Results 151 to 160 of about 21,860,417 (300)
Limit order book resilience and cross impact limit order book model [PDF]
This thesis comprises of five chapters. The first chapter gives a brief introduction on the existing literature about the optimal trading order execution problem, the concept of limit order book, market impact models and their underlying market microstructure.
openaire
Creating space(s) for learning in prison: Developing an andragogical framework
British Educational Research Journal, EarlyView.Abstract Learning in prison is too often excluded from wider discussions of educational experiences, processes and impact. This paper proposes, for the first time, an iterative andragogical framework to conceptualise learning spaces within prison contexts.
Morwenna Bennallick +3 more
wiley +1 more source
Intraday Market Dynamics Around Public Information Arrivals [PDF]
I analyze the price discovery, liquidity provision, and transaction-cost components driven by the real-time firm-specific news at the Paris Bourse. I find that the news impact depends on which type of news bulletin is released.
Angelo Ranaldo
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Book Review: ‘Limiting Risk in America’s Wars’
Air and Space Power Review, 2019 In his latest book, the prolific air power author, academic and former USAF officer Phillip S. Meilinger makes an impassioned and historically-based argument for America to adopt the best available technology to reduce its military and political risk. He
Peter Lee
doaj
British Educational Research Journal, EarlyView.Abstract Study‐abroad programs are increasingly adopted and supported by institutions and governments as a strategic tool for deepening internationalisation and public diplomacy through people‐to‐people, institution‐to‐institution and country‐to‐country connections.
Ly Thi Tran, Thinh Huynh
wiley +1 more source
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book [PDF]
This paper describes and analyzes the implementation of a crawling exchange rate band on an electronic trading platform. The placement of limit orders at the central bank’s target rate serves as a credible policy statement that may coordinate beliefs of ...
Michael Melvin +2 more
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Contrasting roles of school and public libraries in lower primary pupils' reading
British Educational Research Journal, EarlyView.Abstract Libraries represent an important institutional component of children's reading socialisation, yet their role is often treated as uniform despite substantial differences between school and public libraries. This study examines how visits to school and public libraries relate to pupils' reading attitudes, practices and self‐assessed reading ...
Kateřina Balcarová, Jiří Balcar
wiley +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.
Ruihong Huang, Nikolaus Hautsch
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British Educational Research Journal, EarlyView.Abstract There is much interest in the potential for an alternative funding system for higher education students in England to support the spiritual and worldly needs of British Muslim students. At the heart of this issue lies a tension over whether the student financing system in English HE is haram, or forbidden under Islamic (Shari'ah) law, because ...
Richard Hall +2 more
wiley +1 more source
The Information Content of the Limit Order Book and the Corresponding Trading Strategy
, 2013 [[abstract]]This paper explores the relationship between orders and performance in the Taiwan futures market and aims to predict the futures price change using the order aggressiveness and information content in the limit order book.
William, T.Lin;Tsai, Shih-Chuan;Zheng, Zhenlong;Lung, Pei-Yau
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