'Price impacts' diaporamas de présentation

Robert Engle UCSD and NYU July 2000

541 views • 42 slides

Price Impact Costs and the Limit of Arbitrage

Price Impact Costs and the Limit of Arbitrage. Zhiwu Chen Werner Stanzl Masahiro Watanabe. Arbitrageur. Price Anomalies. Market Anomalies. Size effect (Banz, 1981; Fama & French, 1993) Smaller size, larger returns ? Long small-size & short big-size stocks

398 views • 27 slides

Moore and Payne Size, specialism and the nature of informational advantage in inter-dealer foreign exchange trading

Moore and Payne Size, specialism and the nature of informational advantage in inter-dealer foreign exchange trading. Discussion by Ian Marsh Cass Business School. Selling points of paper. This paper tries to address the key issue in foreign exchange rate modelling

277 views • 14 slides

CTC-275 Construction Methods

CTC-275 Construction Methods. Intro. Many different ways to build same building How many ways can you build a ham and cheese sandwich? Types of ham, bread, cheese, toppings. Construction methods change when Materials change Why thatch roofs? Why teepees and long houses?

255 views • 8 slides