Results 141 to 150 of about 2,156,811 (323)
Spot Volatility Measurement Using a Change-Point Duration Model in the High-Frequency Market
International Journal of Financial StudiesModeling high-frequency volatility is an important topic of market microstructure, as it provides the empirical tools to measure and analyze the rapid price movements.
Zhicheng Li, Haipeng Xing, Yan Wang
doaj +1 more source
Advanced Functional Materials, EarlyView.This study presents a new hole transporting material (HTM) mechanism for self‐assembled monolayers in near‐infrared organic photodetectors. The formation of zwitterions induces a strong electric field that significantly increases the work function of HTM‐coated indium tin oxide substrates. The devices exhibit low dark current and noise, along with high
Jiyoung Shin +9 more
wiley +1 more source
High frequency correlation modelling [PDF]
Many statistical arbitrage strategies, such as pair trading or basket trading, are based on several assets. Optimal execution routines should also take into account correlation between stocks when proceeding clients orders.
Frédéric Abergel, Nicolas Huth
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Advanced Functional Materials, EarlyView.Covalent organic frameworks (COFs) with metals have been recognized as versatile platforms for photocatalytic CO2 reduction (CO2PRR). Herein, an overview of metal integration strategies for COFs is systematically summarized. Regulatory mechanisms and structure–activity relationships between metal integration and COF‐based CO2PRR are emphasized.
Jie He +5 more
wiley +1 more source
The Flash Crash: High-Frequency Trading in an Electronic Market
, 2017 Andrei A. Kirilenko +3 more
semanticscholar +1 more source
Deep Learning Forecasting in Cryptocurrency High-Frequency Trading
Cognitive Computation, 2021 S. Lahmiri, S. Bekiros
semanticscholar +1 more source
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits [PDF]
This paper characterizes the temporal pattern of trading rule returns and official intervention for Australian, German, Swiss and U.S. data to investigate whether intervention generates technical trading rule profits.
Christopher J. Neely
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Advanced Functional Materials, EarlyView.ABSTRACT Metal oxide (MOx)‐based NO2 gas sensors typically require high temperatures or ultraviolet light, limiting their practical use. To enable visible‐light activation at room temperature, efficient and stable photosensitizers should be integrated with nanostructured MOx hosts.
Yeonji Yuk +10 more
wiley +1 more source
Almana: Jurnal Manajemen dan BisnisIn the process of listing shares for the first time, there is often an extraordinary increase in share prices. This extraordinary price increase certainly also provides benefits for investors.
Zulhelfi Zulhelfi
doaj +1 more source
An Analysis of the Impacts of Non-Synchronous Trading On [PDF]
The serial correlation effects which non-synchronous trading can induce in financial data have been documented by various researchers. In this paper we investigate non-synchronous trading effects in terms of the predictability that may be induced in the ...
Christopher J. Green +1 more
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