Results 131 to 140 of about 21,860,417 (300)
Limit Order, Market Order and Cancellation in Foreign Exchange Market: One Particular Day Experience [PDF]
, 2016 In this paper, we try to explore the foreign exchange market microstructure with all transaction records in a day. Our data set，“EBS Market Data”，contains all the transaction in a day.
Susai, Masayuki
core
Influence of Dynamical Friction on the Unstable Manifolds of Lagrange Points in Barred Galaxies
Astronomische Nachrichten, EarlyView.ABSTRACT Some time ago the idea has been proposed that rings and spirals in barred galaxies are shaped by the unstable manifolds of the Lagrange points sitting near the ends of the bar. The topic of the present article is an investigation of whether the numerical support for this suggestion can be improved by the inclusion of dynamical friction into ...
Christof Jung
wiley +1 more source
High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market [PDF]
The paper applies a popular methodology of competing risks to the analysis of the timing and interaction between the Deutsche Mark/U.S. dollar transactions, quotes, and cancellations in the Reuters D2000-2 electronic brokerage system.
Konstantin Tyurin
core
Autism Screening in the First Year and Beyond: Comparison of Multiple Measures
Autism Research, EarlyView.ABSTRACT Autism screening aids in early detection and diagnosis. Several screeners are available for toddlers 16 months and older, but there is little data on the accuracy of screening measures used in the first year of life. A community sample (N = 1641) completed three screeners—M‐CHAT‐R, ITC, VIRSA—online at 6, 9, 12, 18, and 24 months of age ...
Devon N. Gangi +7 more
wiley +1 more source
Hidden Limit Orders and Liquidity in Order Driven Markets [PDF]
This paper analyzes the rationale for the submission of hidden limit orders, and compares opaque and transparent limit order books. In my sequential model, the limit order trader may be informed with some probability.
Moinas, Sophie
core
FinTech, Fractional Trading, and Order Book Dynamics: A Study of US Equities Markets
FinTechThis study investigates how the rise of commission-free FinTech platforms and the introduction of fractional trading (FT) have altered trading behavior and order book dynamics in the NASDAQ equity market.
Janhavi Shankar Tripathi +1 more
doaj +1 more source
British Journal of Clinical Pharmacology, EarlyView.Aims To quantify prescribing adherence to renal dosing recommendations in adults with chronic kidney disease (CKD; Stage 3 and above) and to evaluate the clinical consequences of non‐adherence. Methods This systematic review and meta‐analysis was conducted in accordance with PRISMA 2020 guidelines and registered in PROSPERO (CRD42025620883).
Hager ElGeed +7 more
wiley +1 more source
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 ...
Ruihong Huang, Nikolaus Hautsch
core
Pro-rata matching and one-tick futures markets [PDF]
, 2008 We find and describe four futures markets where the bid-ask spread is bid down to the fixed price tick size practically all the time, and which match counterparties using a pro-rata rule. These four markets´ offered depths at the quotes on average exceed
Large, Jeremy, Field, Jonathan
core
An ETH‐LAD trip with unfavourable consequences: A case report
British Journal of Clinical Pharmacology, EarlyView.Numerous analogues of the psychedelic and internationally controlled hallucinogen LSD have been described; however, only a limited number have been systematically investigated. This report presents the first case with an analytically confirmed ingestion of ETH‐LAD (6‐ethyl‐6‐nor‐lysergic acid diethylamide), the N‐ethyl derivative of LSD.
Johannes Nadler +6 more
wiley +1 more source