Multi-Market trading and Market Liquidity: the Post MiFID Picture

Note that in the limit of large meta-order volumes and/or slow executions, all memory is already lost at the end of the execution and the permanent impact trivially matches the

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Attention: Les ouvrages de cette série ne font malheureusement pas l'objet d'une large diffusion vers le public; toutefois, la section E.E.. du Groupe EDEN a obte- nu l'autorisation

Nella epistola 2 di Felice III non sembra accettabile, nonostante l ' inge- gnosa argomentazione dell'editore (237, 7) la lezione, secondo la quale i l papa direbbe non sapere egli

Certain strains of Staphylococcus epidermidis resistant to the aminoglycoside anti- biotics were shown to contain an enzyme that inactivates the kanamycins, neo- mycins,

Controlling for market and ownership characteristics, we find that pyramid structures reduce liquidity and increase asymmetric information on the French market, whereas firms

The aim of this paper is to investigate the efficiency hypothesis between spot and futures prices negotiated on European markets from a cost-of-carry model, by extending the

This process involves complex physico-chemical phenomena such as the transport of precursor, carrier, and by-product gases in the reactor and inside a fibrous