Results 101 to 110 of about 83,313 (304)

Essays on market microstructure

This dissertation presents three studies on financial market microstructure. The first investigates the impact of the Markets in Financial Instruments Directive II (MiFID II) on European equity markets. The second evaluates the revised WM/Refinitiv (WM/R) 4 pm FX benchmark methodology, introduced in 2015 and debated for further revision.
openaire   +4 more sources

Market Microstructure Effects on Firm Default Risk Evaluation

Econometrics, 2016
Default probability is a fundamental variable determining the credit worthiness of a firm and equity volatility estimation plays a key role in its evaluation.
Flavia Barsotti, Simona Sanfelici
doaj   +1 more source

High‐Throughput Screening of REBCO Superconducting Thin Films Fabricated Via Combinatorial Inkjet Printing and TLAG Process

Advanced Materials Technologies, EarlyView.
A methodological framework is presented for combinatorial REBCO thin films fabricated by drop‐on‐demand inkjet printing with controlled Rare Earth composition gradients. Automated, synchrotron‐based, and local characterization techniques produce comprehensive property maps that correlate composition and TLAG process parameters with superconducting ...
Emma Ghiara, Zeyu Wu, Mahel Voulhoux, Ona Mola Bertran, Vittorio Bertini, Carla Torres, Aiswarya Kethamkuzhi, Guilherme Theophilo Telles, Victor Fuentes, Elzbieta Pach, Cornelia Pop, Eduardo Solano, Kapil Gupta, Takanobu Kiss, Xavier Obradors, Teresa Puig   +15 more
wiley   +1 more source

Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise [PDF]

Market microstructure noise is a challenge to high-frequency based estimation of the integrated variance, because the noise accumulates with the sampling frequency.
Christensen, Kim, Podolskij, Mark, Vetter, Mathias   +2 more
core  

Stabilization of Single Metal Atoms on Graphitic Carbon Nitride: Synthetic Strategies and Emerging Applications

Advanced Science, EarlyView.
This review highlights recent advancements in stabilizing single metal atoms on graphitic carbon nitride emphasizing innovative synthesis strategies and emerging applications in electrocatalysis, photocatalysis and organic transformations, along with key challenges and future perspective. Abstract Emerging as a new frontier in catalysis science, single‐
Wenyao Zhang, Junjie Cui, Zhenjie Yao, Boyuan Zhu, Nithinraj Panangattu Dharmarajan, Ajayan Vinu, Junwu Zhu   +6 more
wiley   +1 more source

Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average [PDF]

It is a well accepted fact that stock returns data are often characterized by market microstructure effects, such as bid-ask spreads, liquidity ratios, turnover and asymmetric information.
Basel Awartani, Valentina Corradi
core  

Market Microstructure Meets Deep Learning: Forecasting and Asset Allocation With PIN Signals

IEEE Access
This study examines whether informed trading signals derived from the Probability of Informed Trading (PIN) model can systematically enhance predictive modeling and investment strategies.
Vitor B. Diniz, Ulisses J. Massafera Souza, Vitor V. Curtis, Elton F. Sbruzzi, Orleans S. Martins   +4 more
doaj   +1 more source

Recent Advances in Laser‐Induced Graphene‐Based Gas Sensors: From Sensing Mechanisms to Biomedical Applications

Advanced Science, EarlyView.
Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas, Ankan Dutta, Shuvendu Das, Abu Musa Abdullah, Wanqing Zhang, Fatema Tuz Zohra, Huanyu Cheng   +6 more
wiley   +1 more source

The Microstructure of Currency Markets [PDF]

This article summarizes exchange-rate research using microstructure models. It first lays out the key features of the foreign exchange market and describes how they are incorporated into a canonical model of currency trading.
Martin Evans
core  

Electrolyte Additive Strategies in Aqueous Zn‐Ion Batteries: Recent Advances and Prospects

Advanced Science, EarlyView.
This article provides a comprehensive overview of the current status and future development directions of AZIBs electrolyte additives in three aspects: stabilizing zinc anodes (uniform deposition, inhibition of dendritic crystals), protecting cathodes (structural stability, inhibition of dissolution), and enhancing electrolyte stability (wider ...
Yuanze Yu, Hongmin Liu, Long Fan, Huakun Liu, Shixue Dou, Guoxiu Wang, Nana Wang, Zhongchao Bai   +7 more
wiley   +1 more source