Relevant bibliographies by topics / Asset trading

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Asset trading'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Asset trading"

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Kissell, Robert. "Multi-Asset Trading Costs." Journal of Trading 8, no. 4 (September 30, 2013): 69–80. http://dx.doi.org/10.3905/jot.2013.8.4.069.

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Li, Jinfang. "Sentiment trading, informed trading and dynamic asset pricing." North American Journal of Economics and Finance 47 (January 2019): 210–22. http://dx.doi.org/10.1016/j.najef.2018.11.015.

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Li, Meng, Xuefeng Wang, and Fangfang Sun. "Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy." Discrete Dynamics in Nature and Society 2019 (April 1, 2019): 1–11. http://dx.doi.org/10.1155/2019/1070873.

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Proactive hedging European option is an exotic option for hedgers in the options market proposed recently by Wang et al. It extends the classical European option by requiring option holders to continuously trade in underlying assets according to a predesigned trading strategy, to proactively hedge part of the potential risk from underlying asset price changes. To generalize this option design for practical application, in this study, a proactive hedging option with discrete trading strategy is developed and its pricing formula is deducted assuming the underlying asset price follows Geometric Fractional Brownian Motion. Simulation studies show that proactive hedging option with discrete trading strategy still enjoys strong price advantage compared to the classical European option for majority of parameter space. The observed price advantage is stronger when the underlying asset has more volatility or when the asset price follows closer to Geometric Brownian Motion. Additionally, we found that a higher frequency trading strategy has stronger price advantage if there is no trading cost. The findings in this research strongly facilitate the practical application of the proactive hedging option, making this lower-cost trading tool more feasible.
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Gavazza, Alessandro. "The Role of Trading Frictions in Real Asset Markets." American Economic Review 101, no. 4 (June 1, 2011): 1106–43. http://dx.doi.org/10.1257/aer.101.4.1106.

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This paper investigates how trading frictions vary with the thickness of the asset market by examining patterns of asset allocations and prices in commercial aircraft markets. The empirical analysis indicates that assets with a thinner market are less liquid—i.e., more difficult to sell. Thus, firms hold on longer to them amid profitability shocks. Hence, when markets for assets are thin, firms' average productivity and capacity utilization are lower, and the dispersions of productivity and of capacity utilization are higher. In turn, prices of assets with a thin market are lower and have a higher dispersion. (JEL A12, L11, L93)
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Ezzat, Heba M. "Disposition effect and multi-asset market dynamics." Review of Behavioral Finance 11, no. 2 (June 28, 2019): 144–64. http://dx.doi.org/10.1108/rbf-01-2018-0003.

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Purpose Asset pricing dynamics in a multi-asset framework when investors’ trading exhibits the disposition effect is studied. The purpose of this paper is to explore asset pricing dynamics and the switching behavior among multiple assets. Design/methodology/approach The dynamics of complex financial markets can be best explored by following agent-based modeling approach. The artificial financial market is populated with traders following two heterogeneous trading strategies: the technical and the fundamental trading rules. By simulation, the switching behavior among multiple assets is investigated. Findings The proposed framework can explain important stylized facts in financial time series, such as random walk price dynamics, bubbles and crashes, fat-tailed return distributions, absence of autocorrelation in raw returns, persistent long memory of volatility, excess volatility, volatility clustering and power-law tails. In addition, asset returns possess fractal structure and self-similarity features; though the switching behavior is only allowed among the asset markets. Practical implications The model demonstrates stylized facts of most real financial markets. Thereafter, the proposed model can serve as a testbed for policy makers, scholars and investors. Originality/value To the best of knowledge, no research has been conducted to introduce the disposition effect to a multi-asset agent-based model.
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Pagano, Marco. "Trading Volume and Asset Liquidity." Quarterly Journal of Economics 104, no. 2 (May 1989): 255. http://dx.doi.org/10.2307/2937847.

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Frijns, Bart, Thanh D. Huynh, Alireza Tourani-Rad, and P. Joakim Westerholm. "Institutional trading and asset pricing." Journal of Banking & Finance 89 (April 2018): 59–77. http://dx.doi.org/10.1016/j.jbankfin.2018.01.018.

