MFA Comment Letters

Topic: pricing efficiency

MFA Response to CESR Consultation Paper on a Proposal for a Pan-European Short Selling Disclosure Regime10.01.09


MFA submitted a letter to the Committee of European Securities Regulators (CESR) today in response to its Consultation Paper on a […]

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Topics: 130/30 funds absolute return strategies, abusive behavior, abusive practices, abusive short selling practices, academics, aggregated anonymised data, aggregation, alternative investment classes, alternative investment industry, alternative investment managers, alternative investment vehicles, asset management company, basket trade, bid-ask spread, capital formation, capital markets, capital raising, CESR, CESR Proposal for a Pan-European Short Selling Disclosure Regime, chilling effect, Committee of European Securities Regulators, competent authorities, confidentiality, convertible arbitrage, convertible bonds, convertible securities, Credit Suisse, cumulative compliance costs, de minimis, delta adjusted, derivative positions, derivatives, disclosure thresholds, disproportionate costs, EEA equities, EEA stock, endowments, enhanced transparency, equity markets, EU, EU Member State, European markets, European Union, exchanges, exposures, extraterritoriality, extreme market conditions, financial institutions, Financial Regulatory Authority, financial services sector, financial stocks, FINRA, flagging regime, flagging short sales, foundations, free flow of information, freedom of information regimes, FSA, fund of funds, global capital markets, global equity markets, harmonization, hedge, hedge funds, hedging strategies, herding, hybrid funds, index trading, industry service providers, institutional investors, investment managers, investors, Issuer, Journal of Finance, large-scale short selling, liquidity, long equity positions, managed futures funds, manipulative conduct, Market Confidence, market efficiency, market maker, market making, market participants, market stability, market testing, market volatility, materially negative impacts, meaningful data, Member State competent authorities, MiFID, naked short selling, negative returns, net economic short position, net economic short positions, over-the-counter transactions, Pension Funds, physical short sales transactions, price amplification, price declines, price discovery, pricing efficiency, private reporting, professional secrecy, prudential regulators, public disclosure of short positions, real time information, reporting regimes, retail investors, Reverse Engineered, risk management, risk management function, securities prices, settlement, share issues, short equity position, short positions, short selling, short selling bans, short selling disclosure regime, short selling prohibitions, short squeeze, significant adverse effect, stability, T+1 reporting, timeframe for reporting, trading platform, trading strategies, traditional bond issuance, transaction costs, transitory short position, transparency directive, two-tier disclosure model, UK Financial Services Authority, Unwind,

MFA Comment Letter to the Committee of European Securities Regulators in Response to its Call for Evidence on Mutual Recognition with Non-European Union Jurisdictions09.04.09


MFA submitted a letter to the Committee of European Securities Regulators today in response to its Call for Evidence on mutual […]

MFA Comments to SEC on Interim Final Temporary Amendments to Regulation SHO12.15.08


MFA sent a letter to the SEC providing comments to the Commission’s interim final temporary rule on amendments to Reg […]

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Topics: "delta" hedge algorithmic trading, arrangement to borrow, artificial buying pressure, Arturo Bris, automated trading, bid-ask spreads, borrowing costs, broker-dealer, buy-side firms, capital, capital formation, capital raising, clearing, clearing agency, close-out, competition, Continuous Net Settlement, custodian banks, debt securities, delivery, derivatives hedging strategies, distressed companies, easy to borrow shares, efficiency, emergency orders, European Corporate Governance Institute, executing brokers, fails to deliver, Financial Industry Regulatory Authority, FINRA, G19, G19 securities, hard to borrow shares, hedging, liquidity, locate, long sales, mandatory close-out, manipulative naked short selling, manual trading, market dislocations, market distortions, market efficiency, market liquidity, market maker, market participants, market risk, naked short selling, National Securities Clearing Corporation, New York Stock Exchange, NSCC, NYSE, operational efficiency, options, order to purchase, pre-fail credit, pricing efficiency, prime broker, public companies, public interest, regulatory efficiencies, risk management, SEC, SEC July 15 Emergency Order, securities, Securities and Exchange Commission, securities depositaries, self-regulatory organization, sell-side firms, settlement, settlement date, short positions, short selling, Short Selling Activity in Financial Stocks, short selling regulation, short squeeze, SRO, T+2, T+4, T+5, three-day settlement cycle, threshold securities, threshold securities list, uptick rule, volatility, Voting Rights, Wall St. Journal, Yale International Center for Finance,
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