Results 161 to 170 of about 205,451 (305)
Modelling Adverse Selection on Electronic Order-Driven Markets [PDF]
The vast majority of models that decompose the bid/ask spread assume the quote-driven, specialist structure of the NYSE. This paper critically evaluates these models to construct a model specific for an electronic order-driven exchange.
David Michayluk +2 more
core
Is the well‐known phrase ‘small is beautiful’ true of small transnational education institutions?
British Educational Research Journal, EarlyView.Abstract The purpose of this research is to consider the potential attractiveness of operating a small international branch campus (IBC). Drawing upon resource‐based and legitimacy theories, we examine the strengths, weaknesses, opportunities and threats associated with the business model that is based on having a small institution size.
Stephen Wilkins, Joe Hazzam
wiley +1 more source
A piecewise linear model for trade sign inference [PDF]
We use transaction level data for twelve stocks with large market capitalization on the Australian Stock Exchange to develop an empirical model for trade sign (trade initiator) inference.
Adam Blazejewski, Richard Coggins
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Conservation Laws in a Limit Order Book
, 2019 We present a class of macroscopic models of the Limit Order Book to simulate the aggregate behaviour of market makers in response to trading flows. The resulting models are solved numerically and asymptotically, and a class of similarity solutions linked to order book formation and recovery is explored.
openaire +2 more sources
British Educational Research Journal, EarlyView.Abstract Drawing upon interview research across two academic departments as part of the early stages of a ‘decolonise the curriculum’ initiative at a Southern UK university, this study highlights a growing gulf between policy and practice in efforts to address systemic racial inequalities in UK universities. A reliance upon precarious labour, a culture
Triona Fitton +4 more
wiley +1 more source
British Educational Research Journal, EarlyView.Abstract Academic misconduct appeal services have quietly emerged within China's education marketplace, with commercial agencies promoting themselves on social media to assist international students facing misconduct hearings. While existing research on academic integrity has emphasized prevention and detection, far less attention has been paid to what
Gengyan Tang +2 more
wiley +1 more source
How to Compute the Liquidity Cost in the Orders-Driven Market? [PDF]
The paper proposes a new method based on stochastic processes theory in order to analyze the equilibrium on the financial markets under asymmetrical information.
Bogdan Negrea
core
Limit theorems for limit order books
, 2014 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
British Educational Research Journal, EarlyView.Abstract This paper explores the role of community stakeholders in supporting the educational trajectories of students experiencing socio‐economic disadvantage in the Irish context. Building on international and national policy debates, the study examines how community‐based organisations, statutory services and outreach initiatives work alongside ...
Aoife Joy Keogh, Deirdre McGillicuddy
wiley +1 more source
On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements [PDF]
Trading under limited pre-trade transparency becomes increasingly popular on financial markets. We provide first evidence on traders’ use of (completely) hidden orders which might be placed even inside of the (displayed) bid-ask spread.
Ruihong Huang, Nikolaus Hautsch
core