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Asriyan, Vladimir, William Fuchs, and Brett Green. "Information Spillovers in Asset Markets with Correlated Values." American Economic Review 107, no. 7 (July 1, 2017): 2007–40. http://dx.doi.org/10.1257/aer.20151714.

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We study information spillovers in a dynamic setting with correlated assets owned by privately informed sellers. In the model, a trade of one asset can provide information about the value of other assets. Importantly, the information content of trading behavior is endogenously determined. We show that this endogeneity leads to multiple equilibria when assets are sufficiently correlated. The equilibria are ranked in terms of both trade volume and efficiency. The model has implications for policies targeting post-trade transparency. We show that introducing post-trade transparency can increase or decrease welfare and trading volume depending on the asset correlation, equilibrium being played, and the composition of market participants. (JEL D82, D83, G14, G18)
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Wardani, Pertiwi Puspa, Muhammad Abdi Akbar Idris, and Herman Sjahruddin. "ANALISIS PENGARUH RASIO KEUANGAN TERHADAP PERUBAHAN LABA PADA PT. ULTRA JAYA MILK INDUSTRI DAN TRADING COMPANY TBK." NIAGAWAN 9, no. 2 (July 7, 2020): 135. http://dx.doi.org/10.24114/niaga.v9i2.19039.

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Penelitian ini bertujuan untuk menguji pengaruh rasio keuangan yang ditunjukkan melalui debt to asset ratio, total assets turn over ratio, dan net profit margin terhadap perubahan laba pada PT. Ultra Jaya Milk Industri & Trading Company Tbk. Populasi dalam penelitian ini yaitu seluruh laporan keuangan PT. Ultra Jaya Milk Industry dan Trading Company, Tbk periode 2010-2018. Sampel penelitian menggunakan 9 tahun pengamatan, sehingga jumlah data yang digunakan adalah 9 Tahun x 4 triwulan = 36 sampel pengamatan. Alat analisis yang digunakan adalah software SPSS v.22. Hasil penelitian menunjukkan bukti bahwa debt to asset ratio dan net profit margin tidak berpengaruh terhadap perubahan laba, sedangkan total assets turn over ratio berpengaruh positif dan signifikan terhadap perubahan laba.Keywords: Debt to asset ratio, total assets turn over ratio, net profit margin, perubahan laba.
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Morscheck, Justin. "Overreaction in Trading." International Journal of Finance & Banking Studies (2147-4486) 7, no. 4 (May 10, 2019): 21–37. http://dx.doi.org/10.20525/ijfbs.v7i4.196.

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Using intraday trading data during the 2008 financial crisis, from the Standard and Poor’s Depository Receipt (SPDR) market, we test for evidence of the informational advantage of traders. In addition, we examine the effect of pricing error on trade price. If traders are rational, and have accurate information, they will only purchase an asset at a premium (discount) if they have reason to believe that the fundamental value of that asset will increase (decrease). Our results show that the trading price of the SPDR does not significantly predict the movement of underlying asset values. This finding is consistent with traders overreacting to disparities between price and underlying value during the financial crisis.
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Dissertations / Theses on the topic "Asset trading"

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Wavasseur, Maxime. "Asset Pricing and Trading Volume." Thesis, Toulouse 1, 2018. http://www.theses.fr/2018TOU10069/document.

