Execution and Exchanges

Lead content

Manipulation in the VIX? (2017)

At the settlement time of the VIX Volatility Index, volume spikes on S&P 500 Index (SPX) options, but only in out-of-the-money options that are used to calculate the VIX, and more so for options with a higher and discontinuous influence on VIX. The authors investigate alternative explanations of hedging and coordinated liquidity trading. Tests ...

Recent posts

News, blogs, posts and small talk for Execution and Exchanges

Read the latest news, blogs and articles relevant to Institutional Investors

news and blogs

Clearstream and Euroclear Bank offer improved settlement activity on the Bridge

23 Jun 2017

UK's Office for National Statistics to end pre-release access to economic data

16 Jun 2017

OTC Markets Group Acquires theOTC.today

15 Jun 2017

Commcise and RBC Collaborate on Integrated MiFID II Research Payment Solution

15 Jun 2017

SmartStream RDU announces reference data service for MiFID II

15 Jun 2017

Instinet Agrees to Purchase BlockCross ATS from State Street

23 Jun 2017

Not Your Father’s NYFIX

23 Jun 2017

Eze Software launches MiFID II commission management platform

23 Jun 2017

Sapient Global Markets and Smart Communications partner

23 Jun 2017

Former Traiana founder Roy Saadon launches Access Fintech

23 Jun 2017

Read the top articles, questions and other posts on Savvy Investor

top posts

Institutional investment professional FX Global Code 2017: Principles of Good Practice in Foreign Exchange
BNP Paribas Asset Management Market Compass for China (BNP Paribas, 2017)
Office of Financial Research Benefits and Risks of Central Clearing in the Repo Market (OFR, March 2017)
Deloitte Plugging the Leakages in the Implementation of Currency Hedging (Deloitte, 2017)
Financial Industry Regulatory Authority - FINRA Distributed Ledger Technology: Implications of Blockchain for the Securities Industry (FINRA, 2017)
Oliver Wyman Enhancing Liquidity in Emerging Market Exchanges (Oliver Wyman/WFE, 2017)
Institutional investment professional Moving Financial Market Infrastructure to the Cloud (DTCC, 2017)
CFA Institute Dark Pools, Internalization and Equity Market Quality (CFA Institute)
London Metal Exchange Metals Markets: Discussion Paper on Market Structure (LME, Apr 2017)
Financial Conduct Authority Markets in Financial Instruments Directive II Implementation - Policy Statement I (FCA, 2017)
McKinsey & Company Deepening capital markets in emerging economies (McKinsey & Company, 2017)
Office of Financial Research New Public Disclosures Shed Light on Central Counterparties (OFR, 2017)
See the latest comments from other Investment Professionals on Savvy Investor

small talk

Feedback