SETS, arbitrage activity, and stock price dynamics
Article Abstract:
A study of a stock exchange trading system and the behaviour of investors before and after the introduction of an electronic trading system is presented, with focus on the effect on arbitrage activity.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2000
Securities and Commodity Exchanges, Security and commodity exchanges, Securities Exchanges, Research, Stock-exchange, Stock exchanges, Exchanges, Observations, Arbitrage
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2000
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Empirical credit cycles and capital buffer formation
Article Abstract:
Time series analysis, which is used to examine the impact of business cycles on business failures during 1927-1997, is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Netherlands, Forecasts, trends, outlooks, Business Failures, Analysis, Forecasts and trends, Market trend/market analysis, Business cycles, Time-series analysis, Time series analysis
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Discrete versus continuous state switching models for portfolio credit risk
Article Abstract:
Discrete model and continuous model that are used for ascertaining dynamic credit risk are evaluated.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
United States, Venture Analysis, Methods, Risk assessment, Comparative analysis, Functions, Continuous, Continuous functions, Discrete mathematics
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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