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Ce mémoire de thèse est organisé en trois articles. Le premier est dédié au cas des moulins de Toulouse dont les données nous permettent de tester certains points de la théorie de l’évaluation des actifs. Plus précisément, nous proposons une mesure de la consommation locale et réalisons une analyse basée sur l’entropie relative pour extraire le facteur stochastique d’actualisation de cette économie. Nous observons que ce dernier est lié à la consommation et qu’un modèle simple à la Lucas n’est pas rejeté pour des niveaux d’aversion pour le risque bas. Dans le second article, nous décrivons de manière purement théorique la relation entre le volume d’échange et la composition du marché par le biais d’un modèle où les préférences d’un agent dépendent de son environnement et où un choc de liquidité peut survenir de manière collective pour tous les membres d’un même groupe. Nous introduisons alors le concept de canal désirable comme condition nécessaire à la réalisation d’un échange et lions la topologie du réseau au volume espéré des échanges. Le troisième article porte sur le rôle des statuts sociaux dans la dynamique de marché. Nous proposons un modèle où deux types de biens sont disponibles, un bien positionnel et un bien non positionnel. En distinguant dans l’économie ceux possédant un statut et ceux qui n’en possèdent pas nous justifions comment les échanges prennent place au cours du temps par rapport à cette distinction sociale. Les prédictions du modèle sont alors testées sur les données historiques des moulins de Toulouse
This doctoral thesis is organized in three articles. In the first one, we use the Toulouse mills companies data as a suitable testbed for asset pricing theory. More precisely, we provide a proxy for local consumption and perform a relative entropy analysis to extract the stochastic discount factor of this old economy. We found that the model-free pricing kernel correlates with consumption and a standard CRRA-model is not rejected by the data, even for very low risk aversion levels. In the second article, we describe the relationship between trading volume and market composition through a pure theoretical approach. We build a model where the agent preferences depend on his environment and a liquidity shock is collectively experienced by the members of each social group in the economy. We introduce the concept of desirability channel as a necessary condition for a trade to occur and we rely the topology of the network to the expected volume. The third article focus on the role of social status concern in the exchanges dynamic. We propose a setting where two types of goods are available, a positional and a non positional one. By splitting the economy into two social groups, we depict how trades take place over time regarding to these social groups. The model predictions are finally tested on the historical support of the Toulouse mills companies
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Hong, Harrison G. (Harrison Gregory). "Dyanmic models of asset returns and trading." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10315.

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Raffestin, Louis. "Trading strategies and endogenous asset price movement." Thesis, Bordeaux, 2015. http://www.theses.fr/2015BORD0292/document.

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Nous étudions des stratégies d'investissement dont l'utilisation s'est généralisée sur les marchés financiers, et leur impact sur le prix des actifs et le risque de marché.Dans le premier chapitre nous nous intéressons aux stratégies de diversification de portefeuille. Nous montronsau travers d'un modèle théorique que si la diversification a un effet positif au niveau individuel pour l'investisseur,elle crée également des liens entre les différents investisseurs et titres, qui peuvent se révéler dangereux d'un pointde vue systémique. Nous mesurons les deux effets afin de discuter de la désirabilité globale de la diversification.Le second chapitre considère les stratégies d'investissement basées sur le groupement de titres financierspartageant certaines caractéristiques en différentes classes, ou styles. Nous postulons que ces stratégies créentun co-mouvement excessif entre titres d'un même style, qui seront vendus et achetés ensemble au sein d'une mêmeclasse. Appliquant cette intuition aux notes des agences sur les obligations, nous montrons qu'une obligation quichange de note se met en effet à varier comme sa nouvelle note, même quand les fondamentaux économiques ne lejustifient pas.Dans le troisième chapitre nous étudions trois types d'investisseurs opérant sur le marché des changes : les carry traders, les chartistes et les fondamentalistes. Notre modèle théorique suggère que l'interaction entre cestrois règles d'investissement peut expliquer la déconnexion bien documentée entre le taux de change et sa valeurfondamentale, ainsi que provoquer un effondrement endogène des taux de change
We study how popular investment rules in financial markets may induce endogenous movements inasset prices, leading to higher market risk.In the first chapter, we focus on portfolio diversification. We show through a theoretical model that this strategyis beneficial at the individual investor level, but also creates endogenous links between assets and investors, whichcan be dangerous from a systemic perspective. We measure both effects in order to discuss the overall desirabilityof diversification.The second chapter considers strategies based on grouping assets that share common characteristics intodifferent classes, or styles. We postulate that these strategies create excess comovement between assets of asimilar style, as they are traded together as part of the same class. Applying this reasoning to bond credit ratings,we show that bonds joining a new rating class indeed start comoving more with the bonds of this rating, evenwhen fundamental factors suggest otherwise.In the third chapter, we study three investors who operate in the foreign exchange market: carry traders,chartists and fundamentalists. We provide a theoretical model which suggests that the interaction between thesetrading rules may explain the well documented exchange rate disconnect from its fundamental value, and lead toendogenous currency crashes
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Nikolic, Marko. "Single asset trading: a recurrent reinforcement learning approach." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-47505.

