Capital Markets CRC Videos
-
US Tick Size Update with the Market Quality Dashboard -
It’s been a little over 3 months since the US Tick size pilot began, arguably the biggest change to US markets in over a decade. In that time at least three parties have provided feedback on the implications of the change, namely ourselves, Convergex and ITG, all of whom have been reported through the Tabb Forum.
-
Reducing Board Lots on the SGX
On 17 January 2015, the Singapore Stock Exchange (SGX) implemented a change in the minimum board lot size from 1000 to 100. Prof Michael Aitken, CEO of CMCRC asks the question, "in the wake of this change,how did the change impact market quality?"
-
US Thanksgiving... and its impact on the Canadian marketplace
Prof. Mike Aitken looks at the effect of thanksgiving on the Canadian marketplace
-
Was a Tick Reduction for TOPIX 100 Securities Beneficial for the TSE?
Prof. Michael Aitken, CEO of the CMCRC discusses "Is Tick Size Reduction for TOPIX 100 Securities Beneficial for the TSE?" with interesting results.
-
Has the Chi - X2 had Detrimental Effects for the Quality of the Canadian Equities Marketplace?
Prof. Michael Aitken, CEO of the CMCRC discusses "Has the Chi - X2 had Detrimental Effects for the Quality of the Canadian Equities Marketplace?" with interesting results.
-
Are fairer markets more efficient? Research from the CMCRC suggests a correlation
New research released by the Capital Markets Cooperative Research Centre (CMCRC) examines the relationship between violations of integrity standards set by exchange- operators or regulators and the consequences for security market efficiency. The research covering over 30 markets shows that while improving market fairness helps reduce transaction costs, not all market design changes simultaneously enhance both fairness and efficiency.
-
Tick Size Debate and High Frequency Trading
CMCRC researcher Dr Vito Mollica discusses whether there is something which companies can do to affect trading behaviour in their stock.
-
Tokyo Cheapest For Illiquid Securities – CMCRC
The Capital Markets Cooperative Research Centre (CMCRC) has released new analysis on relative costs of trading in Asia Pacific markets, showing Tokyo to be the cheapest place to trade illiquid securities.
-
UK Tick Size War - Analysis and Discussion
June 2009 saw a tick size war breakout between the major exchanges in the UK. In this video, protagonists and outcomes are analysed.
-
Reaction to Michael Lewis' interview on 60 Minutes, April 2014
Prof. Michael Aitken discusses Michael Lewis' interview on 60 Minutes: 'Flash Boys'.