High-Frequency Trading Competition Staff Working Paper 2014-19 Jonathan Brogaard, Corey Garriott, Anna Pomeranets We analyze trading dynamics as successive high-frequency trading (HFT) firms begin to trade stocks in an equity market. Entrants compete with incumbents for volume, and there is crowding out. Content Type(s): Staff research, Staff working papers Topic(s): Financial markets, Market structure and pricing JEL Code(s): G, G1, G14, G2, G20, L, L1
April 25, 2014 Weekly Financial Statistics - 25 April 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
April 21, 2014 Weekly Financial Statistics - 21 April 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
Uncertain Costs and Vertical Differentiation in an Insurance Duopoly Staff Working Paper 2014-14 Radoslav Raykov Classical oligopoly models predict that firms differentiate vertically as a way of softening price competition, but some metrics suggest very little quality differentiation in the U.S. auto insurance market. Content Type(s): Staff research, Staff working papers Topic(s): Economic models, Market structure and pricing JEL Code(s): D, D4, D43, D8, D81, G, G2, G22, L, L2, L22
April 11, 2014 Weekly Financial Statistics - 11 April 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
Commodity Price Co-Movement and Global Economic Activity Staff Working Paper 2014-32 Ron Alquist, Olivier Coibion Guided by a macroeconomic model in which non-energy commodity prices are endogenously determined, we apply a new factor-based identification strategy to decompose the historical sources of changes in commodity prices and global economic activity. Content Type(s): Staff research, Staff working papers Topic(s): Economic models, International topics JEL Code(s): E, E3, F, F4
August 1, 2014 Weekly Financial Statistics - 1 August 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
July 31, 2014 Banking and Financial Statistics - July 2014 Content Type(s): Publications, Historical: Banking and Financial Statistics
July 4, 2014 Weekly Financial Statistics - 4 July 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
June 20, 2014 Weekly Financial Statistics - 20 June 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics