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.

Securities and Commodity Exchanges, Security and commodity exchanges, Securities Exchanges, Research, Stock-exchange, Stock exchanges, Exchanges, Observations, Arbitrage

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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.

Netherlands, Forecasts, trends, outlooks, Business Failures, Analysis, Forecasts and trends, Market trend/market analysis, Business cycles, Time-series analysis, Time series analysis

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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.

United States, Venture Analysis, Methods, Risk assessment, Comparative analysis, Functions, Continuous, Continuous functions, Discrete mathematics

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• Abstracts: A note on price-volume dynamics in an emerging stock market. Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange

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