Results 141 to 150 of about 21,860,417 (300)
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment [PDF]
The behaviour of limit order quotes and trading activity are studied using a unique and rich database that includes the identity of market participants from a fully automated derivatives market.
Lorne N. Switzer, Haibo Fan
core
Psychometrics in Psychiatry: Basic Concepts [PDF]
Psikiyatride Güncel Yaklaşımlar, 2009 Understanding human mental process as a natural event is the mainstay for positive science. Measurement or scaling these processes is the basic component of positive science.
Hüseyin Gülec
doaj
HLOB–Information persistence and structure in limit order books
Expert Systems with ApplicationsWe introduce a novel large-scale deep learning model for Limit Order Book mid-price changes forecasting, and we name it `HLOB'. This architecture (i) exploits the information encoded by an Information Filtering Network, namely the Triangulated Maximally Filtered Graph, to unveil deeper and non-trivial dependency structures among volume levels; and (ii)
Antonio Briola +2 more
openaire +3 more sources
Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? [PDF]
Dealers trading in a limit order market must choose both the order aggressiveness and the quantity for their orders. We empirically investigate how dealers jointly make these decisions in the foreign exchange market using a unique simultaneous equations ...
Stephen G. Sapp, Ingrid Lo
core
Listening to Hong Kong children's perspectives through pretend play
British Educational Research Journal, EarlyView.Abstract Quality in early childhood education and care (ECEC) has become an increasing concern in recent years. The issue has been regularly discussed by different stakeholders. However, the rising concern regarding quality in ECEC has not seriously taken into account children's perspectives.
Suzannie K. Y. Leung
wiley +1 more source
Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks [PDF]
Using complete order books from the Korea Stock Exchange for a four-year period including the 1997 Asian financial crisis, we observe (not estimate) limit order demand and supply curves for individual stocks.
Randall Morck, Jason Lee, Jung-Wook Kim
core
Estimating Corporate Bond Market Volatility Using Asymmetric GARCH Models
RisksThis study investigates the volatility of the Israeli corporate bond market, where corporate bonds are traded on a Limit Order Book (LOB) exchange with high retail trading activity.
Elroi Hadad +2 more
doaj +1 more source
British Educational Research Journal, EarlyView.Abstract All children should have access to quality education through a child‐centred pedagogy. An inclusive, child‐centred pedagogy uses a strength‐based view of children that recognises each child as unique and competent, providing children with multiple opportunities to explore and learn at their own pace.
Katherine Gulliver
wiley +1 more source
British Educational Research Journal, EarlyView.Abstract To negotiate quality in early childhood education and care, we must ask from different perspectives what constitutes a good centre for children. The children themselves have only recently been identified as a resource to contribute to that discussion.
Katrin Macha +4 more
wiley +1 more source
On the dark side of the market: identifying and analyzing hidden order placements [PDF]
, 2012 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.
Hautsch, Nikolaus, Huang, Ruihong
core