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Titre clair et concis du tableau28 February 2022 | Report / study | Short selling ban impact – a comparison of the French and the Dutch markets In this study, the Autorité des marchés financiers (AMF) and its Dutch counterpart, the Autoriteit Financiële Markten (AFM), examine the effects of the temporary ban on French stocks in March 2020 by comparing their respective markets. In analysing returns, volatility, trading volumes and transaction costs, the study shows that the ban had mixed… … French and the Dutch markets … Short selling … Equity … Microstructure … Financial Crisis … |
29 November 2021 | AMF news release | The AMF announces two appointments to the Regulatory Policy and International Affairs Directorate (DRAI) Kheira Benhami has been appointed Chief Economist and Director of the Analysis, Financial Stability and Risks Division at the DRAI as of 2 November, while Ianja Ramananarivo was appointed Head of the Issuer Regulation Division of the DRAI on 1 July. … School of Economics and holds a PhD in financial market microstructure. … Photo Ianja RAMANANARIVO … Ianja … |
01 July 2021 | AMF news release | The AMF has published an impact analysis on the liquidity of French equity options following the introduction of a speed bump on the Eurex trading venue This study analyses changes in the liquidity of French equity options following the implementation of a speed bump on Eurex, the German derivatives market, in June 2019. Based on transaction data between January and December 2019, the AMF has noted the beneficial effects of such a mechanism, with improved spreads and increased depth at the best… … of a speed bump on the Eurex trading venue … Equity … Microstructure … Derivatives or structured products … |
01 July 2021 | Report / study | Effect of Speed Bumps: Analysis of the Impact of the Implementation of Eurex's Passive Liquidity Protection on French Equity Options This study analyzes the evolution of liquidity in French equity options following the implementation of a speed bump on Eurex, the German derivatives market, in June 2019. Using transaction data between January and December 2019, the AMF proposes a series of econometric analyses to account for its impact on Eurex and on Euronext. … Liquidity Protection on French Equity Options … Markets … Microstructure … Derivatives or structured products … |
01 July 2021 | Report / study | Characteristics of the French Equity Options Market Based on transaction data gathering all transactions and characteristics of French options between January and December 2019, the AMF proposes a description of the characteristics of this market at the time of the implementation of a speed bump by the German platform Eurex. … of the French Equity Options Market … Markets … Microstructure … Derivatives or structured products … |
17 April 2019 | News | The AMF's Scientific Advisory Board dedicated a session to market microstructure on Jan 18th 2019 Selma Boussetta (Bordeaux University, winner of the 2018 AMF Young researcher award) presented her ongoing research on the role of pre-opening mechanisms in fragmented markets – a joint study with Laurence Lescourret (ESSEC) and Sophie Moinas (TSE). Moreover, Charles-Albert Lehalle (Capital Fund Management and Imperial College) presented a summary… … Scientific Advisory Board dedicated a session to market microstructure on Jan 18th 2019 … The role of pre-opening … on Corporate Bonds and Best Execution Analysis Market Microstructure in Practice Selma Boussetta (Bordeaux … Scientific Advisory Board dedicated a session to market microstructure on Jan 18th 2019 … … |
12 March 2019 | Report / study | Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely? This microstructure study analyses the market participants 'aggressive' orders on the most liquid stocks on Euronext Paris during a 3 months period, from September 2017 to November 2017. The aim of this work is on the one hand to quantify the impact of these orders on price formation, and on the other to estimate the informational advantage of… … do HFTs trade opportunely? … Télécharger le contenu This microstructure study analyses the market participants … … This microstructure study analyses the market participants … trade opportunely? … Risk and Trend Mapping … Markets … Microstructure … |
15 February 2019 | Report / study | MiFID II: Impact of the new tick size regime after several months of implementation After an initial study carried out just after the implementation of the harmonised tick size regime in Europe on 3 January 2018, further to the new Markets in Financial Instruments framework (MiFID 2), the Autorité des Marchés Financiers has published an analysis carried out over a longer period including phases of greater volatility. This new… … … Risk and Trend Mapping … Markets … MIFID … Microstructure … |
08 November 2018 | AMF news release | The AMF presents its 2018 Young Researcher Award in economics The AMF launched the Young Researcher Award in 2015 with the aim of supporting academic research on topics related to regulation and the financial markets. This year the award is being presented to Selma Boussetta, Assistant Professor of Finance at the University of Bordeaux. … Award to Selma Boussetta, whose work focuses on market microstructure (more specifically, the competition between … Netherlands. Her main research fields are market microstructure and corporate governance. In 2018, she … |
01 October 2018 | Public statements | Speech of Robert Ophèle, AMF chairman - AFME Annual European Compliance and Legal Conference - London, 1 October 2018 … venues to OTC. We also face rapid developments in market microstructure, such as periodic auctions or RFQ systems as … |
