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Does Anonymity Matter in Electronic Limit Order Markets?
We develop a model in which limit order traders possess volatility information. We show that in this case the size of the bid ask spread is informative about future volatility. Moreover, if volatility information is in part private, we establish that (i) the size of the bid ask spread and (ii) its informativeness about future volatility should change in the same direction when limit order traders' identifiers stop being disclosed. We test these predictions using data from the Paris Bourse. As expected, we find that the average quoted spread and its informativeness are significantly smaller when limit order traders' identifiers are concealed. These findings suggest that the limit order book is a channel for volatility information.
Official Gazette
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Sewage Treatment Plants
Sewage Treatment Plants: Economic Evaluation of Innovative Technologies for Energy Efficiency aims to show how cost saving can be achieved in sewage treatment plants through implementation of novel, energy efficient technologies or modification of the conventional, energy demanding treatment facilities towards the concept of energy streamlining. The book brings together knowledge from Engineering, Economics, Utility Management and Practice and helps to provide a better understanding of the real economic value with methodologies and practices about innovative energy technologies and policies in sewage treatment plants.
Foreign Currency Bank Funding and Global Factors
The literature on the drivers of capital flows stresses the prominent role of global financial factors. Recent empirical work, however, highlights how this role varies across countries and time, and this heterogeneity is not well understood. We revisit this question by focusing on financial intermediaries’ funding flows in different currencies. A concise portfolio model shows that the sign and magnitude of the response of foreign currency funding flows to global risk factors depend on the financial intermediary’s pre-existing currency exposure. An analysis of a rich dataset of European banks’ aggregate balance sheets lends support to the model predictions, especially in countries outside the euro area.
Savings and Bequests
How do bequests explain differences in savings behavior between countries?
The Navy List
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The Jazz Discography
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