منابع مشابه
Assault on the Liberal Trading Order
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Most equity and derivative exchanges around the world are nowadays organised as order-driven markets where market participants trade against each other without the help of market makers or other intermediaries as in quote-driven markets. In these markets, traders have a choice either to execute their trade immediately at the best available price by submitting market orders or to trade patiently...
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In financial markets, the symmetry of information and the homogeneous interpretation of information among traders is one of the main conditions for market efficiency, but these conditions are in fact violated. In this paper first; we accurately estimated the dynamic measures of trades stemming from information asymmetry and diverse opinions among investors indices by a hidden Markov model. Ther...
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ژورنال
عنوان ژورنال: Journal of Financial Markets
سال: 2014
ISSN: 1386-4181
DOI: 10.1016/j.finmar.2014.07.002