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C. José García Martín, Begoña Herrero Piqueras, Ana María Ibañez Escribano
Pág. pp. 233 - 263
This study investigates the informational role of thin options markets, specifically the Spanish options market. Firstly, we examine the effect of options markets by analysing stock market reaction to earnings news, conditional on the availability of opt...
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Davide Bilò, Luciano Gualà, Stefano Leucci and Guido Proietti
Network creation games have been extensively used as mathematical models to capture the key aspects of the decentralized process that leads to the formation of interconnected communication networks by selfish agents. In these games, each user of the netw...
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Rob Hayward
Does speculation facilitate price discovery or instability? If it is price discovery, it is beneficial and should be encouraged; if it is instability, welfare is enhanced by its reduction. This paper seeks to distinguish between these two characteristics...
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Edson Kambeu
Pág. 141 - 148
In this paper we analyse the role of Exchange Traded Funds (ETFs) in the price discovery process of stocks listed at the Botswana Stock Exchange.Using daily returns data covering the period 3 January 2013 to 31 December 2015 for Beta Betta ETF and Domest...
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Edson Kambeu, Olipha Mpofu, Drayton Muchochoma
Pág. 37 - 43
In this paper we analyse and show how price discovery process influence the volatility of stocks. Using a theoretical approach, our initial analysis revealed that stocks experience ?normal? volatility as the price move from one equilibrium price to anoth...
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Derick D. Quintino, Sergio A. David and Carlos E. de F. Vian
In this work, an investigation and analysis are carried out in order to observe the relationship between ethanol spot and futures prices in Brazil. We adopted the Engle and Granger co-integration approach. Also, we consider the information share method p...
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Wei Ge,Marcus Rothenberger,Edward Chen
As the information content on the Internet increases, the task of locating desired information and assessing its quality becomes increasingly difficult. This development causes users to be more willing to pay for information that is focused on specific i...
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