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Analysis of trading activity on the Russian stock exchanges RTS and MICEX. Conclusions and recommendations
Material posted: -Publication date: 13-09-2008

Prepared regular analytical report. The report, 36 p. Electronic version available on our website. This analytical report is devoted to analysis of the functioning of the exchange infrastructure of the Russian stock market in various conditions.

Focuses on the study of features of the flow volumes between the leading Russian stock exchanges, and explored the impact on the course of stock trading by information events in Russian and international information space. Of special interest is the picture of the behavior of players in the development of the crisis.

The content

Introduction

General information on the problem

Model trading analysis

Analysis of the dynamics of trading in the stock market

Stable stock market
The period July 27, August 24, 2006
The period 23 October to 21 November 2006

Large-scale correction in the stock market
The period 21 April to 23 may 2006
The period 22 may to 20 June 2006
The period 22 August to 19 September 2006
The period 15 December 2006 22 January 2007 29
The period February 9, 2007 March 13, 2007 32

Key findings


RELATED MATERIALS: Economy and Finance
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