Central bank research hub - JEL classification G14: Information and Market Efficiency; Event Studies; Insider Trading

Variance Disparity and Market Frictions

by Yang-Ho Park

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2019-059, 01.08.2019)

JEL: G01, G13, G14
Transparency and Collateral: The Design of CCPs' Loss Allocation Rules

by Francesca Carapella , Gaetano Antinolfi and Francesco Carli

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2019-058, 01.08.2019)

JEL: G10, G14, G20, G23
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

by Mathias S. Kruttli , Brigitte Roth Tran and Sumudu W. Watugala

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2019-054, 17.07.2019)

JEL: G12, G14, Q54
An Information-Based Theory of Financial Intermediation

by Nicholas Trachter , Zachary Bethune and Bruno Sultanum

Federal Reserve Bank of Richmond Working Papers (Paper: 19-12, 02.07.2019)

JEL: D53, D82, G14
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets

by Robert Townsend , Rod Garratt , Michael Junho Lee and Antoine Martin

Federal Reserve Bank of New York Staff Reports (Paper: 892, 01.07.2019)

JEL: D62, D82, G14, G23
Security design and credit rating risk in the CLO market

by Dennis Vink , Mike Nawas and Vivian van Breemen

Netherlands Bank DNB Working Papers (Paper: 643, 01.07.2019)

JEL: G14, G24, G28, G32
Monetary policy shocks and the health of banks

by Harald Uhlig and Alexander Jung

European Central Bank Working Papers (Paper: 2303, 01.07.2019)

JEL: E40, E52, G14, G21
Fast trading and the virtue of entropy: evidence from the foreign exchange market

by Arnaud Mehl , Romain Lafarguette and Giancarlo Corsetti

European Central Bank Working Papers (Paper: 2300, 01.07.2019)

JEL: F31, G14, G15
Competition among high-frequency traders, and market quality

by Johannes Breckenfelder

European Central Bank Working Papers (Paper: 2290, 01.06.2019)

JEL: D4, D61, G12, G14, G15, G18, G23
The cost of clearing fragmentation

by Evangelos Benos , Michalis Vasios , Wenqian Huang and Albert Menkveld

Bank of England Working Papers (Paper: 800, 31.05.2019)

JEL: G10, G12, G14

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