comparison of the cost of trading french shares on the Paris Bourse and on Seaq International

by Frank de Jong

Publisher: London School of Economics, Financial Markets Group in London

Written in English
Published: Downloads: 760
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Edition Notes

Statementby Frank de Jong, Theo Nijman, Ailsa Roell.
SeriesFinancial markets discussion paper series / London School of Economics, Financial Markets Group -- no.169, Financial markets discussion paper (London School of Economics, Financial Markets Group) -- no.169.
ContributionsNijman, Theo., Roell, Ailsa.
ID Numbers
Open LibraryOL13975442M

If the Rolls Royce ADRs were trading at $ when the underlying shares were trading in London at £, ignoring transaction costs, the arbitrage trading profit would be: B. $ Company X wants to borrow $10,, floating for 5 years; company Y wants to borrow $10,, fixed for 5 years. NEWS OF MARKETS IN LONDON AND PARIS; Prices Down in Dull Trading on English Exchange--All International Issues CONDITIONS HARDEN Stocks Break . On the Paris bourse, shares of Avionelle trade at € The spot exchange rate is $ = € What is the no-arbitrage U.S. dollar price of an ADR? Assume that transactions costs are negligible. A) $ B) $ C) $ D) 7: On the Paris bourse, shares of Avionelle trade at €45, while in New York, Avionelle trades as an ADR. The overlap of trading hours with London meant that European investors could wail until New York was open, and the enormous liquidity available in the home market meant that most of them preferred to do so. In the 90’s, at the height of the tech boom, there was a burst of excitement about trading Nasdaq stocks in London for the European market.

Business Objects trades on the Paris Bourse as ordinary shares and on the NASDAQ as American Depositary Receipts (ADRs). One ADR of Business Objects corresponds to one share on the Paris Bourse. Suppose the last transaction of Business Objects on the Paris Bourse was at €/5(1).

comparison of the cost of trading french shares on the Paris Bourse and on Seaq International by Frank de Jong Download PDF EPUB FB2

This paper analyses the cost of trading French shares on two exchanges, the Paris Bourse and London's SEAQ International. Using a large data set consisting of all quotes, limit orders and transactions for a two month period, it is shown that for small transactions the Paris Bourse has lower implicit transaction costs, measured by both the effective and quoted bid-ask by: the implicit cost of trading French shares on the Paris Bourse and on SEAQ International.

The bid-ask spread is a major component of the total cost of trading, and we will provide several measures of the spread on both exchanges. First, the average quoted spread is estimated from the Paris limit order book and market makers’ quotes in London.

de Jong, Frank & Nijman, Theo & Roell, Ailsa, "A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International," European Economic Review, Elsevier, vol. 39(7), pagesAugust. "A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International," Discussion PaperTilburg University, Center for Economic Research.

De Jong, F. de Jong, T. Nijman, A. RoellA comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International European Economic Review, 39 (), pp. Google ScholarCited by: 8.

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The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse Harald Hau. An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse. ” A comparison of the Cost of Trading French Shares on the Paris Bourse and on SEAQ International. ”Cited by:   De Jong, Nijman And Roell-A Comparison Of The Cost Of Trading French Shares On The Paris Bourse And On Seaq International De Matos And Fernandes-Testing The Markov Property With Ultra-High Frequency Financial Data Dean Lebaron's Treasury Of Investment Wisdom 30 Great Investing Minds - Wiley.

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Euronext Paris is France's securities market, formerly known as the Paris Bourse, which merged with the Amsterdam, Lisbon, and Brussels exchanges in September to form Euronext NV, which is the second largest exchange in Europe behind the United Kingdom's London Stock Exchange on: Paris, France.

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OverFrench translations of English words and phrases. Paris Stock Exchange (PAR).PA: Now known as the NYSE Euronext (NYX), the Paris Stock Exchange trades both equities and derivatives and posts the CAC 40.

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