Results 81 to 90 of about 44,591 (304)
Modelling intensities of order flows in a limit order book [PDF]
Quantitative Finance, 2016 30 pages, 15 figures, 4 ...
Muni Toke, Ioane, Yoshida, Nakahiro
openaire +3 more sources
American Journal of Community Psychology, EarlyView.Abstract This paper utilizes the concept of “colonial master narratives” to examine how racial propaganda is mobilized in the Australian imaginary to “flatten” the stories of Blac/k people and how African Australians deploy counternarratives to reject these racialized projections.
Kathomi Gatwiri, Samara Kim
wiley +1 more source
The speed of limit order execution in the Spanish stock exchange [PDF]
, 2005 The objective of this work is to study empirically the factors influencing the execution time in the Spanish Stock Exchange. Our dataset includes the orders and transactions of the assets belonging to IBEX 35 in the period between July and September 2000.
Gava, Luana
core
EconometricsCopulas are widely used in financial economics, as well as in other areas of applied mathematics. Yet, there is much arbitrariness in their choice.
Peter B. Lerner
doaj +1 more source
Melatonin Levels in 89 Individuals With Smith Magenis Syndrome
American Journal of Medical Genetics Part A, EarlyView.ABSTRACT In patients with Smith–Magenis syndrome (SMS), an inverted circadian rhythm of melatonin (MT) contributes to the sleep disturbance. Standard treatment of sleep disturbance with MT often leads to extremely high daytime MT levels, resulting in even more sleep disorders. We therefore retrospectively evaluated the MT data of 89 SMS patients.
Wiebe Braam, Ann C. M. Smith
wiley +1 more source
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market [PDF]
In this paper, we investigate the buy and sell arrival process in a limit order book market. Using an intensity framework allows to estimate the simultaneous buy and sell intensity and to derive a continuous-time measure for the buy-sell pressure in the ...
Anthony D. Hall, Nikolaus Hautsch
core
American Journal of Medical Genetics Part B: Neuropsychiatric Genetics, EarlyView.ABSTRACT This study aims to prospectively collect harmonized, quantitative, and dimensional psychiatric phenotypes (suicidality, anhedonia, and obsessive‐compulsive symptoms) and information on discrimination, stigma, and unfair treatment in up to 27,500 individuals across diverse ancestries and clinical populations for genetic analysis within the NIMH
Ana M. Diaz‐Zuluaga +36 more
wiley +1 more source
Arbitrage-free Limit Order Books and the Pricing of Order Flow Risk [PDF]
This paper builds on the landmark contribution of Glosten (1994) by treating the determination of limit order supply schedules as an exercise in asset pricing theory with the possible sizes of incoming market orders as the value-relevant states of nature,
Bruce Lehmann
core
Australian Journal of Social Issues, EarlyView.ABSTRACT In this paper, we trace the journey to create the Strong Roots for our Futures Program, a government program to resource and support Traditional Owners to undertake a range of activities in areas where no state recognition existed. We provide a background to state recognition in Victoria before considering the program design, leading to an ...
Nell Reidy +2 more
wiley +1 more source
Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements? [PDF]
This paper empirically tests whether an open limit order book contains information about future short-run stock price movements. To account for the discrete nature of price changes, the integer-valued autoregressive model of order one is utilized.
Hellström, Jörgen, Simonsen, Ola
core +1 more source