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EQUITIES / OPTIONS

Data Insights

We believe in the value of educating, informing and providing insights to all market participants. Whether you’re an institutional user of our technology, an experienced trader or a retail investor starting out, the New York Stock Exchange provides expertise to connect you to opportunity.

Recent Articles


NYSE Price Analysis

August 18, 2022

To help enable a data-driven, fact-based discussion around price improvement activity, NYSE has published a study quantifying the aggregate price improvement achieved by US equity investors in H1 2022 and analyzing its composition. Our study is based on public TAQ data and evaluates every standard trade in the first two quarters against the prevailing NBBO at that time.

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It’s Academic: NYSE-listed Stocks Receive Superior Market Quality

September 20, 2022

Comparing listing market quality across a large number of stocks is best achieved by using a matched sample, using key firm characteristics, such as sector, market cap, price and volume. Our analysis found that NYSE-listed stocks achieve tighter spreads, lower volatility and more accurate open and close auctions than their matched Nasdaq stocks, often by a significant margin.

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Closing Auction: Liquidity momentum around rebalances

August 25, 2022

The eight largest NYSE closing auctions have all occurred since June 2020, driven by growth in index rebalance events. We’ve previously studied the market impact of large auction orders and more recently highlighted the significant additional liquidity opportunities at the close. With significant index rebalances on the horizon, we now focus on volume dynamics in the days before and after large index rebalances, finding additional liquidity available in the market.

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NYSE Price Analysis

August 18, 2022

To help enable a data-driven, fact-based discussion around price improvement activity, NYSE has published a study quantifying the aggregate price improvement achieved by US equity investors in H1 2022 and analyzing its composition. Our study is based on public TAQ data and evaluates every standard trade in the first two quarters against the prevailing NBBO at that time.

Read more

It’s Academic: NYSE-listed Stocks Receive Superior Market Quality

September 20, 2022

Comparing listing market quality across a large number of stocks is best achieved by using a matched sample, using key firm characteristics, such as sector, market cap, price and volume. Our analysis found that NYSE-listed stocks achieve tighter spreads, lower volatility and more accurate open and close auctions than their matched Nasdaq stocks, often by a significant margin.

Read More

Contributors


Michael Blaugrund

Chief Operating Officer, NYSE Group

Blaugrund is responsible for NYSE’s equity and options trading businesses, including the New York Stock Exchange, NYSE American, NYSE Arca and NYSE National exchanges. Additionally, he oversees the NYSE/FINRA Trade Reporting Facility and NYSE Bonds fixed income exchange.

Blaugrund holds a B.A. in government from Harvard University. He is also a Chartered Financial Analyst (CFA).

Steven Poser

Director, NYSE Research

Poser provides detailed analysis and insight into current equity and options market issues including regulation, market composition and structure.

Poser holds a B.A in Mathematics and Computer Science from NYU, a MBA in Business Economics from Pace University and a post-MBA Certificate in Finance from NYU Stern School of Business.

Kevin Tyrrell

Head of Equities Strategy and Research, NYSE

Tyrell leads a team of professionals responsible for delivering market analysis, insights and actionable solutions for NYSE’s transactions clients across options and equities.

Kevin holds a B.A in International Affairs from The George Washington University and MBA, Quantitative Finance from NYU Stern School of Business.