Articoli di riviste: "Otc market"

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&NA;. "OTC market news". Inpharma Weekly &NA;, n. 994 (luglio 1995): 22. http://dx.doi.org/10.2165/00128413-199509940-00046.

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&NA;. "OTC market growth predicted". Inpharma Weekly &NA;, n. 903 (settembre 1993): 22. http://dx.doi.org/10.2165/00128413-199309030-00061.

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&NA;. "UK OTC market news". Inpharma Weekly &NA;, n. 929 (marzo 1994): 22. http://dx.doi.org/10.2165/00128413-199409290-00053.

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Arseneau, David M., David E. Rappoport W. e Alexandros P. Vardoulakis. "Private and public liquidity provision in over‐the‐counter markets". Theoretical Economics 15, n. 4 (2020): 1669–712. http://dx.doi.org/10.3982/te3419.

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We show that trade frictions in over‐the‐counter (OTC) markets result in inefficient private liquidity provision. We develop a dynamic model of market‐based financial intermediation with a two‐way interaction between primary credit markets and secondary OTC markets. Private allocations are generically inefficient due to a congestion externality operating through market liquidity in the OTC market. This inefficiency can lead to liquidity that is suboptimally low or high compared to the second best, providing a rationale for the regulation and public provision of liquidity. Moreover, our model characterizes a transmission channel of quantitative easing or tightening that operates through liquidity premia.

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&NA;. "European OTC market growing rapidly". Inpharma Weekly &NA;, n. 952 (agosto 1994): 22. http://dx.doi.org/10.2165/00128413-199409520-00062.

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Glode, Vincent, e Christian C. Opp. "Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise". Review of Financial Studies 33, n. 2 (7 giugno 2019): 866–915. http://dx.doi.org/10.1093/rfs/hhz061.

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Abstract Over-the-counter (OTC) markets attract substantial trading volume despite exhibiting frictions absent in centralized limit-order markets. We compare the efficiency of OTC and limit-order markets when traders’ expertise is endogenous. We show that asymmetric access to counterparties in OTC markets yields increased rents from expertise acquisition for a few well-connected core traders. When the existence of gains to trade is uncertain, traders’ higher expertise in OTC markets can improve allocative efficiency. In contrast, when expertise primarily causes adverse selection, competitive limit-order markets tend to dominate. Our model provides guidance for policy makers and empiricists evaluating the efficiency of market structures.

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Vasina, E. V. "DEVELOPMENT OF DERIVATIVE MARKET IN 2000-2012". MGIMO Review of International Relations, n. 3(36) (28 giugno 2014): 88–95. http://dx.doi.org/10.24833/2071-8160-2014-3-36-88-95.

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At the end of XIX century futures exchange emerged, in the early 70-ies XX century - option exchange of financial derivatives. These exchanges gave a huge boost to the development of market of the operations with derivative financial instruments. In fact, in the 1970-1980-ies a new market segment was actually formed - the stock and financial derivatives. Trade in financial derivatives began in the OTC market, which accounts for most of the trade of derivatives. Today volumes of the OTC market of derivatives are several times greater than the volume of world trade and world GDP. From 2000 to 2007 derivative OTC market grew rapidly. In 2007-2008 there is a decline in trade of derivatives, but already in 2009 the world market of OTC derivatives returned to pre-crisis growth rates. Among all the instruments of the OTC market of derivatives swaps on interest rates stand out in the volumes, which even in the crisis of2007-2008 slightly, but increased. Analysis of indicators of the global OTC market of derivatives reveals the predominance of instruments on interest rates: their share in the total world market in 2012 amounted to about 77%. If we consider the structure of the OTC market of derivatives on type contracts, in 2012 most of the contracts (66%) belonged to the swaps. As regards the structure of the world market of exchange derivatives, in 2012 the options had the largest share - 54 %, futures accounted for 46 %. Among all the exchange instruments on interest rates held 92%.

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&NA;. "Changes in the UK OTC market". Inpharma Weekly &NA;, n. 905 (settembre 1993): 22. http://dx.doi.org/10.2165/00128413-199309050-00050.

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&NA;. "OTC market expanding in the UK". Inpharma Weekly &NA;, n. 1076 (marzo 1997): 22. http://dx.doi.org/10.2165/00128413-199710760-00048.

