Results 41 to 50 of about 205,478 (298)

Bias in the effective bid-ask spread

Journal of Financial Economics, 2021
Abstract The effective bid-ask spread measured relative to the spread midpoint overstates the true effective bid-ask spread in markets with discrete prices and elastic liquidity demand. The average bias is 13%–18% for S&P 500 stocks in general, depending on the estimator used as benchmark, and up to 97% for low-priced stocks.
openaire   +1 more source

IMPDH inhibition enhances cytarabine efficacy in SAMHD1‐expressing leukaemia cells via guanine nucleotide depletion

Molecular Oncology, EarlyView.
Cytarabine is a key therapy for acute myeloid leukaemia (AML), but its efficacy is limited by the dNTPase SAMHD1, which hydrolyses its active metabolite. Screening nucleotide biosynthesis inhibitors revealed that IMPDH inhibitors selectively sensitise SAMHD1‐proficient AML cells to cytarabine.
Miriam Yagüe‐Capilla, Christopher Dirks, Caroline Eiden, Sonja K. Fesenmayer, Femke M. Hormann, Yolande Klootsema, Ingrid Lilienthal, Si Min Zhang, Nikolas Herold, Sean G. Rudd   +9 more
wiley   +1 more source

Foreign exchange markets, behavior of options volatility and bid-ask spread around macroeconomic announcements

Cogent Economics & Finance, 2022
The purpose of this study is to examine the role of options volatility and bid-ask spread as microstructural variables in determining whether the foreign exchange market’s price formation process in response to macroeconomic announcements is ...
Muhammad Ishfaq, Muhammad Usman Arshad, Muhammad Kashif Durrani, Muhammad Saleem Ashraf, Ahmad Qammar   +4 more
doaj   +1 more source

Somatic mutational landscape in von Hippel–Lindau familial hemangioblastoma

Molecular Oncology, EarlyView.
The causes of central nervous system (CNS) hemangioblastoma in Von Hippel–Lindau (vHL) disease are unclear. We used Whole Exome Sequencing (WES) on familial hemangioblastoma to investigate events that underlie tumor development. Our findings suggest that VHL loss creates a permissive environment for tumor formation, while additional alterations ...
Maja Dembic, Anne Nørremølle, Lilian Bomme Ousager, Lars van Brakel Andersen, Marie Louise Mølgaard Binderup, Mads Thomassen   +5 more
wiley   +1 more source

PERUBAHAN BID ASK SPREAD DI SEPUTAR PENGUMUMAN LABA UNTUK SAHAM PERUSAHAAN MANUFAKTUR DI BURSA EFEK INDONESIA

Benefit Jurnal Manajemen dan Bisnis, 2017
This study aimed to test whether there are significant non-financial variable to the bid ask spread around each earnings announcement on Manufacturing companies listed on the Indonesia Stock Exchange.
Bayu Wijayantini
doaj  

Stylized facts of intraday precious metals. [PDF]

PLoS ONE, 2017
This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015.
Jonathan Batten, Brian Lucey, Frank McGroarty, Maurice Peat, Andrew Urquhart   +4 more
doaj   +1 more source

Differential regulation of ZFAS1 splice variants by endoplasmic reticulum stress in hepatocyte cell lines

FEBS Open Bio, EarlyView.
ZFAS1 is a lncRNA promoting cell proliferation and migration, exhibiting high expression in various cancers. It is conserved, widely expressed, and produces multiple splice variants with unclear roles. We identified several splice variants in hepatocyte models, and found that inhibiting or suppressing regulators of the unfolded protein response (PERK ...
Sébastien Soubeyrand, Paulina Lau, Ruth McPherson   +2 more
wiley   +1 more source

Investigating the effect of Trading volume on Bid-Ask spread of Islamic treasury bills with a Microstructural approach [PDF]

Iranian Journal of Finance
As a key tool in implementing monetary policy and government financing, government bonds play an essential role in financial markets. By means of Islamic financial innovations in the Islamic capital market, the instrument of Islamic treasury bill is ...
Ali Namaki, Aysa Kazemi bavil
doaj   +1 more source

The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [PDF]

تحقیقات مالی, 2012
This paper studies the relationship between return and the Bid-Ask Spread in Tehran Stock Exchange. The research has been done according to Amihud and Mendelson’s model (1986).
Hasan Ghalibaf Asl, Mohadeseh Razaghi
doaj   +1 more source

GMM and present value test of the C-CAPM under transactions costs: Evidence from the UK stock market [PDF]

, 2003
In this paper we test for the inclusion of the bid-ask spread in the consumption CAPM, in the UK stock market over the time period of 1980-2000. Two econometric models are used; first, Fisher’s (1994) asset pricing model is estimated by GMM, and ...
Gregoriou, A, Ioannidis, C
core