2022 are explored. A total of …
[BOOK][B] Indices, Index Funds and ETFs: Exploring HCI, Nonlinear Risk and Homomorphisms
MIC Nwogugu - 2019 - books.google.com
Indices, index funds and ETFs are grossly inaccurate and inefficient and affect more than€
120 trillion worth of securities, debts and commodities worldwide. This book analyzes the …
120 trillion worth of securities, debts and commodities worldwide. This book analyzes the …
The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Using the adoption of the Arrowhead trading platform in January 2010 as an exogenous
event, we investigate the effects of algorithmic trading on stock market liquidity and …
event, we investigate the effects of algorithmic trading on stock market liquidity and …
Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage
MIC Nwogugu, MIC Nwogugu - Indices, Index Funds And ETFs: Exploring …, 2018 - Springer
Abstract Around the world, Index Arbitrage and ETF Arbitrage remains a major problem (this
chapter does not cover the arbitrage of Mutual Funds). The US Congress and many …
chapter does not cover the arbitrage of Mutual Funds). The US Congress and many …
Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds
This study examines the impact of message traffic restrictions on the relative pricing
efficiency of futures market. In particular, this paper investigates the return correlation …
efficiency of futures market. In particular, this paper investigates the return correlation …
The effect of algorithmic trading on the liquidity of investors' shares Iranian stock exchange market
H Shammakhi - Journal of Investment Knowledge, 2023 - jik-ifea.ir
The development of financial markets is impossible without the development of financial
instruments and institutions. With the design and development of new financial instruments …
instruments and institutions. With the design and development of new financial instruments …
Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation
This paper examines the relationship between limit order submissions and liquidity. We find
that there is a negative relationship between the limit order arrival rate and the depth at the …
that there is a negative relationship between the limit order arrival rate and the depth at the …
Connectivity costs and price efficiency: An event study
This paper investigates the impact of changes in the speed and pricing of direct market
access on market efficiency, as measured by the frequency, duration, and profitability of …
access on market efficiency, as measured by the frequency, duration, and profitability of …
[PDF][PDF] Empirical investigation of futures markets quality: the role of queue length, information costs, and technological improvements
O Kovačević - 2020 - figshare.mq.edu.au
This dissertation provides an investigation of the impact of improvements in trading
technology on the efficiency of financial markets. It is composed of three empirical tests …
technology on the efficiency of financial markets. It is composed of three empirical tests …
The Impact of regulatory changes on derivates markets
J Wen - 2022 - figshare.mq.edu.au
This dissertation investigates the impact of regulatory changes on derivatives markets. The
importance of theseissues is underscored by the increasing prevalence of derivative …
importance of theseissues is underscored by the increasing prevalence of derivative …