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Asset trading using machine learning has become popular within the financial industry in the recent years. This can for instance be seen in the large number of daily trading volume which are defined by an automatic algorithm. This thesis presents a recurrent reinforcement learning model to trade an asset. The benefits, drawdowns and the derivations of the model are presented. Different parameters of the model are calibrated and tuned considering a traditional division between training and testing data set and also with the help of nested cross validation. The results of the single asset trading model are compared to the benchmark strategy, which consists of buying the underlying asset and hold it for a long period of time regardless of the asset volatility. The proposed model outperforms the buy and hold strategy on three out of four stocks selected for the experiment. Additionally, returns of the model are sensitive to changes in epoch, m, learning rate and training/test ratio.
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Bakstein, David. "A nonlinear parametric model of liquidity in finance." Thesis, University of Oxford, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.249303.

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Peterson, David J. "Essays on strategic trading, asymmetric information, and asset pricing." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape7/PQDD_0023/NQ38958.pdf.

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Hou, Wenxuan. "Modelling the effects of trading constraints on asset pricing." Thesis, University of Manchester, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.498789.

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This thesis systemically investigates the effects of trading constraints, which serve as an exogenous source of extreme illiquidity, on asset prices by investigating the restricted shares in the China Stock Market, the largest population of restricted shares 11 the world. This thesis documents the illiquidity discounts of 77% on average of restricted shares relative to their freely-traded counterparts with identical voting rights and identical dividends in same listed firms from 1994 to 2004. In 2005, the Chinese government launched a so-called Split Share Structure Reform to terminate all trading constraints.
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Miao, Jia. "Volatility filters for active asset trading and portfolio optimisation." Thesis, Liverpool John Moores University, 2006. http://researchonline.ljmu.ac.uk/5793/.

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Clark, Stephen Rhett. "Essays in insider trading, informational efficiency, and asset pricing." Diss., University of Iowa, 2014. https://ir.uiowa.edu/etd/1306.

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In this dissertation, I consider a range of topics related to the role played by information in modern asset pricing theory. The primary research focus is twofold. First, I synthesize existing research in insider trading and seek to stimulate an expansion of the literature at the intersection of work in the insider trading and financial economics areas. Second, I present the case for using Peter Bossaerts's (2004) Efficiently Learning Markets (ELM) methodology to empirically test asset pricing models. The first chapter traces the development of domestic and international insider trading regulations and explores the legal issues surrounding the proprietary nature of information in financial markets. I argue that, practically, the reinvigoration of the insider trading debate is unfortunate because, in spite of seemingly unending efforts to settle the debate, we are no closer to answering whether insider trading is even harmful, much less worthy of legal action. In doing so, I challenge the conventional wisdom of framing insider trading research as a quest for resolution to the debate. By adopting an agnostic perspective on the desirability of insider trading regulations, I am able to clearly identify nine issues in this area that are fruitful topics for future research. The second chapter studies prices and returns for movie-specific Arrow-Debreu securities traded on the Iowa Electronic Markets. The payoffs to these securities are based on the movies' initial 4-week U.S. box office receipts. We employ a unique data set for which we have traders' pre-opening forecasts to provide the first direct test of Bossaerts's (2004) ELM hypothesis. We supplement the forecasts with estimated convergence rates to examine whether the prior forecast errors affect market price convergence. Our results support the ELM hypothesis. While significant deviations between initial forecasts and actual box-office outcomes exist, prices nonetheless evolve in accordance with efficient updating. Further, convergence rates appear independent of both the average initial forecast error and the level of disagreement in forecasts. Lastly, the third chapter revisits the theoretical justifications for Bossaerts's (2004) ELM, with the goal of providing clear, intuitive proofs of the key results underlying the methodology. The seemingly biggest hurdle to garnering more widespread adoption of the ELM methodology is the confusion that surrounds the use of weighted modified returns when testing for rational asset pricing restrictions. I attack this hurdle by offering a transparent justification for this approach. I then establish how and why Bossaerts's results extend from the case of digital options to the more practically relevant class of all limited-liability securities, including equities. I conclude by showing that the ELM restrictions naturally lend themselves to estimation and testing of asset pricing models, using weighted modified returns, in a Generalized Method of Moments (GMM) framework.
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Rambaccussing, Dooruj. "Essays on trading strategies and long memory." Thesis, University of Exeter, 2012. http://hdl.handle.net/10036/3686.

