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Determinant factors of vertical intra industry trade in agricultural sector: A study of Iran and her main trading partners
total and vertical intra-industry trade agricultural products Human Development Index Linder revealed comparative advantage Iran
2014/2/24
The present study has investigated the country specific determinants of the vertical and total intra-industry trade between Iran and its main trading partners (including 24 countries) in the agricultu...
The Launch of Banking Instruments and the Figuration of Markets. The Case of the Polish Car-Trading Industry
analyzing the production within the context of commercial banking international banks Risk Management
2011/9/26
The paper aims at analyzing the production of creditworthiness within the context of commercial banking in international banks. Taking the interim financing in the Polish automobile sector as an examp...
NO PAIN, NO GAIN: THE CRIMINAL ABSENCE OF THE EFFICIENT CAPITAL MARKETS THEORY FROM INSIDER TRADING SENTENCING
defendant's gains statutory prohibition criminal sentencing disclosure regulation
2011/9/12
The article stresses the need of the U.S. courts to look to the date that the information on insider trading was disclosed to determine the amount of the defendant's gains. It discusses the statutory ...
The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon Markets
Emissions Trading Carbon Futures Information Asymmetry
2013/2/25
This paper empirically examines the extent to which participants in the carbon market perceive EU ETS NAP and Verifications announcements to possess informational value. The study directs its attentio...
Pollution permits, Strategic Trading and Dynamic Technology Adoption
Dynamic regulation Emission permits Environment Self{ nancing policy Technology adoption
2011/3/30
This paper analyzes the dynamic incentives for technology adoption under a transferable permits system, which allows for strategic trading on the permit market. Initially, firms can invest both in low...
Inside Trading, Public Disclosure and Imperfect Competition
Incomplete competition Asymmetric information Insider trading Price discovery Public disclosure
2011/3/30
In this paper, we present a multi-period trading model in the style of Kyle (1985)'s inside trading model, by assuming that there are at least two insiders in the market with long-lived private inform...
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange
trading activity electronic on-book dealership off-book
2011/3/23
We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market m...
Is high-frequency trading inducing changes in market microstructure and dynamics?
financial markets algorithmic trading self-similarity
2010/10/20
Using high-frequency time series of stock prices and share volumes sizes from January 2002-May 2009, this paper investigates whether the effects of the onset of high-frequency trading, most prominent...
Efficient Computation of Optimal Trading Strategies
Efficient Computation Optimal Trading Strategies
2010/10/21
Given the return series for a set of instruments, a \emph{trading strategy} is a switching function that transfers wealth from one instrument to another at specified times. We present efficient algor...
Empirical Limitations on High Frequency Trading Profitability
Empirical Limitations High Frequency Trading Profitability
2010/10/21
Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an extensive empirical study estimating the maximum possible profitability of the...
Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy
Hedging Errors Induced Discrete Trading Adaptive Trading Strategy
2010/10/20
Discrete time hedging in a complete diffusion market is considered. The hedge portfolio is rebalanced when the absolute difference between delta of the hedge portfolio and the derivative contract reac...
Characteristics of Real Futures Trading Networks
Complex networks Futures trading networks Scale-free scaling
2010/10/20
Futures trading is the core of futures business, and is considered as a typical complex system. To investigate the complexity of futures trading, we employ the analytical method of complex networks. F...
Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading
Pricing European Options Non-continuous Trading
2010/10/20
We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizi...
Continuous-time trading and the emergence of probability
Continuous-time trading emergence of probability
2010/11/1
This paper establishes a non-stochastic analogue of the celebrated result by Dubins and Schwarz about reduction of continuous martingales to Brownian motion via time change. We consider an idealized ...
Complex stock trading network among investors
Econophysics limit order book trade sizes trading networks
2010/10/19
We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Ba...