The net returns offered by the MSCI World and MSCI All Country World Index (ACWI) outperformed the rate of return provided by the MSCI Emerging Markets index. On a one-year rate of return, the MSCI Wo
This paper studies the welfare consequence of increasing trading speed in financial markets. We build and solve a dynamic trading model, in which traders receive private information of asset value ove
Comprehensive dataset of insider trading activities for FALB PETER LAWRENCE ET AL, including Form 4 filings and transaction visualizations across multiple companies.
This data has been used for the preparation of the manuscript: 'How did the US and UK markets react to the COVID-19 vaccines’ announcements? A preliminary assessment'