Multivariate cointegration analysis of the Finnish-Japanese stock markets

Article Abstract:

Evidence on the multivariate cointegration between Finnish and Japanese stock markets is provided, indicating the impact that changes in the Nikkei financial market may have on error correction mechanisms of the Finnish stock market.

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Xetra efficiency evaluation and NASDAQ modelling by Kapsyn

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The use of the computer program KapSyn in examining Frankfurt's trading system Xtra and NASDAQ is proposed.

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Tick size and spreads: the case of Nasdaq's decimalization

Article Abstract:

A study conducted by the Securities and Exchange Commission (SEC) and by academics has provided empirical evidence that Nasdaq trade execution costs are still high. The impact of a variation in Nasdaq's minimum price increment on quoted spreads is examined.

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