Southville International School and Colleges Search for 'su:"Financial Market"'

A taxonomy of financial market manipulations: establishing trust and market integrity in the financialized economy through automated fraud detection

By Sierring, Michael. 2017 . pages 251-269, September 2017

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Financialization and information technology: themes, issues and critical debates – part I

By Currie, Wendy L.. 2017 . pages 211-217, September 2017

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High-frequency trading and its role in fragmented markets

By Haferkorn, Martin. 2017 . pages 282-296, September 2017

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Financial market frictions and diversification

Amsterdam Elsevier 2018 . pages 21-50

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Belief-free price formation / by Johannes Hörner, Stefano Lovo, Tristan Tomala

Amsterdam Elsevier 2018 . Pages 342-365 , Abstract We analyze security price formation in a dynamic setting in which long-lived dealers repeatedly compete for the opportunity to trade with short-lived retail traders. We characterize equilibria in which dealers’ pricing strategies are optimal irrespective of the private information that each dealer may possess. Thus, our model’s predictions are robust to different specifications of the dealers’ information structure. These equilibria reconcile, in a unified and parsimonious framework, price dynamics that are reminiscent of well-known stylized facts: excess price volatility, price to trading flow correlation, stochastic volatility and inventory-related trading.

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