Charles Explorer logo
🇨🇿

Source of information-driven trading on the Prague Stock Exchange

Publikace na Fakulta sociálních věd, Matematicko-fyzikální fakulta, Centrum pro ekonomický výzkum a doktorské studium |
2008

Tento text není v aktuálním jazyce dostupný. Zobrazuje se verze "en".Abstrakt

We focus on the extent of information-driven trading sourced from the behavior of market makers on an emerging market. Under current regulation, market makers are able to protect their private information and not reveal it for a surprisingly long period of time.

Our study contributes to the detection mechanisms of regulatory authorities on the emerging markets in identifying the suspicious behavior of particular market participants.