Results 51 to 60 of about 25,477 (162)
Is Best Really Better? Internalization of Orders in an Open Limit Order Book [PDF]
Schmalenbach Business Review, 2012 We study the market quality of the Xetra BEST system operated by Deutsche Borse AG, an internalization system designed as part of an open limit order book, which guarantees a price improvement over the inside spread in the Xetra order book. We develop a structural model of this dual market environment and show that adverse selection costs of ...
Grammig, Joachim, Theissen, Erik
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Evidence Based Library and Information Practice, 2014 A Review of: McClure, C. R., & Samuels, A. R. (1985). Factors affecting the use of information for academic library decision making. College & Research Libraries, 46(6), 483-498.
Denise Koufogiannakis
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Analysis of Limit Order Book and Order Flow
SSRN Electronic Journal, 2003 This paper extensively employs the order and trade data to analyze the shape of limit order book and the behavior of strategic order submission. The order book of stocks exhibits weakly convex pattern on the bid side due to wide price spreads away from the market.
CHAROENWONG, Charlie +2 more
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Identification and Analysis of Research Activities of Faculty Members of Political Science in the Framework of the Regulations for Promotion of Faculty Members [PDF]
پژوهشنامه علم سنجیPurpose: This study was conducted with the aim of "identifying and analyzing the research activities of faculty members in the field of political science of public universities in Tehran within the framework of the regulations for promoting the rank of ...
Fatemeh Karbalaie Hossein Fallah +2 more
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Limit theorems for limit order books
, 2014 In the first part of the thesis, we define a random state-dependent discrete model of a two-sided limit order book in terms of its key quantities best bid [ask] price and the standing buy [sell] volume density. For a simple scaling that introduces a slow time scaling, that is equivalent to the classical law of large numbers, for the bid/ask prices and ...
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A functional limit theorem for limit order books
, 2014 We consider a stochastic model for the dynamics of the two-sided limit order book (LOB). For the joint dynamics of best bid and ask prices and the standing buy and sell volume densities, we derive a functional limit theorem, which states that our LOB model converges to a continuous-time limit when the order arrival rates tend to infinity, the impact of
Bayer, Christian +2 more
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Modelling intensities of order flows in a limit order book [PDF]
Quantitative Finance, 2016 30 pages, 15 figures, 4 ...
Muni Toke, Ioane, Yoshida, Nakahiro
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A look at Refutations of Christianity in Azarbayjan Region [PDF]
Comparative Theology, 2015 The phenomenon of writing refutation against the two religions of Islam and Christianity has a history as long as the time when they first fought against each other.
hasan aminifar, mansour moatamedi
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HOW FAR WOULD YOU GO FOR LUXURY? AN EXPLORATORY STUDY AMONG ROMANIAN FEMALE STUDENTS THAT CONSUME LUXURY [PDF]
Annals of the University of Oradea: Economic Science, 2012 The main purpose of the paper is to identify actions that Romanian female students consuming luxury have been taken and would be willing to take in order to obtain the desired luxury products, deepening the “compromise†dimension.
DRULE ALEXANDRA MARIA +3 more
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Compulsory COVID-19 Vaccination?
Voices in Bioethics, 2020 Photo by Daniel Schludi on Unsplash The debate regarding the limits of individual liberty and the state’s obligation to promote the common welfare and to protect its citizens is too important to be left to extremists.
Gyan Moorthy
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