Market microstructure refers to the organization and design of markets for trading, how these markets are regulated, and how ...

BMLL has expanded its footprint in the Middle East through the launch of Wamid Analytics, a new market-data and analytics ...

WAMID, the technology and innovation arm of Saudi Tadawul Group (STG), has launched WAMID Analytics, a new suite of advanced ...

Researchers have analyzed the statistical regularities and irregularities in the recent order flow of 96 different NASDAQ stocks. Since prices are strongly correlated during financial crises, they ...

On-line marketplaces raise several interesting issues, among them the relevance of location when content is digitized, and the assessment of a supplier's capabilities when buyers worldwide only have ...

Every day, thousands of orders for selling or buying stocks are registered and processed within milliseconds. Electronic stock exchanges, such as NASDAQ, use what is referred to as microscopic ...

In mid-March, ASIFMA (Asian arm of the U.S. Securities Industry and Financial Markets Association) hosted a satisfyingly geeky two-day conference in Beijing, Corporate Bonds, Repo & OTC Derivatives ...

This is a preview. Log in through your library . Abstract Several authors have previously determined that abnormal returns exist on ex-cash dividend days and ex-stock dividend days. In other words, ...

In modern financial markets, one of the key concerns of large market participants is how to trade in significant size without creating an adverse effect on price. Solutions have included technical ...

In the two previous articles, I summarized the evolution of speed in modern finance and the balancing act between good and bad latency reductions. Let us now examine the venues where trading takes ...