Essays about: "handelsplatsberoende"

Found 1 essay containing the word handelsplatsberoende.

  1. 1. Price Impact and Venue Dependence

    University essay from KTH/Matematisk statistik

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

    Abstract : 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). READ MORE