Does Algorithmic Trading (AT) exacerbate price swings in turbulent markets? We find that stocks with high AT experience less price drops (surges) on days when the market declines (increases) for more than 2%. This result ...

© 2017 Elsevier B.V.Commodity producing corporations have trillions of dollars in outstanding debt. Thus, the recent fall in commodity prices raised concerns about sustainability and systemic risks. Using a global sample ...

Financial companies from all around the world have started to focus their investments in quantitative and algorithmic funds. Those methods run in server applications that execute automatic trades. It is important to ...

Ao longo das últimas duas décadas, flutuações nos preços internacionais de commodities e mudanças na condução da política econômica foram ambas responsabilizadas pela trajetória da economia brasileira. Neste artigo, avaliamos ...

The availability of online prices represents a unique opportunity for the construction of price indexes and the measurement of inflation. This type of data can be collected remotely, at much higher frequencies, and a tiny ...

The external environment has deteriorated sharply as a result of the spiraling financial turmoil, and has led to a weakening in commodity prices and fears of a worldwide recession. Latin America and the Caribbean's fastest ...