Spread-ul şi mecanismele de tranzacţionare pe piaţa de capital
Spread and capital market trading mechanisms
Author(s): Bogdan Adrian Panaitopulo Bogdan AdrianSubject(s): Economy, Financial Markets
Published by: EDITURA ASE
Keywords: spread; volatility; trading mechanisms; efficient market; financial microstructures;
Summary/Abstract: From microstructure point of view, assessing stocks prices is quite new, the cost of trades between stocks is representing by spread and volatility behavior of every stock is influenced, somehow, by trading mechanism on the stock exchange. Every share is unique, has an idiosyntcartic risk and a specifc path, examine every single share we could make a top chart, but under the power of the index everything is chaging. In the end of the paper, we will understand the sole behavior of stocks and portfolio through microstructure eyes and the final results.
Journal: Colecția de working papers "ABC-ul Lumii Financiare"
- Issue Year: 2018
- Issue No: 7
- Page Range: 237-240
- Page Count: 14
- Language: Romanian