Information-based trading, price impact of trades, and trade autocorrelation

Article Abstract:

The effect of probability of information based trading on trade prices and correlation of trade direction is discussed. Prior studies indicate that buyer initiated trades have positive impact on share prices and seller initiated trades have negative impact on share prices.

General services, Management dynamics, Management, Purchasing, Company business management

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Penny pricing and the components of spread and depth changes

Article Abstract:

The reasons for decrease in the spread and depth of stock trading on NYSE after decimal pricing is discussed and analyzed.

Security and commodity exchanges, Services information, Services, Stock-exchange, Stock exchanges

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The dynamics of dealer markets and trading costs

Article Abstract:

The impact of variations in dealer market shares, on trading cost is examined.

Canada, Market share, Company market share, Market makers (Securities trading)

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