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Kupecz, Deborah. "Glycated Hemoglobin Test Hits OTC Market". Nurse Practitioner 28, n. 5 (maggio 2003): 49. http://dx.doi.org/10.1097/00006205-200305000-00010.

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LIN, JI-CHAI, e JOHN S. HOWE. "Insider Trading in the OTC Market". Journal of Finance 45, n. 4 (settembre 1990): 1273–84. http://dx.doi.org/10.1111/j.1540-6261.1990.tb02436.x.

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Erasmus, Coert Frederik. "The enhancement of the deteriorated South African bond options market". Risk Governance and Control: Financial Markets and Institutions 5, n. 2 (2015): 92–100. http://dx.doi.org/10.22495/rgcv5i2c1art3.

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nvestments, especially those in the bond market, carry a level of risk. Risks in the bond market can be mitigated by transacting in option contracts. In the developing South African economy, trading activity of over-the-counter (OTC) bond options decreased significantly. Possible deteriorating factors and interventions to enhance OTC bond options were investigated in this research. Experts in the OTC bond option market were surveyed and the quantitative data collected was analysed with descriptive statistical methods. Results indicated that three factors were positively identified as deteriorating factors in the OTC bond option market and that five different interventions were possible to possible enhance this market.

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Vićić, Marija. "Legal regulation of OTC financial derivatives trading". Strani pravni zivot, n. 2 (2021): 215–30. http://dx.doi.org/10.5937/spz65-30645.

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Author explains legal regulation of OTC financial derivative trading on the leading financial markets (USA and EU) as well as shows uniform regulations developed in international legal environment, and separately explains legal framework of the said question in positive Serbian law. Author elaborates main current legal issues related to financial derivatives transactions on the OTC market to which domestic participants are exposed during the operations in Serbian territory but also in cross-border operations. Finally, the author provides concrete proposals for further improvement of disputable legal issues by amending the regulatory framework in line with comparative legal regulations and regulations developed by the international community. Purpose of this article is to bring the attention of legal experts in Serbia to certain inefficient solutions in currently applicable legal regulations related to financial derivatives on the OTC Market, as well as to serve to legal practice as guidance for practical solving the disputable legal issues in particular transactions which have become frequent also for domestic participants on the capital market.

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Kukurba, Maria. "Walutowe i procentowe transakcje zamiany - podstawy mechanizmu działania". Kwartalnik Kolegium Ekonomiczno-Społecznego. Studia i Prace, n. 2 (27 novembre 2016): 11–28. http://dx.doi.org/10.33119/kkessip.2016.2.1.

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This article describes the derivatives OTC market in Poland. The reports of the National Bank of Poland and literature review form the base for the analysis. The main objectives are to identify principal derivatives of the Polish OTC market after 2004 and explain the purpose of swap contracts. The principle conclusion of the article states that after 2004 Polish OTC market was still developing and that main financial instruments traded on this market are currency swaps, IRS and CIRS.

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Hugonnier, Julien, Benjamin Lester e Pierre-Olivier Weill. "Frictional Intermediation in Over-the-Counter Markets". Review of Economic Studies 87, n. 3 (18 luglio 2019): 1432–69. http://dx.doi.org/10.1093/restud/rdz037.

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Abstract We extend Duffie et al.’s (2005) search-theoretic model of over-the-counter (OTC) asset markets, allowing for a decentralized inter-dealer market with arbitrary heterogeneity in dealers’ valuations (or, equivalently, inventory costs). We develop a solution technique that makes the model fully tractable and allows us to derive, in closed form, theoretical formulas for key statistics analysed in empirical studies of the intermediation process in OTC markets. A calibration to the market for municipal bonds allows us to quantify important unobservable characteristics of this market, including the severity of search and bargaining frictions and the nature of heterogeneity across dealers. We use our calibrated model to study the effect of these market characteristics on total welfare and the distribution of gains from trade across customers and dealers.

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Kriger, Anzhelika Mikhaylovna. "Central Clearing of OTC derivatives in the EU". Russian Journal of Legal Studies 6, n. 1 (15 dicembre 2019): 116–25. http://dx.doi.org/10.17816/rjls18479.

