Limit Order Strategic Placement with Adverse Selection Risk and the Role of...
This paper is split in three parts: first we use labelled trade data to exhibit how market participants accept or not transactions via limit orders as a function of liquidity imbalance; then we develop...
View ArticleHysteresis and Duration Dependence of Financial Crises in the US: Evidence...
This study analyses the duration dependence of events that trigger volatility persistence in stock markets. Such events, in our context, are monthly spells of contiguous price decline or negative...
View ArticleXVA at the Exercise Boundary. (arXiv:1610.00256v1 [q-fin.PR])
XVA is a material component of a trade valuation and hence it must impact the decision to exercise options within a given netting set. This is true for both unsecured trades and secured / cleared...
View ArticleChina Construction Bank Lists USD 600 Million Bond On Nasdaq Dubai
The Hong Kong branch of China Construction Bank (CCB) listed a 600 million US dollar bond today on Nasdaq Dubai, the region’s international financial exchange. read more...
View ArticleChi-X Japan Launches New Venue - Kai-X To Deliver Japanâs First...
Chi-X Japan will launch a new venue, Kai-X, on October 17, 2016, having gained final regulatory approvals and registration with Japan’s Financial Services Agency.read more...
View ArticleEPEX SPOT Power Trading Results Of September 2016 - Members Extend Trading...
In September 2016, a total volume of 40 TWh was traded on EPEX SPOT’s Day-Ahead and Intraday power markets (September 2015: 43 TWh).Day-Ahead marketsIn September 2016, power trading on the Day-Ahead...
View ArticleThirteen Listed Companies To Update International Fund Managers On Growth...
Dubai Financial Market (DFM) will hold its International Investor Roadshow on Monday and Tuesday 17 – 18 October 2016 in New York with co-sponsorship from Bank of America Merrill Lynch (BofAML). The...
View ArticleVienna Stock Exchange: ATX Outperforms Major Western European Indices In 3Q
The ATX surged by 14.76% in the third quarter, thereby offsetting the setbacks of the first half-year (including dividends ATX TR: 15.48%). The start of the year 2016 was marked by declining oil...
View ArticleACER Stakeholdersâ Workshop On The Agencyâs Draft Work Programme...
The EU Agency for the Cooperation of Energy Regulators has kicked-off preparations for its Annual Work Programme 2018. On 17 October 2016 at 15.00 Alberto Pototschnig, Director of the Agency, will...
View ArticleMoscow Exchange Increases Capital Of Central Counterparty
Moscow Exchange has increased the dedicated capital of NCC Clearing Bank, its central counterparty (CCP), to RUB 9.5 billion (from RUB 6.5 billion) to add an extra layer of security for participants in...
View ArticleBörse Berlin Reaches A Turnover Of â¬15.7 Billion In...
The statistics below show an increase of almost 31% in Xontro’s turnover from Q3 2015. Equiduct has seen an increase of 4% in the number of trades in comparison to the previous year.read more...
View ArticleTradovate And Jigsaw Trading Partner To Benefit Clients - Tradovateâs...
Tradovate, LLC, an online brokerage firm for active, self-directed futures traders that opened for business in April, today announced the successful launch of its first third-party integration. The...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Chair Responds To...
The Treasury Committee Chair, Rt Hon. Andrew Tyrie MP, responds to the Chancellor's speech at the Conservative Party Conference. read more...
View ArticleCME Group Reached Average Daily Volume Of 15 Million Contracts Per Day In...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that September 2016 average daily volume (ADV) reached 15 million contracts per day, up 6 percent from September...
View ArticleITG Completes TCA Integration with FX Connect
Combines FX Counterparty Management with Best Execution Measurement NEW YORK, Oct. 04, 2016 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, and FX...
View ArticleMeeting the Challenge of Hospital Acquired Infections
Nosocomial or healthcare-associated infections (HAIs) can be contracted by patients while receiving medical treatment in healthcare facilities. These infections are a major yet often preventable threat...
View ArticleFallen Angels - do downgraded bonds offer an opportunity for investment?
The Centre for Asset Management Research at Cass Business School, City, University of London in cooperation with Invesco Powershares has launched a white paper which looks at the investment potential...
View ArticleICE Data Services Launches Best Execution For Fixed Income In EMEA
Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today announced ICE Data Services has expanded coverage for...
View ArticleEEX New Participant: Atlantic Cobalt AG
Atlantic Cobalt AG has been admitted to exchange trading for Phelix Futures/Options, Nordic Financial Power Futures/Options, French Financial Power Futures/Options, Italian Financial Power...
View ArticleFCA Fines Aviva Pension Trustees UK Limited And Aviva Wrap UK Limited...
The Financial Conduct Authority (FCA) has today fined Aviva Pension Trustees UK Limited and Aviva Wrap UK Limited (together Aviva) £8,246,800 for failings in its oversight of its outsourced providers...
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