Results 31 to 40 of about 83,313 (304)

HIGH-FREQUENCY TRANSACTION DATA: A COMPARISON BETWEEN TWO ASYMMETRIC MODELS

Applied Finance Letters, 2023
This paper compares two asymmetric market microstructure models, namely, the three-state asymmetric autoregressive conditional duration (AACD) model and the activity-direction-size (ADS) model.
Michael Kunkler
doaj   +1 more source

Innovative Processing of Compacted Waste Aluminum Alloy Powders via Controlled Remelting and Solidification

Advanced Engineering Materials, EarlyView.
This study demonstrates an efficient recycling route for out‐of‐spec AlSi10Mg atomized powders through compaction and arc remelting followed by suction casting. By correlating compaction load, cooling rate, and resulting microstructure, we show that intermediate pressures (50–80 kN) and rapid cooling refine dendrites, reduce porosity, and enhance ...
Mila Christy de Oliveira, Marcella Gaute Cavalcante Xavier, Abdoul‐Aziz Bogno, Piter Gargarella, José Eduardo Spinelli   +4 more
wiley   +1 more source

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
openaire   +4 more sources

Market Phases and Price Discovery in NFTs: A Deep Learning Approach to Digital Asset Valuation

Journal of Theoretical and Applied Electronic Commerce Research
This 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

The Microstructure of Tesouro Direto: The Sazonality of the Order Flow and the Formation of Spreads

Economia Aplicada, 2016
The objective of the study is to analyze the market microstructure of Tesouro Direto in two fronts: the dynamics of the order flow and the formation of the spreads. The results show a strong seasonality in the order flow of this market.
Marcelo Perlin
doaj   +1 more source

Oxide‐Free Titanium Coatings by Wire Arc Spraying in a Silane‐Doped Inert Atmosphere

Advanced Engineering Materials, EarlyView.
A silane‐doped argon atmosphere enables the production of oxide‐free titanium coatings via twin‐wire arc spraying at ambient pressure. This innovative approach eliminates residual oxygen, creating process conditions that prevent oxidation and nitride formation.
Manuel Rodriguez Diaz, Maik Szafarska, René Gustus, Kai Möhwald, Hans Jürgen Maier   +4 more
wiley   +1 more source

International price discovery in the presence of microstructure noise [PDF]

, 2008
This paper addresses and resolves the issue of microstructure noise when measuring the relative importance of home and U.S. market in the price discovery process of Canadian interlisted stocks.
Grammig, Joachim G., Peter, Franziska J.
core  

Application of Raman and Photoluminescence Spectroscopy to MgO‐C Refractories

Advanced Engineering Materials, EarlyView.
Visible to near infrared luminescence of MgO is studied on MgO‐C bricks and nominally pure MgO powder, with focus on two similar sharp high‐intensity signals, at 699 and 871 nm, each surrounded by symmetrical sidebands. The nature of these sidebands is investigated by temperature‐dependent spectroscopic measurements, confirming phonon involvement by ...
Julia Richter, Felix Drechsler, Till M. J. Stadtmüller, Cameliu Himcinschi, Christos G. Aneziris, Jens Kortus   +5 more
wiley   +1 more source

Investigating the effect of Trading volume on Bid-Ask spread of Islamic treasury bills with a Microstructural approach [PDF]

Iranian Journal of Finance
As a key tool in implementing monetary policy and government financing, government bonds play an essential role in financial markets. By means of Islamic financial innovations in the Islamic capital market, the instrument of Islamic treasury bill is ...
Ali Namaki, Aysa Kazemi bavil
doaj   +1 more source

On the Influence of Antioxidants and Recycled MgO–C Source Material on the Mechanical Properties of Carbon‐Bonded Magnesia Refractories

Advanced Engineering Materials, EarlyView.
The presented study focuses on the fracture behaviour of carbon‐bonded magnesia MgO–C refractories, where environmentally friendly fructose, collagen and lignin serve as temporary binding agents. The partial substitution of the source material with recycled MgO–C reduces the fracture resistance, which can be counteracted by the additional introduction ...
Marc Neumann, Tom Weber, Jana Hubálková, Florian Kerber, Dinesh Kumar Gunasekar, Hans Jelitto, Christos G. Aneziris   +6 more
wiley   +1 more source