Multivariate cointegration analysis of the Finnish-Japanese stock markets

Article Abstract:

Evidence on the multivariate cointegration between Finnish and Japanese stock markets is provided, indicating the impact that changes in the Nikkei financial market may have on error correction mechanisms of the Finnish stock market.

Securities and Commodity Exchanges, Security and commodity exchanges, Securities Exchanges, Operations Research, Management science, Models, Usage, Stock-exchange, Stock exchanges, Multivariate analysis

---

Tick size and spreads: the case of Nasdaq's decimalization

Article Abstract:

A study conducted by the Securities and Exchange Commission (SEC) and by academics has provided empirical evidence that Nasdaq trade execution costs are still high. The impact of a variation in Nasdaq's minimum price increment on quoted spreads is examined.

United States, Science & research, Evaluation, United States. Securities and Exchange Commission, NASDAQ Market System

---

Similar abstracts:

• Abstracts: International players: will they enter Spain's buyout market? Dark nights, bright future
• Abstracts: EU auto industry faces overhaul as Japanese gain in market share. China slaps new restrictions on Japanese auto imports
• Abstracts: Serial correlation estimation through the imprecise Goal Programming model. Goal programming model: a glorious history and a promising future
• Abstracts: A model to optimize project resource allocation by construction of a balanced histogram. Sensitivity analysis of scheduling algorithms
• Abstracts: Default probabilities in a corporate bank portfolio: A logistic model approach. Financial modelling and the theory of finance

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.