Results 111 to 120 of about 1,356,140 (281)
Why Build Dewey Numbers? The Remediation of the Dewey Decimal Classification System
Correct Dewey classification is demanding and time consuming. Many of the challenges with the Dewey system are related to locating and interpreting notes (i.e. classification guidelines), and number building. Today’s Dewey structure is a result of more
Tore Brattli
doaj +1 more source
The Market Impact of a Limit Order [PDF]
Despite their importance in modern electronic trading, virtually no systematic empirical evidence on the market impact of incoming orders is existing.
Nikolaus Hautsch, Ruihong Huang
core
Abstract This editorial commentary reflects on the evolving field of hip arthroscopy in the elite athlete and the growing recognition that return‐to‐sport outcomes cannot be captured by a “one‐size‐fits‐all” percentage. The heterogeneity we see in return‐to‐sport rates is not a flaw, but an authentic reflection of the athletes who we treat.
Haley E. Smith
wiley +1 more source
Notes for a Contingent Claims Theory of Limit Order Markets [PDF]
This paper provides a road map for building a contingent claims theory of limit order markets grounded in a simple observation: limit orders are equivalent to a portfolio of cash-or-nothing and asset-or-nothing digital options on market order flow ...
Bruce N. Lehmann
core
ABSTRACT Rain‐induced erosion processes can severely damage Earthen archaeological sites. Huaca Chornancap (HCH; eighth–14th century ad) is a platform located in the Lambayeque region (Peru) exposed to seasonal rain due to El Niño Southern Oscillation (ENSO).
Luigi Magnini +5 more
wiley +1 more source
Construction of evaluation rules of "activity and participation" in the simplified SCI⁃ICF core set
ObjectiveTo preliminarily construct the evaluation rules of "activities and participation" in simplified SCI⁃ICF core set,and select evaluation method of limit value,in order to improve the operability of its clinical application.MethodsBased on ...
LIU Yingge +4 more
doaj
Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data [PDF]
In this paper, we provide new empirical evidence on order submission activity and price impacts of limit orders at NASDAQ. Employing NASDAQ TotalView-ITCH data, we find that market participants dominantly submit limit orders with sizes equal to a round ...
Nikolaus Hautsch, Ruihong Huang
core
Limit theorems for limit order books
In the first part of the thesis, we define a random state-dependent discrete model of a two-sided limit order book in terms of its key quantities best bid [ask] price and the standing buy [sell] volume density. For a simple scaling that introduces a slow time scaling, that is equivalent to the classical law of large numbers, for the bid/ask prices and ...
openaire +2 more sources
Improved volatility estimation based on limit order books [PDF]
For a semi-martingale Xt, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation (X;X)t is constructed based on observations in the vicinity of Xt. The problem is embedded in a Poisson point process framework, which reveals an interesting connection to the theory of Brownian excursion areas.
Markus Bibinger +2 more
openaire +2 more sources
Body donor programs in Australia and New Zealand: Current status and future opportunities
Abstract Body donation is critical to anatomy study in Australia and New Zealand. Annually, more than 10,000 students, anatomists, researchers, and clinicians access tissue donated by local consented donors through university‐based body donation programs. However, little research has been published about their operations.
Rebekah A. Jenkin, Kevin A. Keay
wiley +1 more source