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Present value based asset pricing models are explored empirically in this thesis. Three contributions are made. First, it is shown that a market timing strategy may be implemented in an excessively volatile market such as the S&P500. The main premise of the strategy is that asset prices may revert to the present value over time. The present value is computed in real-time where the present value variables (future dividends, dividend growth and the discount factor) are forecast from simple models. The strategy works well for monthly data and when dividends are forecast from autoregressive models. The performance of the strategy relies on how discount rates are empirically defined. When discount rates are defined by the rolling and recursive historic average of realized returns, the strategy performs well. The discount rate and dividend growth can also be derived using a structural approach. Using the Campbell and Shiller log-linearized present value equation, and assuming that expected and realized dividend growth are unit related, a state space model is constructed linking the price-dividend ratio to expected returns and expected dividend growth. The model parameters are estimated from the data and, are used to derive the filtered expected returns and expected dividend growth series. The present value is computed using the filtered series. The trading rule tends to perform worse in this case. Discount rates are again found to be the major determinant of its success. Although the structural approach offers a time series of discount rates which is less volatile, it is on average higher than that of the historical mean model. The filtered expected returns is a potential predictor of realized returns. The predictive performance of expected returns is compared to that of the price-dividend ratio. It is found that expected returns is not superior to the price-dividend ratio in forecasting returns both in-sample and out-of-sample. The predictive regression included both simple Ordinary Least Squares and Vector Autoregressions. The second contribution of this thesis is the modeling of expected returns using autoregressive fractionally integrated processes. According to the work of Granger and Joyeux(1980), aggregated series which are derived from utility maximization problems follow a Beta distribution. In the time series literature, it implies that the series may have a fractional order (I(d)). Autoregressive fractionally models may have better appeal than models which explicitly posit unit roots or no unit roots. Two models are presented. The first model, which incorporates an ARFIMA(p,d,q) within the present value through the state equations, is found to be highly unstable. Small sample size may be a reason for this finding. The second model involves predicting dividend growth from simple OLS models, and sequentially netting expected returns from the present value model. Based on the previous finding that expected returns may be a long memory process, the third contribution of this thesis derives a test of long memory based on the asymptotic properties of the variance of aggregated series in the context of the Geweke Porter-Hudak (1982) semiparametric estimator. The test makes use of the fact that pure long memory process will have the same autocorrelation across observations if the observations are drawn at repeated intervals to make a new series. The test is implemented using the Sieve-AR bootstrap which accommodates long range dependence in stochastic processes. The test is relatively powerful against both linear and nonlinear specifications in large samples.
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Books on the topic "Asset trading"

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Bhushan, Ravi. Trading costs, liquidity, and asset holdings. Cambridge, Mass: Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1989.

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Lo, Andrew W. Asset prices and trading volume under fixed transaction costs. Cambridge, MA: National Bureau of Economic Research, 2001.

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Lo, Andrew W. Trading volume: Implications of an intertemporal capital asset pricing model. Cambridge, MA: National Bureau of Economic Research, 2001.

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Tomasini, Emilio. Trading systems: A new approach to system development and portfolio optimisation. Petersfield: Harriman House, 2009.

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Aiyagari, S. Rao. "Overreaction" of asset prices in general equilibrium. Cambridge, MA: National Bureau of Economic Research, 1998.

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Krishnan, Murugappa. Insider trading and asset pricing in an imperfectly competitive multi-security market. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1990.

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Leahy, John. On asset market behaviour: The implications and evolutionary stability of noise trading. [s.l.]: typescript, 1989.

