Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information
International Journal of Finance &Economics, EarlyView.ABSTRACT We test predictions of market microstructure theory relating to the determinants of order choice in a limit order book where information is dispersed among traders. Using an experimental limit order book, with a large state space, we find that informed traders exhibit patience, compatible with the ‘waiting game’ behaviour described in Foster ...
James Steeley +2 more
wiley +1 more source
The mediating role of job stress between organisational silence and social loafing in nurses. [PDF]
J Res NursTüre A +3 more
europepmc +1 more source
Workplace suspicion, knowledge hiding, and silence behavior: A double-moderated mediation model of knowledge-based psychological ownership and face consciousness. [PDF]
Front Psychol, 2023 Wu M, Li W, Zhang L, Zhang C, Zhou H.
europepmc +1 more source
Carbon Performance, Climate Governance, and Equity Risk
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the relationship between carbon performance, climate governance, and equity risk. Using a sample of companies listed in the S&P500 index for the period 2009–2023, our results show that better carbon performance reduces equity risk, indicating that proactive carbon management reduces uncertainty and is beneficial to firms ...
Malafronte Irma +2 more
wiley +1 more source
The Mediating Role of Organizational Silence in the Relationship Between Change Fatigue and Work Engagement Among Chinese Clinical Nurses. [PDF]
J Nurs ManagYou X, Ma H, Yan R, Yao M, Lu H.
europepmc +1 more source
Impact of workplace bullying on work engagement among early career employees. [PDF]
PLoS One, 2023 Javed I +4 more
europepmc +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
Commentary: The mediating role of job stress between organisational silence and social loafing in nurses. [PDF]
J Res NursMcMahon A.
europepmc +1 more source
Understanding the Link Between Burnout and Sub-Optimal Care: Why Should Healthcare Education Be Interested in Employee Silence? [PDF]
Front Psychiatry, 2022 Montgomery A, Lainidi O.
europepmc +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source