New answers tagged market-microstructure
-1
Be careful. I can think of three other reasons off the top of my head potentially to buy a stock in a company with zero dividend payouts!
1) a competitor might buy them out for access to their franchise and cashflows.
2) the company might buy back their stock, reducing the share count. By definition, the investors who sell are the "weakest hands" in the ...
2
This is what flow derivatives desks call the "Gamma Hammer" (in the morning huddle) or "pin risk" (more formally).
In the run-up to quarterly expiry, imagine that the dealers as a group have a net gamma position versus the market (ie their clients), who have to be running the opposite gamma position. Across the market, there is no net gamma position. There ...
0
I think it all about your choice of data you want to research on, this is because you can always switch to finer intervals if 5 min is not working for you. So high frequency will range between tick, 1 sec, 1 min and 5 min bars. As a researcher you have the autonomy to choose the data set you need given the research objectives that you have.
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