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securities market
Audit committee, board characteristics and quality of financial reporting: An empirical research on Chinese securities market
      
Shareholder wealth effect of dividend policy: Empirical evidence from the Chinese securities market
      
We consider some relations between the minimal martingale measure and the value preserving martingale measure in a continuous-time securities market.
      
If the economy has no viable alternative investment opportunity (other than agents' projects) then equilibrium allocations can be supported by a (non-intermediated) securities market.
      
If there is a viable alternative, the equilibrium allocations cannot be supported by a securities market equilibrium.
      
This paper addresses the question of what one can learn about the dynamics of an economy from observing cross-sectional and time series variations in the volatility of prices in an arbitrage-free securities market.
      
This model includes a securities market model with or without convex cone trading constraints as a special case.
      
Portfolio selection in a lognormal securities market
      
Assuming a lognormal securities market and a chance-constrained portfolio choice model, we derive the well known results of portfolio separation and the effects of taxation which were earlier obtained under more restrictive mean-variance assumptions.
      
In a general, finite-dimensional securities market model with bid-ask spreads, we characterize absence of arbitrage opportunities both by linear programming and in terms of martingales.
      
Law of the Republic of Kazakstan "On the Securities Market"
      
The Legal Basis for the Securities Market in the Republic of Kazakhstan
      
The aforementioned types of property rights in the securities market are certified by a special type documents called securities, or by other methods certifying property rights established by law (e.g., non-documentary securities).
      
As they are basically a form of certain civil law relations, not all types of securities may circulate in the securities market.
      
The results of these investigations allow one to determine a short-term rate in a securities market.
      
Trading strategies and utility functions on securities market are considered.
      
We estimate the model based on data for the German securities market and then the estimation results are employed to develop long-term bond investment strategies.
      
This article adds to both the financial intermediation and market microstructure literature by examining the market reactions surrounding the withdrawal of a major financial intermediary and market maker from a specific securities market.
      
Price reversal, transaction costs, and arbitrage profits in the real estate securities market
      
Thus, the real estate securities market is efficient at weekly intervals in the sense that one could not exploit the price reversals via some simple trading rules.
      
 

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