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This paper aims to determine the general rules and particularities of central clearing of OTC derivative contracts in the EU.The reform of OTC derivatives market has become a regulatory response to the Global financial crisis which has negatively affected the major economies of the West. According to the G20 obligations, one of the methods applied to eliminate consequences of the crisis and to prevent the same situations on financial markets was introduction of obligatory central clearing of OTC derivatives transactions. This obligation was implemented into the ‘EMIR’ Regulation № 648/2012/EU, and was afterwards developed in delegated regulations and regulatory technical standards in the EU.Central clearing was invented in XIX century, but it hasn’t been widely used until end XX century. Central clearing is applied for risk mitigation in financial transactions. There are various models of central clearing. The most popular of them are novation, non-defined legal construction and agency model. Central counterparties, clearing members and their clients are empowered to render clearing services in the EU.According to the new regulation, all OTC derivatives market participants are divided into financial and non-financial counterparties. Level of the activity determines whether a non-financial counterparty has to centrally clear OTC derivatives contracts.European Securities and Markets Authority (ESMA) carries out supervision of central counterparties, as wellas establishes financial and administrative requirements for them.The paper examines supranational aspects of OTC derivatives clearing, as well as practical issues depicted by examplesof major EU central counterparties.

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Eandi, Mario. "Liberalization of OTC drugs market in Italy". Farmeconomia. Health economics and therapeutic pathways 9, n. 2 (15 giugno 2008): 67–68. http://dx.doi.org/10.7175/fe.v9i2.218.

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Kumar Jain, Mukesh, e S. Agnihotri. "Study of OTC Derivative Market in Asia". Prastuti: Journal of Management & Research 8, n. 2 (2019): 35–44. http://dx.doi.org/10.51976/gla.prastuti.v8i2.821911.

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Kim, Jungmu, e Yuen Jung Park. "Predictability of OTC Option Volatility for Future Stock Volatility". Sustainability 12, n. 12 (25 giugno 2020): 5200. http://dx.doi.org/10.3390/su12125200.

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This study explores the information content of the implied volatility inferred from stock index options in the over-the-counter (OTC) market, which has rarely been studied in the literature. Using OTC calls, puts, and straddles on the KOSPI 200 index, we find that implied volatility generally outperforms historical volatility in predicting future realized volatility, although it is not an unbiased estimator. The results are more apparent for options with shorter maturity. However, while implied volatility has strong predictability during normal periods, historical volatility is superior to implied volatility during a period of crisis due to the liquidity contraction of the OTC options market. This finding suggests that the OTC options market can play a role in conveying important information to predict future volatility.

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Zhou, Tianying. "Overview on Derivatives Trade in China". European Scientific Journal, ESJ 12, n. 25 (30 settembre 2016): 153. http://dx.doi.org/10.19044/esj.2016.v12n25p153.

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Since 1980s, derivatives market has become the significant component of international financial market, and its founding and development contributes to the characteristics of modern financial market. Derivatives, which have gone through the stages of massive import, fast growth and gradual maturity, are one of the fruits of financial creations. It has also led to constructive reform of financial system. As for present market, according to BIS, the notional principle of exchange traded derivatives and options sums to 73.46 trillion US dollars. While the notional value of contract of global OTC derivatives is 691 trillion US dollars, the add-up would be 764.46 trillion US dollars. The OTC derivatives take up 90.39% global derivatives market. In the meanwhile, according to ISDA statistics, 94% of global 500 companies trade in OTC derivatives market.

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Chen, Christopher. "Extraterritoriality of the Regulations and Interconnections of the Derivatives Market: Legal Implications for East and Southeast Asia". Masaryk University Journal of Law and Technology 11, n. 2 (30 settembre 2017): 323–50. http://dx.doi.org/10.5817/mujlt2017-2-6.

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This article examines the legal implications of the interconnections of the global derivatives market, such as the exchange and over-the-counter (OTC) markets, in East and Southeast Asia. First, we introduce the interconnectedness of the global derivatives market. We then examine some legal implications of such interconnectedness from several angles, such as the extraterritoriality of relevant regulations (notably the reporting, clearing and trading mandates prescribed by the G20 and the new initial margin rule), standard product documentation, the effect of substituted compliance, the potential competition effect due to shifting OTC trades to exchange trading and the effect of consolidating exchanges and/or clearing services. We approach these issues from the perspective of Asian countries in relation to development in core markets, such as those in the US, the UK and Europe.

