Results 81 to 90 of about 82,773 (308)
HOW TO INTERVENE IN FX MARKET: MARKET MICROSTRUCTURE APPROACH [PDF]
This paper proposes a market microstructure model of FX intervention to analyze the relationship between central bank intervention and the characteristics of the foreign exchange market.
Wonchang Jang
core
Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi stock market [PDF]
, 2010 We empirically examine the price impact of block trades, in the Saudi Stock Market over the time period of 2005-2008. Using a unique dataset of intraday data consisting of 2.3 million block buys and 1.9 million block sales, we find an asymmetry in the ...
Alzahranai, AA +3 more
core
Market Microstructure and Intermediation [PDF]
Journal of Economic Perspectives, 1996 This paper emphasizes the important role played by intermediaries in the economy, including wholesalers, retailers, and financial firms. The paper defines an intermediary as an economic agent that purchases from suppliers for resale to buyers or that helps buyers and sellers meet and transact.
openaire +2 more sources
Transforming Grain‐Boundary Brittle Precipitates to Ductility Pathways in Complex Concentrated Alloy
Advanced Science, EarlyView.By engineering graded BCC/L12 interfaces, brittle precipitates in a complex concentrated alloy enable sequential deformation, realizing gigapascal strength with >20% elongation to solve the strength‐ductility trade‐off. ABSTRACT Conventional wisdom holds that hard grain‐boundary (GB) precipitates embrittle structural alloys by acting as crack ...
Zhixin Li +14 more
wiley +1 more source
Anonymity in Dealer-to-Customer Markets
International Journal of Financial StudiesWe use a laboratory experiment to explore the effect of a change in pre-trade anonymity in a quote-driven dealer-to-customer market, organised as a request for quote (RFQ). We consider two treatments in which dealers interact with two types of customers (
Daniela T. Di Cagno +2 more
doaj +1 more source
Finite Sample Accuracy of Integrated Volatility Estimators [PDF]
We consider the properties of three estimation methods for integrated volatility, i.e. realized volatility, the Fourier estimator, and the wavelet estimator, when a typical sample of high-frequency data is observed. We employ several different generating
Morten Ørregaard Nielsen +1 more
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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
Regulating Market Microstructure
Annual Review of Financial EconomicsThis article provides an overview of the regulation of market microstructure, particularly in equity and option markets. We emphasize the motives for regulation and restrictions on the trading process, including the distinctive regulatory environments (and regulators) for different financial instruments as well as the role of brokers in routing trades,
Thomas H. Ernst, Chester S. Spatt
openaire +1 more source
Direct Recycling of Mixed‐Oxide Cathodes: Balancing Cost, Performance and Environmental Trade‐Offs
Advanced Science, EarlyView.Direct regeneration routes for mixed‐oxide lithium‐ion battery cathodes are systematically compared using harmonized techno‐economic, electrochemical, and environmental metrics. Solid‐state, hydrothermal, molten salt, electrochemical, and chemical relithiation methods are benchmarked to identify performance, cost, and sustainability trade‐offs.
Evgenii Beletskii +8 more
wiley +1 more source
Explaining the Herd Behavior Model and Return in Tehran Stock Exchange [PDF]
مطالعات مدیریت راهبردی, 2016 This study explains a model for herding behavior in Tehran Stock Exchange. Also in this study, the impact of returns on herding behavior is examined. Using transactional data herding behavior in Tehran Stock Exchange (in the time periods 480 360 240 120 ...
Mohammad Esmaeel Fadaeinejad +2 more
doaj