The study of so-called market impact – how an investor’s trades move market prices – is a field Neil Chriss knows well. He ...
As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...
Fearing another round of rapid increases in inflation, several European corporates are hoping to hedge the inflation risk ...
TCA is more than a post-trade exercise for best execution requirements – it is also a pre-trade tool to inform on how to ...
As ailing US corporates have struggled to service post-crisis loans, the prevalence of cov-lite lending has helped let creditors carve up distressed debt and sometimes cut other lenders out of the ...
Republican commissioner Hester Peirce has found plenty to disagree with in the agenda of the US Securities and Exchange ...
As banks raced to invest in deploying advanced electronic trading offerings for foreign exchange, Bank of America was, by its ...
Hedge funds that bought foreign exchange options in a bet on increased volatility around the US presidential election have largely unwound their positions, sending vol levels sliding across several ...
Prompted by policy shifts and macro events, pension funds and insurance firms are seeking alternative solutions around funding and liquidity ...
Oomen and Muhle-Karbe compared Refinitiv’s WM/R with two other less-established benchmarks: Bloomberg’s BFIX, which is also calculated over a five-minute fixing window; and Siren, with a 20-minute ...
Prof. Israel Waismel-Manor is an Associate Professor at the School of Political Science, University of Haifa (Ph.D. Cornell University) and is the head of the Political Behavior Lab. His research ...