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Fortin, Richard D., e O. Maurice Joy. "Monthly Regularities in the OTC National Market System". Financial Analysts Journal 47, n. 6 (novembre 1991): 93–95. http://dx.doi.org/10.2469/faj.v47.n6.93.

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Kammel, Armin J. "Regulation and supervision of the OTC derivatives market". Journal of Banking Regulation 20, n. 1 (18 settembre 2018): 113–14. http://dx.doi.org/10.1057/s41261-018-0081-4.

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Nystedt, Jens. "Derivative Market Competition: OTC Versus Organized Derivative Exchanges". IMF Working Papers 04, n. 61 (2004): 1. http://dx.doi.org/10.5089/9781451848205.001.

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Park, Yuen Jung. "The Information Content of the Implied Volatility in OTC Individual Stock Options Market". Journal of Derivatives and Quantitative Studies 20, n. 2 (31 maggio 2012): 195–235. http://dx.doi.org/10.1108/jdqs-02-2012-b0003.

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This paper investigates the information content of implied volatilities inferred from individual stock options quoted over-the-counter (OTC). First, we examine whether the implied volatility has better explanatory power than historical volatility for forecasting future realized volatility of the underlying stock return. Next, we analyze the properties of volatility spreads, the difference between implied volatilities and realized volatilities. Using near-the-money options for 10 firms over the sample period from April 2005 to April 2010, we first demonstrate that the implied volatilities for most firms don’t have additional information beyond what are already contained in historical volatilities. However, the implied volatilities with some specific remaining maturities for two firms dominate historical volatilities in explaining the future realized volatilities. Second, we find that during the period before global financial crisis, the implied volatilities are systematically lower than the future realized volatilities whereas this reversal disappears after the year 2008. This finding suggests that there’s a possibility of the risk loving behavior of the investors in OTC individual stock options market during the pre-global crisis period. Finally, through the comparative analysis of the KOSPI200 index options quoted OTC over the same sample period, we conclude that the OTC individual stock options market has distinctive characteristics like the KRW/USD OTC currency options market.

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Setiadhi, Riani. "Efek Penggunaan Produk Perawatan Gigi Dan Mulut Yang Dijual Bebas (Otc) Pada Mukosa Oral". Jurnal Material Kedokteran Gigi 5, n. 2 (4 agosto 2018): 52. http://dx.doi.org/10.32793/jmkg.v5i2.253.

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Over-the-Counter (OTC) drug is a drug which is sold freely in the market and can be purchased without a prescription. Special markings on the packaging and etiquette of OTC drug is a green circle with a black edge. Over-TheCounter (OTC) Dental Care Products are dental care products sold directly to consumer without a prescription from the dentist. Nowadays, there has been a significant increase in the number of OTC products in the market for oral health such as mouth washes, breath fresheners, tooth whitening, tooth paste, denture cleaners etc. To find out the effect of inappropriate use of OTC dental care products on the oral mucosa. Many OTC dental products are freely sold, make easier for people to obtain the desired products without visiting the dentist. Besides those advantage, they may also cause undesirable effects due to the inappropriate use and indications which could actually risk the oral health of patients. Side effects that may occur in the oral cavity including altered taste, tooth staining, burning sensation, gingival irritation, desquamation, erosion, numbness and dryness of the oral mucosa. Discontinuing the use of these products usually will recover the oral mucosa conditions. The inappropriate use and indications of OTC dental care products could cause unwanted side effects.

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Bhat, Aparna Prasad. "Who predicts dollar-rupee volatility better? A tale of two options markets". Managerial Finance 45, n. 9 (9 settembre 2019): 1292–308. http://dx.doi.org/10.1108/mf-09-2018-0416.

