Results 241 to 250 of about 1,870,218 (296)

High-Frequency Trading and Extreme Price Movements

SSRN Electronic Journal, 2014
Are endogenous liquidity providers (ELPs) unreliable in times of market stress? We examine the activity of a common ELP type – high frequency traders (HFTs) – around extreme price movements (EPMs). We find that on average HFTs provide liquidity during EPMs by absorbing imbalances created by non-high frequency traders (nHFTs).
Jonathan Brogaard, Ryan Riordan, Andriy Shkilko, Konstantin Sokolov   +3 more
openaire   +1 more source

Are high frequency traders responsible for extreme price movements?

Economic Analysis and Policy, 2022
Abstract This is the first paper to investigate the association between losses to liquidity providers and price jumps, separately for high frequency traders [HFT] and low frequency traders. Highly reliable data from Nasdaq identifies the trade direction of each trade and the trades that have HFT participation.
Tina Prodromou, P. Joakim Westerholm
openaire   +1 more source

High frequency trading and extreme price movements

Journal of Financial Economics, 2018
Abstract Are endogenous liquidity providers (ELPs) reliable in times of market stress? We examine the activity of a common ELP type—high frequency traders (HFTs)—around extreme price movements (EPMs). We find that on average HFTs provide liquidity during EPMs by absorbing imbalances created by non-high frequency traders (nHFTs).
Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, Konstantin Sokolov   +5 more
openaire   +1 more source

Plasma Oscillations at Extremely High Frequencies

Journal of Applied Physics, 1956
Plasma oscillations are here treated for a frequency range having application not only to gaseous discharges but also to solids such as impurity semiconductors. Amplification of longitudinal electrostatic waves in a plasma may be achieved through energy exchange with a synchronously traveling electron beam, this being the same mechanism ...
openaire   +1 more source

Extreme co-movements and extreme impacts in high frequency data in finance

Journal of Banking & Finance, 2007
Abstract Extreme co-movement and extreme impact problems are inherently stochastic control problems, since they will influence the decision taken today and ultimately influence a decision taken in the future. Extreme co-movements among financial assets have been reported in the literature. However, extreme impacts have not been carefully studied yet.
Zhengjun Zhang, Kazuhiko Shinki
openaire   +1 more source

Electrical concepts at extremely high frequencies

Electrical Engineering, 1942
Some of the characteristics of electricity when the frequency of alternation reaches the range of billions of cycles per second are discussed in relation to the physical pictures of basic electrical concepts, such as current flow along conductors, in tubes, and in circuits which are being evolved by engineers in the high-frequency field.
openaire   +1 more source

Microwave microplasma parameters at extremely high driving frequencies

Physics of Plasmas, 2019
The microplasma supported by high microwave frequencies is analyzed using a one-dimensional Particle-in-Cell Monte Carlo collision model. The results indicate that there are two regimes of the discharge operation, which are correlated with different regimes of the electron kinetics of the high-energy tail of the electron energy distribution.
Dmitry Levko, Laxminarayan L. Raja
openaire   +1 more source

Extremely high frequency Schottky diodes based on single GaN nanowires

Nanotechnology, 2023
Abstract Gallium nitride (GaN) is one of the most promising materials for high-frequency devices owing to its prominent material properties. We report on the fabrication and study of a series of Schottky diodes in the ground-signal-ground topology based on individual GaN nanowires.
K Yu Shugurov, A M Mozharov, V V Fedorov, S A Blokhin, V V Neplokh, I S Mukhin   +5 more
openaire   +2 more sources

High power ultraviolet source with extreme frequency stability

Optics Communications, 1991
Abstract A continuous wave ultraviolet source with extreme frequency stability is described. A ring dye laser with internal electro-optic phase modulator reaches sub-Hertz linewidths relative to a passive reference cavity with the help of an FM stabilization technique.
R. Kallenbach, F. Schmidt-Kaler, M. Weitz, C. Zimmermann, T.W. Hänsch   +4 more
openaire   +1 more source

High-Frequency Electromagnetic Radiation Injury to the Upper Extremity

Annals of Plastic Surgery, 1981
Industrial use of radiofrequency and microwave energy sources (nonionizing, high-frequency electromagnetic radiation) is a growing and widespread phenomenon, with projected risks of exposure to more than 20 million workers in the United States. A description of the nature of this form of electromagnetic energy is given, with emphasis on the variability
M, Ciano, J R, Burlin, R, Pardoe, R L, Mills, V R, Hentz   +4 more
openaire   +2 more sources