Results 31 to 40 of about 3,477,957 (284)
AxiomsThe financial market correlation structure exhibits dynamic evolution with implications for systemic risk and diversification benefits; yet, conventional approaches using correlation magnitude monitoring may miss fundamental organizational changes.
Larissa Margareta Batrancea +3 more
doaj +1 more source
An Entropy-Based Approach to Measurement of Stock Market Depth
Entropy, 2021 The aim of this study is to investigate market depth as a stock market liquidity dimension. A new methodology for market depth measurement exactly based on Shannon information entropy for high-frequency data is introduced and utilized.
Joanna Olbryś, Krzysztof Ostrowski
doaj +1 more source
The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2012 This paper studies the relationship between return and the Bid-Ask Spread in Tehran Stock Exchange. The research has been done according to Amihud and Mendelson’s model (1986).
Hasan Ghalibaf Asl, Mohadeseh Razaghi
doaj +1 more source
On the Predictability of Bitcoin Price Movements: A Short-term Price Prediction with ARIMA
İktisat Politikası Araştırmaları Dergisi, 2021 Daily transactions in cryptocurrencies have long been following an ascending tendency, with Bitcoin leading the charge. Daily transactions recorded in the system increased from 7000 trade per day in 2012to more than 1 million nowadays.
Mohamed Khalil Benzekrı +1 more
doaj +1 more source
Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying
Advanced Engineering Materials, EarlyView.An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara +8 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
doaj +1 more source
A comprehensive study on bid-ask spread and its determinants in India
Cogent Economics & Finance, 2021 Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market–capitalization, return volatility, and number of trades as the prime ...
Aritra Pan, Arun Kumar Misra
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The Market Microstructure of the European Climate Exchange [PDF]
SSRN Electronic Journal, 2010 This paper analyzes the market microstructure of the European Climate Exchange, the largest EU ETS trading venue. The ECX captures 2/3 of the screen traded market in EUA and more than 90% in CER. Volume growth has averaged 277% in EUA between 2005 and 2009 and 724% in CER since 2007.
Yoichi Otsubo, Bruce Mizrach
openaire +4 more sources
Advanced Engineering Materials, EarlyView.Scandium (Sc)‐doped AlCoCrFeMo HEA coatings are fabricated via flame spraying with 0.1, 0.3, and 0.5 wt% Sc additions. Among these, the HEA‐Sc0.3 coating exhibits the highest corrosion resistance, indicated by a more positive corrosion potential and lower current density.
Pankaj Kumar +7 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.The OntOMat ontology establishes a structured framework for polymer matrix fiber reinforced composite materials, integrating manufacturing processes, characterization methods, and multiscale design through the VDI/VDE 3682 formalized process description standard.
Nicolas Christ +19 more
wiley +1 more source