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Purpose The purpose of this paper is to examine whether volatility implied from dollar-rupee options is an unbiased and efficient predictor of ex post volatility, and to determine which options market is a better predictor of future realized volatility and to ascertain whether the model-free measure of implied volatility outperforms the traditional measure derived from the Black–Scholes–Merton model. Design/methodology/approach The information content of exchange-traded implied volatility and that of quoted implied volatility for OTC options is compared with that of historical volatility and a GARCH(1, 1)-based volatility. Ordinary least squares regression is used to examine the unbiasedness and informational efficiency of implied volatility. Robustness of the results is tested by using two specifications of implied volatility and realized volatility and comparison across two markets. Findings Implied volatility from both OTC and exchange-traded options is found to contain significant information for predicting ex post volatility, but is neither unbiased nor informationally efficient. The implied volatility of at-the-money options derived using the Black–Scholes–Merton model is found to outperform the model-free implied volatility (MFIV) across both markets. MFIV from OTC options is found to be a better predictor of realized volatility than MFIV from exchange-traded options. Practical implications This study throws light on the predictive power of currency options in India and has strong practical implications for market practitioners. Efficient currency option markets can serve as effective vehicles both for hedging and speculation and can convey useful information to the regulators regarding the market participants’ expectations of future volatility. Originality/value This study is a comprehensive study of the informational efficiency of options on an emerging currency such as the Indian rupee. To the author’s knowledge, this is one of the first studies to compare the predictive ability of the exchange-traded and OTC markets and also to compare traditional model-dependent volatility with MFIV.

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Ganapa, Praveena, e Kishore Y. Jothula. "Study on usage of over the counter medication among college students in Telangana: a cross sectional study". International Journal Of Community Medicine And Public Health 6, n. 9 (27 agosto 2019): 3939. http://dx.doi.org/10.18203/2394-6040.ijcmph20193997.

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Background: The use of over the counter medications (OTC) has been reported to be on rise internationally. The OTC drug market in India currently ranks 11th in the global OTC market. Since Indian patients have a huge tendency of self-treatment, the Indian market is characterized by a huge demand for OTC drugs. Hence the current study is undertaken to know the practices of over the counter medication among college students.Methods: Institutional based cross sectional study carried out in Pharmacy College and all interested students were included with sample size of 141. Data was collected by interview method by using questionnaire. Results were presented in percentages using SPSS statistical package version 23.Results: Subjects were opting for the over the counter medication. Most common drugs dispensed were cough remedies (52.4%) followed by antibiotics (38.2%). Most (47.5%) common source of medication was parents.Conclusions: Majority of the students were opting for the over the counter medication and it is need of the hour to improve the knowledge regarding its adverse effects and about rationale use of drugs and drug resistance.

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Anbil, Sriya, Alyssa Anderson e Zeynep Senyuz. "Are Repo Markets Fragile? Evidence from September 2019". Finance and Economics Discussion Series 2021, n. 026 (30 aprile 2021): 1–58. http://dx.doi.org/10.17016/feds.2021.028.

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We show that the segmented structure of the U.S. Treasury repo market, in which some participants have limited access across the segments, leads to rate dispersion, even in this essentially riskless market. Using confidential data on repo trading, we demonstrate how the rate dispersion between the centrally cleared and over-the-counter (OTC) segments of the Treasury repo market was exacerbated during the stress episode of September 2019. Our results highlight that, while segmentation can increase fragility in the repo market, the presence of strong trading relationships in the OTC segment helps mitigate it by reducing rate dispersion.

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Morgan, Glenn. "Market formation and governance in international financial markets: The case of OTC derivatives¹". Human Relations 61, n. 5 (maggio 2008): 637–60. http://dx.doi.org/10.1177/0018726708091766.

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Anderson, Hamish, Ben Marshall e Xiao Wang. "Cross-sectional return patterns in New Zealand’s registered and OTC stock markets". Pacific Accounting Review 27, n. 1 (2 febbraio 2015): 51–68. http://dx.doi.org/10.1108/par-09-2012-0036.

