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Advanced Search Results For "FLOOR traders (Finance)"

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 "FLOOR traders (Finance)"
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How capital markets keep us connected.

Publication Type: Periodical

Source(s): McKinsey Quarterly. 2021, Issue 2, p1-3. 3p.

Authors:

Abstract: In that way, Nasdaq took its cues from the first modern stock market, the Amsterdam Stock Exchange (now known as Euronext). The London Stock Exchange, founded in 1773, introduced a trading rule book in 1812, requiring, among other things, that stock pr...

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Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks.

Publication Type: Academic Journal

Source(s): Journal of Business Ethics. Sep2020, Vol. 165 Issue 4, p633-657. 25p. 2 Diagrams, 7 Charts, 1 Graph.

Abstract: Recent history reveals a series of rogue traders, jeopardizing their employers' assets and reputation. There have been instances of unauthorized acting in concert between traders, their supervisors and/or firms' decision makers and executives, resultin...

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Discussion.

Publication Type: Academic Journal

Source(s): Journal of Finance (Wiley-Blackwell). Aug2001, Vol. 56 Issue 4, p1485-1488. 4p.

Authors:

Abstract: The article presents commentary from Ananth Madhavan about a paper written by Kumar Venkataraman entitled "Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges," which appeared in the August, 2001 issue of ...

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Do Superstitious Traders Lose Money?

Publication Type: Academic Journal

Source(s): Management Science. Aug2018, Vol. 64 Issue 8, p3772-3791. 20p.

Abstract: Do superstitious traders lose money? We answer this question in the context of trading in the Taiwan Futures Exchange, where we exploit the Chinese superstition that the number 8 is lucky and the number 4 is unlucky. We find that individual investors, ...

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Working Orders in Limit Order Markets and Floor Exchanges.

Publication Type: Academic Journal

Source(s): Journal of Finance (Wiley-Blackwell). Aug2007, Vol. 62 Issue 4, p1589-1621. 33p. 4 Charts, 5 Graphs.

Abstract: We analyze limit order markets and floor exchanges, assuming an informed trader and discretionary liquidity traders use market orders and can either submit block orders or work their demands as a series of small orders. By working their demands, large ...

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Intraday Price Formation in U.S. Equity Index Markets.

Publication Type: Academic Journal

Source(s): Journal of Finance (Wiley-Blackwell). Dec2003, Vol. 58 Issue 6, p2375-2400. 26p. 7 Charts, 3 Graphs.

Authors:

Abstract: The market for U.S. equity indexes presently comprises floor-traded index futures contracts, exchange-traded funds (ETFs), electronically traded, small-denomination futures contracts (E-minis), and sector ETFs that decompose the S&P 500 index into comp...

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The Impact of Trader Type on the Futures Volatility-Volume Relation.

Publication Type: Academic Journal

Source(s): Journal of Finance (Wiley-Blackwell). Dec1999, Vol. 54 Issue 6, p2297-2316. 20p. 3 Charts.

Abstract: We examine the volatility-volume relation in futures markets using volume data categorized by type of trader. We find that the positive volatility-volume relation is driven by the general public, a group of traders who are distant from the trading floo...

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Market Orders and Market Efficiency.

Publication Type: Academic Journal

Source(s): Journal of Finance (Wiley-Blackwell). Mar1997, Vol. 52 Issue 1, p277-308. 32p. 4 Graphs.

Abstract: This work compares a dealer market and a limit-order book. Dealers commonly observe order flow and collect information from multiple market orders. They may be better informed than other traders, although they do not earn rents from this information. D...

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Trading and Pricing in Upstairs and Downstairs Stock Markets.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Sep2002, Vol. 15 Issue 4, p1111-1135. 25p.

Abstract: We provide empirical evidence on the economic benefits of negotiating trades in the upstairs trading room of brokerage firms relative to the downstairs market. Using Helsinki Stock Exchange data, we find that upstairs trades tend to have lower informat...

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Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions.

Publication Type: Academic Journal

Source(s): Journal of Financial & Quantitative Analysis. Mar1999, Vol. 34 Issue 1, p57-88. 32p. 6 Charts.

Abstract: In the context of dual trading restrictions, we examine whether aggregate liquidity measures are appropriate indicators of trader welfare in multiple dealer markets. Consistent with our theoretical results, we show empirically that dual trading restric...

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