When it comes to explaining the equity market's mysterious day-to-day moves, the financial media love nothing more than a convenient explanation. But can one day’s worth of trading activity be legitimately generalized to represent the opinion of all investors? Calculating the average daily number of traded shares outstanding in eight markets suggests the answer is no.
Giorgio Valente, professor of finance at Essex Business School and founder and director of the Centre for Asian Financial Studies at the University of Essex, discusses recent trends in algorithmic and high frequency trading and related developments in the Asia Pacific region.
At the Asian Finance Association Conference in Macao SAR, China, Dr. Maureen O’Hara, an expert in market microstructure and trading, discusses high-frequency markets, algorithmic trading, flow toxicity, and differential access to price information in Asia, as well as the flash crash and market fragmentation.
Exchange-traded funds (ETFs), which offer investors diversification and liquidity at a low cost, have exploded in popularity in recent years and now represent a $1 trillion global market. Morningstar estimates that ETFs now account for at least a third… READ MORE ›
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