Results 61 to 70 of about 205,072 (256)
Intraday Patterns in the Cross-section of Stock Returns
, 2010 Motivated by the literature on investment flows and optimal trading, we examine intraday predictability in the cross-section of stock returns. We find a striking pattern of return continuation at half-hour intervals that are exact multiples of a trading ...
Admati +56 more
core +2 more sources
Unleashing the Power of Machine Learning in Nanomedicine Formulation Development
Advanced Functional Materials, EarlyView.A random forest machine learning model is able to make predictions on nanoparticle attributes of different nanomedicines (i.e. lipid nanoparticles, liposomes, or PLGA nanoparticles) based on microfluidic formulation parameters. Machine learning models are based on a database of nanoparticle formulations, and models are able to generate unique solutions
Thomas L. Moore +7 more
wiley +1 more source
Laser‐Assisted Processing and Modification of Bioactive Glasses: A Review
Advanced Healthcare Materials, EarlyView.Laser technologies provide powerful tools to process and transform bioactive glasses for advanced biomedical applications. This review discusses laser‐matter interaction mechanisms, laser surface engineering, and laser‐assisted fabrication of scaffolds and nanofibers.
Antonio Riveiro +8 more
wiley +1 more source
Jurnal Siasat Bisnis, 2011 The purpose of this research is to investigate the influence of transaction costs for the period of shareholding. This research is a replication of the Atkins and Dyl (1997).
Agus Zaenul Arifin, Tan Grace Tanzil
doaj +4 more sources
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets [PDF]
Understanding the determinants of liquidity costs in agricultural futures markets is hampered by a need to use proxies for the bid-ask spread which are often biased, and by a failure to account for a jointly determined micro-market structure. We estimate
Frank, Julieta, Garcia, Philip
core +1 more source
Advanced Healthcare Materials, EarlyView.To dissect how mechanical forces influence intestinal physiology, we developed a stretchable 3D colon‐on‐chip that integrates tunable topography, stiffness and peristalsis‐like motion within a physiologically relevant microenvironment. We showed that stretching is a dominant factor governing epithelial behavior, markedly enhancing proliferation and ...
Moencopi Bernheim‐Dennery +10 more
wiley +1 more source
DAMPAK PERUBAHAN SATUAN PERDAGANGAN DAN FRAKSI HARGA TERHADAP LIKUIDITAS SAHAM
MIX: Jurnal Ilmiah Manajemen, 2016 : On January 6, 2014, the Indonesia Stock Exchange (IDX) implemented new lot size and tick size: 500 shares per lot become 100 shares per lot, and five ticks (Rp1, Rp5, Rp10, Rp25, Rp50) become three ticks (Rp1, Rp5, Rp25).
Endri Endri
doaj
Journal of Management Small and Medium Enterprises (SME's)The objective of this study is to determine the impact of variable volatility of stock price, trading frequency, and share returns on bid-ask spreads either partially or simultaneously for LQ45 index member companies.
Mohamad Husni +2 more
doaj +1 more source
Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models [PDF]
We introduce a long memory autoregressive conditional Poisson (LMACP) model to model highly persistent time series of counts. The model is applied to forecast quoted bid-ask spreads, a key parameter in stock trading operations. It is shown that the LMACP
Axel Groß-Klußmann, Nikolaus Hautsch
core
Liquidity costs: a new numerical methodology and an empirical study [PDF]
, 2015 We consider rate swaps which pay a fixed rate against a floating rate in presence of bid-ask spread costs. Even for simple models of bid-ask spread costs, there is no explicit strategy optimizing an expected function of the hedging error. We here propose
Michel, Christophe +3 more
core +5 more sources