Author: Brian F. (Brian Frederick) SmithPublisher: London : Richard Ivey School of Business, University of Western Ontario
ISBN: 9780771419621
Category : Consolidation and merger of corporations
Languages : en
Pages : 28
Book Description
Intraday Volatility and Trading Volume After Takeover Announcements
Author: Brian F. (Brian Frederick) SmithPublisher: London : Richard Ivey School of Business, University of Western Ontario
ISBN: 9780771419621
Category : Consolidation and merger of corporations
Languages : en
Pages : 28
Book Description
Volume and Volatility in the Stock Market
Author: Melissa Danielle DavisPublisher:
ISBN:
Category :
Languages : en
Pages : 44
Book Description
New Developments in Financial Modelling
Author: Margarida Catalão-LopesPublisher: Cambridge Scholars Publishing
ISBN: 1443811556
Category : Business & Economics
Languages : en
Pages : 380
Book Description
This volume brings together a variety of issues, methods and market instruments that should prove useful for topics courses, finance and asset management practice, and also foster future research. This collection of contributions is a selected subset of those presented at the XLI Meeting of the EURO Working Group on Financial Modelling, Lisbon, November 2007, and has a rich manifold of applied, theoretical and methodological work: • Banking, empirical assessment of efficiency and relationship banking; • Corporate Governance; • Market Microstructure: liquidity; price limits; volatility; • Risk: sovereign debt rating; volatility-volume around takeover announcements; • Multicriteria approach and portfolio selection; • Modified Tempered Stable Distribution and GARCH modelling. In sum, this contributed volume, joining many authors from academia and practice on finance, offers a multiplicity of issues and methodology that broadens the knowledge and skills in finance matters and raises research questions for further development.
Mergers and Acquisitions
Author: G. GregoriouPublisher: Springer
ISBN: 0230589685
Category : Business & Economics
Languages : en
Pages : 292
Book Description
This collection of exclusive articles presents the latest research in the area of mergers and acquisitions. It presents what drives corporate performance under different economic conditions, both in the US and across the globe, and examines the role of mergers and acquisitions in maintaining the efficiency of world markets.
Journal of Banking & Finance
Author: Event-Driven Mobile Financial Information Services
Author: Jan MuntermannPublisher: Springer Science & Business Media
ISBN: 3835054791
Category : Computers
Languages : en
Pages : 202
Book Description
Jan Muntermann presents an intraday event study that is conducted within the German capital market, and provides evidence that investors could exploit intraday stock price effects following critical market events. He then develops the concept for a corresponding mobile decision support system that assists investors in identifying those events. Based on the design science research paradigm, he uses this concept in the design of a novel mobile decision support system, which can provide ubiquitous information access to private investors.
Trading Volatility
Author: Colin BennettPublisher:
ISBN: 9781461108757
Category :
Languages : en
Pages : 316
Book Description
This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively approach. A must read!" Carole Bernard, Equity Derivatives Specialist at Bloomberg "This book could be seen as the 'volatility bible'!" Markus-Alexander Flesch, Head of Sales & Marketing at Eurex "I highly recommend this book both for those new to the equity derivatives business, and for more advanced readers. The balance between theory and practice is struck At-The-Money" Paul Stephens, Head of Institutional Marketing at CBOE "One of the best resources out there for the volatility community" Paul Britton, CEO and Founder of Capstone Investment Advisors "Colin has managed to convey often complex derivative and volatility concepts with an admirable simplicity, a welcome change from the all-too-dense tomes one usually finds on the subject" Edmund Shing PhD, former Proprietary Trader at BNP Paribas "In a crowded space, Colin has supplied a useful and concise guide" Gary Delany, Director Europe at the Options Industry Council
Journal of Empirical Finance
Author: Liquidity, Markets and Trading in Action
Author: Deniz OzenbasPublisher: Springer Nature
ISBN: 3030748170
Category : Business enterprises
Languages : en
Pages : 111
Book Description
This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to trading, liquidity, and market structure. It provides a detailed examination of the impact of trading costs and other impediments of trading that the authors call rictions It also presents an interactive simulation model of equity market trading, TraderEx, that enables students to implement trading decisions in different market scenarios and structures. Addressing these topics shines a bright light on how a real-world financial market operates, and the simulation provides students with an experiential learning opportunity that is informative and fun. Each of the chapters is designed so that it can be used as a stand-alone module in an existing economics, finance, or information science course. Instructor resources such as discussion questions, Powerpoint slides and TraderEx exercises are available online.
Author: