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Slow-Moving Capital and Stock Returns
Language: en
Pages: 48
Authors: Sergey Isaenko
Categories:
Type: BOOK - Published: 2019 - Publisher:

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This paper studies the effects that delays in capital allocations in the stock market and high short-term trading incentives have on returns of this market. We
Slow Moving Capital
Language: en
Pages: 0
Authors: Mark Mitchell
Categories: Arbitrage
Type: BOOK - Published: 2007 - Publisher:

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We study three cases in which specialized arbitrageurs lost significant amounts of capital and, as a result, became liquidity demanders rather than providers. T
Stock Price Crashes: Role of Slow-moving Capital
Language: en
Pages:
Authors: Mila Getmansky
Categories:
Type: BOOK - Published: 2018 - Publisher:

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We study the role of various trader types in providing liquidity in spot and futures markets based on complete order-book and transactions data as well as cross
Market Liquidity
Language: en
Pages: 531
Authors: Thierry Foucault
Categories: Capital market
Type: BOOK - Published: 2023 - Publisher: Oxford University Press

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"The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical
Aging and the Macroeconomy
Language: en
Pages: 230
Authors: National Research Council
Categories: Social Science
Type: BOOK - Published: 2013-01-10 - Publisher: National Academies Press

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The United States is in the midst of a major demographic shift. In the coming decades, people aged 65 and over will make up an increasingly large percentage of