Could anyone suggest some literature or have any practical advice for marking a market in thinly traded assets with the following characteristics: 0-10 trades per day. Open limit-order book with 0-5 ...
(One of) the standard explanation people gave for momentum is under-reaction of stockholders to firm-specific news. If this is true, then it seems that these stocks should have more momentum, and ...
With its latest report on the impact of the Liquidity Coverage Ratio the EBA has stated: "Incentives for regulatory arbitrage could be minimised if central bank operations were treated ...