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Purpose – This paper aims to examine whether the cross-sectional return patterns in New Zealand’s main stock market (NZSX) are also present in the alternative (NZAX) and over-the-counter (Unlisted) markets. Design/methodology/approach – Cross-sectional regressions of monthly stock returns on well-known pricing factors including firm size, book-to-market (B/M) ratio, liquidity and past returns were run. The NZSX sample commenced in 1988 and continued through to 2011, while data are available for the Unlisted and NZAX markets from 2004 to 2011. Findings – The pricing factors that are important in explaining returns in major international markets also influence returns on the NZSX. However, only B/M is consistently priced across all New Zealand stock exchanges, including the alternative NZAX and Unlisted markets. There is evidence of reversal in NZAX stocks, but liquidity effects are not consistent or pervasive in either market. Practical implications – With B/M being the only consistently priced variable across all markets, investors in the NZAX and in particular Unlisted may be concerned with other risk factors. For example, the risks associated with differing levels of investor protection, corporate governance and disclosure may be of more concern to investors than pricing factors such as size, liquidity and past returns in these alternative trading platforms. Originality/value – The paper examines cross-sectional return patterns of the NZAX and Unlisted stocks and is the first paper to jointly test the explanatory power of size, B/M, past returns and liquidity factors for NZSX stocks.

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Yu, Jing Long, Tse Mao Lin e Xin Hui Wu. "Does Brexit Have a Bullish or Bearish Effect on the Taiwan Stock Market?" International Journal of Economics and Financial Research, n. 73 (11 luglio 2021): 90–101. http://dx.doi.org/10.32861/ijefr.73.90.101.

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Using the event study method to analyze one year of daily trading data of formal and Over-The-Counter (OTC) stocks in Taiwan, this study investigates whether the Brexit referendum led to abnormal returns, as well as the financial characteristics of the stocks, and the influential financial variables. The Taiwan stock market had negative abnormal returns on the day of the Brexit referendum. The high-abnormal return group was more significantly affected than the low-abnormal return group. The book-to-market ratio, price-to-earnings ratio, yield rate, average foreign shareholding ratio, and stocks overbought and oversold had a more significant impact on the low-abnormal return group. Abnormal returns were generated mostly in the OTC (Over-The-Counter) market. This event affected financial stocks more significantly than electronics and information technology stocks. The effects on formal stocks, OTC (Over-The-Counter) stocks, and the overall market were the most significant for the turnover rate and stocks overbought and oversold, yield rate, and turnover rate and book-to-market ratio, respectively. The results confirm that the model of the impact of a special event on the behavioral response in the Taiwan stock market can be used to predict changes in stock market prices when a special event occurs in the future.

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&NA;. "European OTC market to hit $US10 billion by 1997". Inpharma Weekly &NA;, n. 926 (febbraio 1994): 22. http://dx.doi.org/10.2165/00128413-199409260-00054.

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Tanzi, Maria G. "OTC Primatene Mist back on market, but concerns remain". Pharmacy Today 25, n. 2 (febbraio 2019): 20. http://dx.doi.org/10.1016/j.ptdy.2019.01.011.

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Baker, H. Kent, e Richard B. Edelman. "OTC MARKET SWITCHING AND STOCK RETURNS: SOME EMPIRICAL EVIDENCE". Journal of Financial Research 13, n. 4 (dicembre 1990): 325–38. http://dx.doi.org/10.1111/j.1475-6803.1990.tb00636.x.

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Brüggemann, Ulf, Aditya Kaul, Christian Leuz e Ingrid M. Werner. "The Twilight Zone: OTC Regulatory Regimes and Market Quality". Review of Financial Studies 31, n. 3 (11 settembre 2017): 898–942. http://dx.doi.org/10.1093/rfs/hhx102.

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Chowdhry, Nidhi. "A Case Study on OTC Market – Choice to Enter?" Advances in Economics and Business 3, n. 2 (febbraio 2015): 45–49. http://dx.doi.org/10.13189/aeb.2015.030202.

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Edwards, Brent. "Emerging Technologies, Market Segments, and MarkeTrak 10 Insights in Hearing Health Technology". Seminars in Hearing 41, n. 01 (febbraio 2020): 037–54. http://dx.doi.org/10.1055/s-0040-1701244.

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AbstractHearing health care is rapidly changing through innovation in technology, services, business models, and product categories. The introduction of hearables and over-the-counter (OTC) hearing aids in particular will change the market for hearing help and the role of the hearing care professionals (HCPs). This article focuses on how these products will be differentiated from HCP-fit hearing aids through their ability to address the unmet needs of different consumer segments within the population of people with hearing dysfunction. The unmet hearing needs of each segment are discussed, and the size of each segment estimated, demonstrating a large potential market for hearables and a smaller potential market for hearing aids than has been previously mentioned in the literature. The results from MarkeTrak 10's survey of consumers' attitudes toward an OTC model are reviewed, showing that approximately half of both hearing aid owners and nonowners are uncomfortable doing hearing- and hearing aid–related tasks on their own without the assistance of an HCP and would be unlikely to purchase OTC hearing aids if available today. MarkeTrak data are also shown that demonstrate that the majority of hearing aid and personal sound amplification product owners believe that the HCP helped or would have helped with their hearing devices. Finally, challenges to OTC hearing aids becoming successful are discussed.