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Hong, Harrison G. A unified theory of underreaction, momentum trading and overreaction in asset markets. Cambridge, MA: National Bureau of Economic Research, 1997.

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Dow, James. Profitable informed trading in a simple general equilibrium model of asset pricing. Cambridge, Mass: National Bureau of Economic Research, 1993.

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Heaton, John. The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model. Cambridge, Mass: Sloan School of Management, Massachusetts Institute of Technology, 1992.

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Book chapters on the topic "Asset trading"

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Jarrow, Robert A. "The Trading Constrained Market." In Continuous-Time Asset Pricing Theory, 375–88. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_18.

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Jarrow, Robert A. "The Trading Constrained Market." In Continuous-Time Asset Pricing Theory, 389–99. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_18.

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van Loon, F. D. "Asset Trading and Debt Conversion." In Economic Decision-Making in a Changing World, 160–72. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-11144-2_15.

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Singh, Nandita, and Nitin Arora. "Forces Driving a Trading Company Towards CSR: A Case Study of GCF." In Asset Analytics, 331–38. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-3643-4_25.

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Apostolou, Dimitris, Gregory Mentzas, Andreas Abecker, Wolf-Christian Eickhoff, Wolfgang Maas, Panos Georgolios, Kostas Kafentzis, and Sophia Kyriakopoulou. "Challenges and Directions in Knowledge Asset Trading." In Practical Aspects of Knowledge Management, 549–64. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/3-540-36277-0_48.

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Wang, Rong, Wei-Tek Tsai, Juan He, Can Liu, and Enyan Deng. "A Distributed Digital Asset-Trading Platform Based on Permissioned Blockchains." In Smart Blockchain, 55–65. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-05764-0_6.

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Kolbeck, Thomas. "LDC Asset Trading — On the Brink of a New Era." In Studies in International Economics and Institutions, 465–79. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-07133-5_18.

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Judd, Kenneth L., Felix Kubler, and Karl Schmedders. "Effects of asset market structure on welfare and trading volume." In Studies in Economic Theory, 675–93. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-05858-9_32.

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Burgess, Mark, and J. Wickramanayake. "Liquidity and Market Efficiency Before and After the Introduction of Electronic Trading at the Sydney Futures Exchange." In Asset Allocation and International Investments, 151–82. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626515_9.

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Economides, Nicholas, and Robert A. Schwartz. "Equity Trading Practices and Market Structure: Assessing Asset Managers’ Demand for Immediacy." In The Electronic Call Auction: Market Mechanism and Trading, 169–205. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-1697-2_12.

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Conference papers on the topic "Asset trading"

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Bryan, U., D. Miller, and H. Bain. "Trading Network Risk [National Grid]." In Asset Management Conference 2015. Institution of Engineering and Technology, 2015. http://dx.doi.org/10.1049/cp.2015.1751.

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Chomsiri, Thawatchai, and Detchasit Pansa. "JSP Digital Asset Trading System." In 2019 23rd International Computer Science and Engineering Conference (ICSEC). IEEE, 2019. http://dx.doi.org/10.1109/icsec47112.2019.8974847.

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Lei, Kai, Maoyu Du, Liwei Yang, Jin Liu, Jiyue Huang, Danxia Xie, and Kuai Xu. "Towards Decentralized Equilibrium Asset Trading Based on Blockchain." In 2019 IEEE 21st International Conference on High Performance Computing and Communications; IEEE 17th International Conference on Smart City; IEEE 5th International Conference on Data Science and Systems (HPCC/SmartCity/DSS). IEEE, 2019. http://dx.doi.org/10.1109/hpcc/smartcity/dss.2019.00202.

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Liu, Xia, Hua Jin, and Binbin Chen. "Heterogeneous information, informed trading and capital asset pricing." In 2016 Chinese Control and Decision Conference (CCDC). IEEE, 2016. http://dx.doi.org/10.1109/ccdc.2016.7531877.

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Bielecki, Tomasz R., Daniel Hernandez-Hernandez, and Stanley R. Pliska. "Risk Sensitive Asset Management With Constrained Trading Strategies." In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0011.

