The Market Data Infrastructure, the Duty of Best Execution, and Off-Exchange Market Makers: Connecting Regulatory Reforms and Enforcement Implications

2020 ◽  
Author(s):  
Stanislav Dolgopolov
Keyword(s):  
Exchange Market ◽  
Market Data ◽  
Data Infrastructure ◽  
Market Makers ◽  
Best Execution ◽  
Regulatory Reforms

scholarly journals Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

2009 ◽  
Vol 373 (37) ◽  
pp. 3324-3329 ◽  
Author(s):  
H.L. Wei ◽  
S.A. Billings
Keyword(s):  
Wavelet Transform ◽  
Foreign Exchange ◽  
Power Law ◽  
Foreign Exchange Market ◽  
Exchange Market ◽  
Transform Method ◽  
Market Data

scholarly journals Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY foreign exchange market data

PLoS ONE ◽  
2020 ◽  
Vol 15 (9) ◽  
pp. e0239494
Author(s):  
Arthur Matsuo Yamashita Rios de Sousa ◽  
Hideki Takayasu ◽  
Misako Takayasu
Keyword(s):  
Time Series ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Exchange Market ◽  
Market Data

scholarly journals Should Budapest stock exchange market investors be afraid of Brexit: a wavelet coherence analysis

2019 ◽  
Author(s):  
Harun Ercan ◽  
Mert Mentes
Keyword(s):  
Stock Markets ◽  
Stock Exchange ◽  
Wavelet Coherence ◽  
Exchange Market ◽  
Wavelet Method ◽  
Market Data ◽  
The Uk ◽  
Wavelet Coherence Analysis ◽  
Practical Implications ◽  
The Eu

Purpose − this study investigates the stock market co-movements among three countries to observe the contagion which can be increased during Brexit. Research methodology – Wavelet method used in this study to illustrate exciting dynamics of the coherence between the UK, German and Hungarian stock markets since 2012. Findings – the results show that the connection of the Budapest Stock Exchange and London Stock Exchange Market Indices is increasing recently. The coherence between DAX and FTSE appears to be very high lately. This supports the idea that may affect Hungarian markets. Research limitations – because of the nonstationary of the time series such as stock exchange market data, it is essential to have a measure of correlation or coherence such as wavelet. The days on which both markets were open could be used to see the co-movements better. Practical implications – this paper aims to show if there is a particular sign for a co-movement between markets and therefore warns the investors about a dramatic change which might appear after Brexit. After the decision of Brexit, investors in many markets do not know what their future position should be. Although it is still unknown how FTSE will react when Britain leaves the EU, as a major country of the Union it may create some sanctions. These sanctions may harm many stock markets as it may create new fluctuations. Originality/Value – this study used a technique called wavelet to search the possible effects of Brexit in an Eastern economy. The novelty of this paper is coming from the application of the wavelet method by using financial market data, that enables us to understand the relations among stock markets during no crisis time. Because many studies focus on big markets in Europe such as British, German and French stock markets, the main contribution of this study fills the gap in the literature on the effects of Brexit in an Eastern Europe Economy

National Currency Appreciation and Growth of the Russian Economy

2004 ◽  
pp. 95-111
Author(s):  
T. Zolotoukhina
Keyword(s):  
Economic Growth ◽  
Exchange Rate ◽  
Money Supply ◽  
Capital Flows ◽  
National Currency ◽  
Economic Factors ◽  
Exchange Market ◽  
Russian Economy ◽  
Macroeconomic Indicators

The problem of interaction between Russian currency appreciation and positive dynamics of macroeconomic indicators is studied. Main economic factors of ruble appreciation are analyzed. Consequences of the Russian Central Bank's policy directed to oppose ruble appreciation and problems in financial area due to the increase of money supply through the exchange market are considered. Influence of exchange rate appreciation on economic growth, inflation, export, import, capital flows are discussed. It is concluded that Russian ruble appreciation stimulates an increase in efficiency of the Russian economy.

Investment Processes in the Russian Economy

2004 ◽  
pp. 4-27 ◽  
Author(s):  
V. Lisin
Keyword(s):  
Economic Growth ◽  
Exchange Rate ◽  
Money Supply ◽  
Capital Flows ◽  
Economic Factors ◽  
Exchange Market ◽  
Russian Economy ◽  
Macroeconomic Indicators

The problem of interaction between Russian currency appreciation and positive dynamics of macroeconomic indicators is studied. Main economic factors of ruble appreciation are analyzed. Consequences of the Russian Central Bank's policy directed to oppose ruble appreciation and problems in financial area due to the increase of money supply through the exchange market are considered. Influence of exchange rate appreciation on economic growth, inflation, export, import, capital flows are discussed. It is concluded that Russian ruble appreciation stimulates an increase in efficiency of the Russian economy.

Evidence-based regulation of labour migration in OECD countries: setting quotas, selection criteria, and shortage lists

2014 ◽  
Vol 11 (1) ◽  
pp. 11-22 ◽  
Author(s):  
Jonathan Chaloff
Keyword(s):  
Labour Market ◽  
Selection Criteria ◽  
Oecd Countries ◽  
Market Analysis ◽  
Multiple Criteria ◽  
Labour Migration ◽  
Evidence Based ◽  
Periodic Review ◽  
Market Data ◽  
Almost All

The growing complexity of selection criteria for discretionary labour migration in OECD countries has been accompanied by an expanded demand for labour market analysis and consultation with stakeholders. While some features of general or detailed criteria may be fixed in legislation, numerical quotas or targets, shortage lists, and multiple-criteria points-based systems are generally subject to periodic review and revision based on labour market data and consultation with stakeholders. Official government bodies have maintained co-ordination of this process, with varying degrees of externalization. In most countries expertise is internal, with recourse to external mandated bodies rare. In almost all cases, however, the process is designed to promote consensus around the policy while maintaining political control.

Best Execution in der deutschen Börsenlandschaft

2008 ◽  
Vol 20 (1) ◽  
Author(s):  
Thomas Dierkes
Keyword(s):  
Best Execution

Support System for Trading in Exchange Market by Distributional Forecasting Model

Informatica ◽  
2019 ◽  
Vol 30 (1) ◽  
pp. 73-90
Author(s):  
Algirdas MAKNICKAS ◽  
Nijole MAKNICKIENE
Keyword(s):  
Support System ◽  
Forecasting Model ◽  
Exchange Market
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