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941.
We examine the behaviour of stock prices during the period around the transfer to the Marchéà Règlement Mensuel . First, we discuss the financial reasons, which can justify abnormal returns around the transfer. Second, an event study based on a sample of 71 firms is set up to test the existence of the exchange listing effect on the French market. Third, we explore three hypotheses in order to explain the impact on stock returns: the informative content of the transfer, the increase in the relative size of the firm's investor base, and the reduction of trading costs (immediacy and adverse selection). Cross–sectional regressions show that the increase in the relative size of the firm's investor base is the only variable, which helps to explain the valuation effect. 相似文献
942.
Carole Gresse 《European Financial Management》2006,12(2):143-160
This article provides new insights into market competition between traditional exchanges and alternative trading systems in Europe. It investigates the relationship between the trading activity of a crossing network (CN) and the liquidity of a traditional dealer market (DM) by comparing data from the SEAQ quote‐driven segment of the London Stock Exchange (LSE) and internal data from the POSIT crossing network. A cross‐sectional analysis of bid‐ask spreads shows that DM spreads are negatively related to CN executions. Risk‐sharing benefits from CN trading dominate fragmentation and cream‐skimming costs. Further, risk‐sharing gains are found to be related to dealer trading in the CN. 相似文献
943.
This paper examines the price response to large block transactions on the Australian Stock Exchange during the 1999 sample period. We find asymmetry in the price reaction between buyer‐ and seller‐initiated trades with respect to size and resiliency following the trade. We extend previous research by examining order book changes surrounding block trades and relating price effects to changes in book depth. Purchases are associated with persistent order book imbalance, while the sales imbalance is insignificant. Cross‐sectional analysis demonstrates that price resiliency following a trade is related to the speed at which limit orders arrive to replenish book depth. 相似文献
944.
Gurbachan Singh 《Economics of Transition》2005,13(4):731-757
Return obtained by diversification is based on average quality. Similarly, under asymmetric information, the price at which an asset can be sold reflects the average quality of assets. Therefore, 4under some conditions, sale of an asset under asymmetric information is a useful alternative to diversification. This idea is developed with a model that incorporates a liquidity shock. One key result is that investment in real assets is higher under asymmetric information than under symmetric information. The model can explain why the ratio of real assets to financial assets is higher in emerging economies than in developed countries. 相似文献
945.
Jianbing Huang Wei Hu 《现代会计与审计》2006,2(4):22-30
This paper studies the relationship between fund investment and market liquidity by using Chinese security market data. The results show that, among several measures of market liquidity, the indexes based on volume, such as turnover and market depth, have a deeper impact on fund investment decision. Furthermore, the relationship between security liquidity and fund investment varies when market status is taken into account. On the other hand, fund investments have a negative effect on security liquidity measured by market width, while have a positive effect on other liquidity measures. The authors attribute the results to herding behavior of fund investment. 相似文献
946.
The objective of this study is to examine the impact of environmental disclosure levels on the stock market liquidity of Arab Middle Eastern and North African (MENA) companies. For that, a self-constructed disclosure index was applied to the annual reports for the years 2010, 2011 and 2012 and the bid-ask spread was used as a proxy for stock market liquidity. Results indicate that levels of environmental disclosure in MENA companies are quite low. In addition, using a sample of 276 firm-year observations, multivariate analysis shows that the higher the level of environmental disclosure provided in the annual reports, the lower the spread between the market bid and ask prices, thereby indicating an increase in stock market liquidity. 相似文献
947.
948.
Roel Oomen 《Quantitative Finance》2019,19(5):733-761
Price signatures are statistical measurements that aim to detect systematic patterns in price dynamics localised around the point of trade execution. They are particularly useful in electronic trading because they uncover market dynamics, strategy characteristics, implicit execution costs, or counter-party trading behaviours that are often hard to identify, in part due to the vast amounts of data involved and the typically low signal to noise ratio. Because the signature summarises price dynamics over a specified time interval, it constitutes a curve (rather than a point estimate) and because of potential overlap in the price paths it has a non-trivial dependence structure which complicates statistical inference. In this paper, I show how recent advances in functional data analysis can be applied to study the properties of these signatures. To account for data dependence, I analyse and develop resampling-based bootstrap methodologies that enable reliable statistical inference and hypothesis testing. I illustrate the power of this approach using a number of case studies taken from a live trading environment in the over-the-counter currency market. I demonstrate that functional data analysis of price signatures can be used to distinguish between internalising and externalising liquidity providers in a highly effective data driven manner. This in turn can help traders to selectively engage with liquidity providers whose risk management style best aligns with their execution objectives. 相似文献
949.
We develop a model where agents can allocate their wealth between a liquid asset, which can be used to purchase consumption goods, and an illiquid asset, which represents a better store of value. Should a consumption opportunity arise, agents may visit a frictional “over‐the‐counter” secondary asset market where they can exchange illiquid for liquid assets. We characterize how monetary policy affects both the issue price and the secondary market price of the asset. We also show that, in contrast to conventional wisdom, search and bargaining frictions in the secondary asset market can improve welfare if inflation is low. 相似文献
950.
Malick Fall 《European Journal of Finance》2016,22(11):985-1003
The present paper investigates funding liquidity risk of banks. We present a new statistical multi-factor risk model leading to three new funding liquidity risk metrics, thanks to liquidity gap's probability distribution analysis. We test our model on a large sample composed of 593 US banking companies, this allows us to identify some stylized facts regarding the evolution of liquidity risk and its relationship with the size of banking companies. Our main motivation is to develop ‘the contractual maturity mismatch’ monitoring tool proposed within the Basel III reform. 相似文献