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Brigo, Damiano, and Clément Piat. "Static Versus Adapted Optimal Execution Strategies in Two Benchmark Trading Models." In Innovations in Insurance, Risk- and Asset Management. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813272569_0010.

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Hu, Wenxiu, Gang Liu, Weiguo Zhang, and Tingting Wu. "Study on random trading behavior, herd behavior and asset price volatility." In 2016 Chinese Control and Decision Conference (CCDC). IEEE, 2016. http://dx.doi.org/10.1109/ccdc.2016.7531526.

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Huang, Haihui, Jing Cai, and Shaoci Xie. "Implementing an Asset Trading System Based on Blockchain and Game Theory." In 2019 International Conference on Cyber-Enabled Distributed Computing and Knowledge Discovery (CyberC). IEEE, 2019. http://dx.doi.org/10.1109/cyberc.2019.00045.

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Vo, Quoc Nhan, Nhat Phuong Tran, Van Dat Ngo, Van Ha Truong, Quyet Thang Huynh, Nhu Hang Ha, and Duc Man Nguyen. "LEVERAGE THE BLOCKCHAIN TECHNOLOGY TO MANAGE SMART CONTRACT IN ASSET TRADING." In NGHIÊN CỨU CƠ BẢN VÀ ỨNG DỤNG CÔNG NGHỆ THÔNG TIN. Publishing House for Science and Technology, 2019. http://dx.doi.org/10.15625/vap.2019.00032.

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Loginov, M. P., and V. A. Tatyannikov. "Exchange-traded funds as a universal tool for digitized asset trading." In Proceedings of the 1st International Scientific Conference "Modern Management Trends and the Digital Economy: from Regional Development to Global Economic Growth" (MTDE 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/mtde-19.2019.31.

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Reports on the topic "Asset trading"

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Lo, Andrew, Harry Mamaysky, and Jiang Wang. Asset Prices and Trading Volume Under Fixed Transactions Costs. Cambridge, MA: National Bureau of Economic Research, May 2001. http://dx.doi.org/10.3386/w8311.

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Lo, Andrew, and Jiang Wang. Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model. Cambridge, MA: National Bureau of Economic Research, October 2001. http://dx.doi.org/10.3386/w8565.

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Hong, Harrison, and Jeremy Stein. A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets. Cambridge, MA: National Bureau of Economic Research, December 1997. http://dx.doi.org/10.3386/w6324.

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Dow, James, and Gary Gorton. Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing. Cambridge, MA: National Bureau of Economic Research, April 1993. http://dx.doi.org/10.3386/w4315.

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Chien, YiLi, Harold Cole, and Hanno Lustig. Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy. Cambridge, MA: National Bureau of Economic Research, July 2014. http://dx.doi.org/10.3386/w20328.

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Chien, YiLi, Harold L. Cole, and Hanno Lustig. Implications Of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in An Endowment Economy. Federal Reserve Bank of St. Louis, 2014. http://dx.doi.org/10.20955/wp.2014.014.

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Mendoza, Enrique, and Katherine Smith. Margin Calls, Trading Costs, and Asset Prices in Emerging Markets: The Finanical Mechanics of the 'Sudden Stop' Phenomenon. Cambridge, MA: National Bureau of Economic Research, October 2002. http://dx.doi.org/10.3386/w9286.

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Carlin, Bruce, and Shimon Kogan. Trading Complex Assets. Cambridge, MA: National Bureau of Economic Research, July 2010. http://dx.doi.org/10.3386/w16187.

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Guidolin, Massimo, and Francesca Rinaldi. A Simple Model of Trading and Pricing Risky Assets Under Ambiguity: Any Lessons for Policy-Makers? Federal Reserve Bank of St. Louis, 2009. http://dx.doi.org/10.20955/wp.2009.020.

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Research Department - Banking Section - Trading Bank Returns - (Confidential information supplied by Banks) - Forms D. Weekly Statement of Liabilities and Assets within Australia - File 1 - May 1946. Reserve Bank of Australia, September 2021. http://dx.doi.org/10.47688/rba_archives_2006/14471.

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