Results 141 to 150 of about 204,856 (205)

The bid-ask spread

, 2009
openaire   +1 more source

Implementing electronic informed consent in rare disease genomics. [PDF]

Sci Rep
Ekholm K, Augustinsson A, Sundström J, Johansen C, Storgärds M, Ljöstad L, Taylan F, Ekblom E, Juran S, Ek M, Malmgren CI, Soller MJ, Friedman M, Thunström S, Lovmar L, Nordgren A, Ehrencrona H, Lindstrand A.   +17 more
europepmc   +1 more source

Rupiah exchange rate prediction against the US Dollar using a deep neural network with a multi-output sliding window approach. [PDF]

MethodsX
Amri IF, Yunanita N, Lestari FA, Dhani OR.   +3 more
europepmc   +1 more source

Rural Households' Demand Status for Mitigation of Prosopis juliflora (Sw.) DC Invasion and Its Determinant Factors in Ethiopia: Empirical Evidence from Afar National Regional State. [PDF]

ScientificWorldJournal
Sisay K, Bekele K, Haji J, Schaffner U.
europepmc   +1 more source

'Activating Indigenous ways' - perceptions of how Australian Indigenous health and wellbeing program evaluations are commissioned and future recommendations. [PDF]

Int J Equity Health
Finlay SM, Boulton A, Judd J, Fredericks B, Pender J, Smith JA, Simpson H, Roe Y, Kerrigan S, Temby A, Cargo M.   +10 more
europepmc   +1 more source

Visual body size estimation in adolescent anorexia nervosa: Behavioural and neurophysiological data suggest intact visual perception and biased emotional attention. [PDF]

Transl Psychiatry
Romero Frausto H, Rahder I, Dalhoff AW, Roesmann K, Romer G, Junghöfer M, Wessing I.   +6 more
europepmc   +1 more source

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Information Effects on the Bid-Ask Spread

The Journal of Finance, 1983
ABSTRACTAn individual who chooses to serve as a market‐maker is assumed to optimize his position by setting a bid‐ask spread which maximizes the difference between expected revenues received from liquidity‐motivated traders and expected losses to information‐motivated traders.
Copeland, Thomas E, Galai, Dan
openaire   +2 more sources

The maximum bid-ask spread

Journal of Financial Markets, 2018
Abstract We examine the return premium associated with a new measure of illiquidity that focuses on extreme points in the distribution of bid-ask spreads. Results show that stocks with larger maximum bid-ask spreads and price impacts command a return premium that is both statistically and economically significant. These results are robust to a series
Benjamin M. Blau, Todd G. Griffith, Ryan J. Whitby   +2 more
openaire   +1 more source