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李, 文雯. "Comparative Analysis of Information Disclosure between New OTC Market and Main Board Market". World Economic Research 09, n. 04 (2020): 106–11. http://dx.doi.org/10.12677/wer.2020.94012.

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Biggins, John. "‘Targeted Touchdown’ and ‘Partial Liftoff’: Post-Crisis Dispute Resolution in the OTC Derivatives Markets and the Challenge for ISDA*". German Law Journal 13, n. 12 (1 dicembre 2012): 1297–328. http://dx.doi.org/10.1017/s2071832200017879.

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Since the 1980s, influential participants in the niche over-the-counter (OTC) derivatives markets have sought to encourage contractual standardization in the industry to mitigate the potential for unforeseen legal interruptions and ensure the enforceability of OTC derivatives contracts. The International Swaps and Derivatives Association (ISDA), a trade association and standard-setter, has spearheaded this effort; resulting in the creation and sustenance of a highly successful transnational private regulatory regime (TPRER). Most notably, ISDA has generated a standardized boilerplate contract for OTC derivatives, known as the ‘ISDA Master Agreement’. However, the TPRER within which the ISDA Master Agreement operates displays some intriguing features and paradoxes. Chief amongst these paradoxes is that, while this TPRER appears at first glance to be highly legalistic and formal, indications are that rates of formal litigation between members of the regulatory regime have traditionally been low relative to the size of the market (the total notional amount of OTC derivatives contracts outstanding at the end of 2011 was estimated at US$648 trillion).

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41

Back, Kerry, Ruomeng Liu e Alberto Teguia. "Signaling in OTC Markets: Benefits and Costs of Transparency". Journal of Financial and Quantitative Analysis 55, n. 1 (16 ottobre 2018): 47–75. http://dx.doi.org/10.1017/s0022109018001394.

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We provide a theoretical rationale for dealer objections to ex post transparency in over-the-counter markets. Disclosure of the terms of a transaction conveys information possessed by the dealer about the asset quality and reduces the dealer’s rents when she disposes of the inventory in a second transaction. We show that costly signaling in a transparent market benefits investors through lower spreads and higher volume. Dealers may also gain from transparency despite lower spreads when potential gains from trade are small or adverse selection is high, because in those circumstances higher volume offsets smaller spreads for dealer profits.

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42

Kordlouie, Hamid Reza, Mehrnoush Ebrahimi, Narges Mohseni Dehkolani e Azam Zare Jafar Kolaei. "Price clusters and stock price stability". Revista Eletrônica em Gestão, Educação e Tecnologia Ambiental 24 (8 aprile 2020): 33. http://dx.doi.org/10.5902/2236117043410.

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Understanding the factors affecting stock return volatility, for analysts, investors and company executives, it is critical. In this study, using a traditional approach, we identify the factors influencing volatility and how price friction is formed on stock price stability, and in particular, examining the clustering test for price increases. This study was carried out by examining the price clusters and stock price stability in the stock market and the OTC market between 2009 -2010. Econometric software was used to investigate the research variables. In this study, we tried to study stock price volatility in proportion to stock price clusters. Research findings showed; there is no significant relationship between stock price volatility and price clusters in the OTC market and the stock market.

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Kim, Yu Kyung. "Estimation of the Size of the Settlement Fund of the Korean Securities and Derivatives Markets Utilizing Stress Tests". Journal of Derivatives and Quantitative Studies 14, n. 1 (31 maggio 2006): 25–60. http://dx.doi.org/10.1108/jdqs-01-2006-b0002.

