Sökning: "micro-price"

Hittade 1 uppsats innehållade ordet micro-price.

  1. 1. Price Impact and Venue Dependence

    Master-uppsats, KTH/Matematisk statistik

    Författare :Lukas Molander; [2019]
    Nyckelord :Price Impact; micro-price; MiFID II; venue dependence; toxicity; financial mathematics; statistics; Prispåverkan; micro-pris; MiFID II; handelsplatsberoende; finansiell matematik; statistik;

    Sammanfattning : The equity trading of today is fragmented across regulated markets (RMs) and multilateral trading facilities (MTFs). Despite being legally very similar Busch (2017), market participants have reported that they attract different types of traders. Market dynamics arise from the interactions between all market participants (agents) Kyle (1985). LÄS MER