Results 31 to 40 of about 82,773 (308)
Market Microstructure Invariance: Empirical Hypotheses [PDF]
SSRN Electronic Journal, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kyle, Albert S., Obizhaeva, Anna A.
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Semi Markov Model for Market Microstructure [PDF]
SSRN Electronic Journal, 2013 We introduce a new model for describing the fluctuations of a tick-by-tick single asset price. Our model is based on Markov renewal processes. We consider a point process associated to the timestamps of the price jumps, and marks associated to price increments.
Pietro Fodra, Huy\^en Pham
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Advanced Engineering Materials, EarlyView.Iron‐based metallic glass alloys exhibit excellent soft‐magnetic properties, and unprecedented geometrical freedom in the design of soft‐magnetic metallic glass components is made possible by additive manufacturing. An efficient workflow for developing parameters for laser‐based powder bed fusion of a Fe‐based metallic glass alloy is presented along ...
Julia Löfstrand +7 more
wiley +1 more source
Market Phases and Price Discovery in NFTs: A Deep Learning Approach to Digital Asset Valuation
Journal of Theoretical and Applied Electronic Commerce ResearchThis study introduces the Channel-wise Attention with Relative Distance (CARD) model for NFT market prediction, addressing the unique challenges of NFT valuation through a novel deep learning architecture.
Ho-Jun Kang, Sang-Gun Lee
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Laser‐Induced Graphene from Waste Almond Shells
Advanced Functional Materials, EarlyView.Almond shells, an abundant agricultural by‐product, are repurposed to create a fully bioderived almond shell/chitosan composite (ASC) degradable in soil. ASC is converted into laser‐induced graphene (LIG) by laser scribing and proposed as a substrate for transient electronics.
Yulia Steksova +9 more
wiley +1 more source
Pre-open call auction and price discovery: Evidence from India
Cogent Economics & Finance, 2014 Premier stock exchanges in India, viz. National Stock Exchange of India and Bombay Stock Exchange, introduced call auction in the pre-open session from 18 October 2010.
Rajesh Acharya, Vishal Gaikwad
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Correlation ambiguity, listing choice, and market microstructure
Journal of Management Science and Engineering, 2022 This paper investigates the implication of correlation ambiguity to investor behavior, asset pricing and issuers' listing choices from a market microstructure perspective.
Junyong He +2 more
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Advanced Functional Materials, EarlyView.In this study, the preparation techniques for silver‐based gas diffusion electrodes used for the electrochemical reduction of carbon dioxide (eCO2R) are systematically reviewed and compared with respect to their scalability. In addition, physics‐based and data‐driven modeling approaches are discussed, and a perspective is given on how modeling can aid ...
Simon Emken +6 more
wiley +1 more source
ACD Modeling High-Frequency FX and Market Microstructure
Econometric Research in Finance, 2023 This paper advances high-frequency foreign exchange (FX) market microstructure analysis by adapting Autoregressive Conditional Duration (ACD) models to study intervals between price updates.
Jorge Esteban Hernández
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Uncertainty relations in models of market microstructure
, 2005 This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a lower bound to the contemporaneous measurement of price and trading ...
Bouchaud +12 more
core +1 more source