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The Korean securities and derivatives markets, which offer such internationally renowned products as KOSPI 200 futures and options, along with proliferation of such derivative securities as ELS have offered an opportunity for investors to manage risk and select investment products for all different future prospects. However, if the market was to face with a shock in the magnitude of, for instance, the Black Monday of October 1987, possibly the market may trap into total confusion as the increased demand for portfolio insurance could enlarge the volatility of both cash and derivatives markets‘ In this paper we estimate the amount of settlement fund required in the Korean securities and derivatives markets via stress testing if the market falls into an extreme case of vulnerability. The required settlement fund was estimated using two step procedures. Firstly, we estimate market risk applying three different approaches, namely, 99% VaR. EVT and the historical time periods when the market exhibited extreme volatility. We found that from six member companies to as many as 16 companies could face settlement failures, which are represented by having the operating-income-to-capital ratio of less than 100%. Secondly‘ after estimating each company's settlement amount and summing them to forecast the aggregate amount of settlement fund, it was found that at maximum 350 billion won was required for settlement fund. However, as OTC products become more popular in the near future, the required settlement fund will be larger. Especially if the CCP takes over the OTC market in terms of settlement and clearing, it is expected that the emergency settlement requirement will even become larger.

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Guéant, Olivier, e Jiang Pu. "Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach". Market Microstructure and Liquidity 04, n. 01n02 (marzo 2018): 1950005. http://dx.doi.org/10.1142/s2382626619500059.

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In most illiquid markets, there is no obvious proxy for the market price of an asset. The European corporate bond market is an archetypal example of such an illiquid market where mid-prices can only be estimated with a statistical model. In this OTC market, dealers/market makers only have access, indeed, to partial information about the market. In real time, they know the price associated with their trades on the dealer-to-dealer (D2D) and dealer-to-client (D2C) markets, they know the result of the requests for quotes (RFQ) they answered, and they have access to composite prices (e.g., Bloomberg CBBT). This paper presents a Bayesian method for estimating the mid-price of corporate bonds by using the real-time information available to a dealer. This method relies on recent ideas coming from the particle filtering/sequential Monte Carlo literature.

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45

Huang, Cheng-Li, Wei-ju Chen e Kuo-Chen Lu. "Can the Audit Committee Provide Better Oversight of Listed Companies? – An Efficiency of Cash Holdings Perspective". Asian Journal of Finance & Accounting 8, n. 1 (23 marzo 2016): 100. http://dx.doi.org/10.5296/ajfa.v8i1.9064.

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<p>This study attempts to inspection the efficient of using cash holdings whether is improved after setting up audit committee sound corporate governance from the perspective of reducing agency costs. We use the difference in difference method to investigate the effect of oversight of audit committee from 2007 to 2010 the company with audit committee for sample. The empirical results show that the using efficiency of cash holdings isn’t promoted after setting up audit committee with all listed companies sample. We further divided the sample into the over-the-counter (OTC) market and the Taiwan Stock Exchange (TSE) market according to the stock market feather. The empirical indicated that the Taiwan Stock Exchange (TSE) market listed sample exhibited the effect of oversight of audit committee; however, the over-the-counter (OTC) market listed is not. It indicated that the different market structure did affect the effect of oversight of audit committee.</p>

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46

&NA;. "The changing face of the OTC drug market in Europe". Inpharma Weekly &NA;, n. 1086 (maggio 1997): 2. http://dx.doi.org/10.2165/00128413-199710860-00002.

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47

徐, 晓伟. "Brief Analysis of Information Disclosure Problems of New OTC Market". Emergence and Transfer of Wealth 10, n. 03 (2020): 15–19. http://dx.doi.org/10.12677/etw.2020.103003.

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48

Singh, Manmohan. "Collateral, Netting and Systemic Risk in the OTC Derivatives Market". IMF Working Papers 10, n. 99 (2010): 1. http://dx.doi.org/10.5089/9781451982763.001.

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Chan-Lau, Jorge A., e Armando Méndez Morales. "Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies". IMF Working Papers 03, n. 1 (2003): 1. http://dx.doi.org/10.5089/9781451841657.001.

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50

Lee, Jie-Haun, Shu-Ying Lin, Wan-Chen Lee e Chueh-Yung Tsao. "Common factors in liquidity: Evidence from Taiwan's OTC stock market". International Review of Financial Analysis 15, n. 4-5 (gennaio 2006): 306–27. http://dx.doi.org/10.1016/j.irfa.2004.12.004.

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