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Algorithmic trading in turbulent markets
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 ...
Anticipatory effects in the FTSE 100 index revisions
(2013-12-09)
This paper examines the price impact of trading due to expected changes in the FTSE 100 index composition. We focus on the latter index because it employs publicly-known objective criteria to determine membership and hence ...
Price Discovery in Brazilian FX Markets
(Sociedade Brasileira de Econometria, 2015)
SHORT-TERM EFFECTS OF ANALYSTS RECOMMENDATIONS IN SPANISH BLUE CHIPS RETURNS AND TRADING VOLUMES
(Universidad de Chile. Departamento de Economía, 2009)
Impact of gold and oil prices on the stock market in Pakistan
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: The purpose of the study is to find out the impact of gold and oil prices on the stock market. Design/methodology/approach: This study uses the data on gold prices, stock exchange and oil prices for the period ...
Fare evasion in public transport: How does it affect the optimal design and pricing?
(Elsevier Ltd, 2023)
© 2023 Elsevier LtdFare evasion produces significant revenue losses in public transport systems. Recent research has found that low service quality and high prices are important determinants of fare evasion. However, the ...
Commodity Prices, Monetary Policy, and Inflation
(2012-12)
During the second half of the 2000s, the world experienced a rapid and
substantial rise in commodity prices. This shock posed complex challenges for
monetary policy, in particular because of the significant increase in ...
The link between labor cost inflation and price inflation in the Euro Area
(Banco Central de Chile, 2020)
To gauge inflationary pressures, policymakers generally pay close
attention to labor cost developments. A key reason has been the widely
held view that labor cost inflation (i.e., wage inflation adjusted for
productivity ...
Pass-Through Cambial no Brasil
(BrasilUFRNPROGRAMA DE PÓS-GRADUAÇÃO EM ECONOMIA, 2019-02-20)
This research has the objective of analyzing the changes in domestic prices due to exchange rate
variations in Brazil since the adoption of the Real currency, between 1995 and 2018. It is intended
to seek evidence of the ...
A hybrid commodity price-forecasting model applied to the sugar-alcohol sector
(WILEY-BLACKWELL, 2011)
Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental ...