Results 101 to 110 of about 11,815,776 (302)
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
The manuscript confirms and expands on previous reports concerning the presence of unusual conjugated hydroxydienoic fatty acids and acetyl‐TAG in the seed oil of Securidaca longipedunculata. The location of acetate only at sn‐2 of TAG was conclusively shown by high resolution NMR and hydroxy seed fatty acids are characterized.
Mark A. Smith +2 more
wiley +1 more source
Feminist Theory Reveals a Need for Justice over Autonomy in Research Ethics
Informed consent has remained one of the more debated topics within research ethics. Many scholars and bioethicists have wondered the best way to obtain it, who should give it, and if it is even necessary at all.
Alix E. Masters
doaj +1 more source
Abstract Analysis of the variation in the bony structures of the inner and middle ear provides critical insights into functional morphology, as well as adaptive morphology across primates. In this study, we investigated whether ear morphology patterns are related to the ecological characteristics of species and their habitats to test two acoustic ...
Myriam Marsot +4 more
wiley +1 more source
Optimal execution and absence of price manipulations in limit order book models [PDF]
We continue the analysis of optimal execution strategies in the model for a limit order book with nonlinear price impact and exponential resilience that was considered in our earlier paper with A. Fruth.
Alexander Schied, Aurélien Alfonsi
core
A functional limit theorem for limit order books with state dependent price dynamics
We consider a stochastic model for the dynamics of the two-sided limit order book (LOB). Our model is flexible enough to allow for a dependence of the price dynamics on volumes.
Ulrich Horst +5 more
core +1 more source
https://ojs.mruni.eu/ojs/social-inquiry-into-well-being/article/view/7095
The aim of this article is to reveal the possibilities and importance of reflection on learning for primary school students. To achieve this aim, the following method has been applied: an analysis of scholarly literature, textbooks for primary school ...
Rasa Kulevičienė
doaj
Body donor programs in Australia and New Zealand: Current status and future opportunities
Abstract Body donation is critical to anatomy study in Australia and New Zealand. Annually, more than 10,000 students, anatomists, researchers, and clinicians access tissue donated by local consented donors through university‐based body donation programs. However, little research has been published about their operations.
Rebekah A. Jenkin, Kevin A. Keay
wiley +1 more source
Optimal trade execution and absence of price manipulations in limit order book models [PDF]
We analyze the existence of price manipulation and optimal trade execution strategies in a model for an electronic limit order book with nonlinear price impact and exponential resilience.
Alexander Schied, Aurélien Alfonsi
core
Limit Order, Market Order and Cancellation in Foreign Exchange Market: One Particular Day Experience [PDF]
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

