Results 81 to 90 of about 19,543 (310)
, 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 ...
Kyriacou, K +3 more
core +1 more source
GTH-Net: A Dynamic Game-Theoretic HyperNetwork for Non-Stationary Financial Time Series Forecasting
Applied SciencesFinancial time series forecasting remains a challenging task due to the high non-stationarity and concept drift inherent to market data. Existing deep learning models, such as LSTMs and transformers, typically employ static weights after training ...
Fujie Chen, Chen Ding
doaj +1 more source
The complex nature of financial market microstructure: the case of a stock market crash. [PDF]
J Econ Interact Coord, 2022 Shi F, Broussard JP, Booth GG.
europepmc +1 more source
Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde [PDF]
We find ourselves very much in agreement with the thrust of HL’s message concerning the complexity induced by microstructure noise. In particular, we agree that noise is time dependent and correlated with the efficient price - features that in our view ...
Jun Yu, Peter C. B. Phillips
core
Sustainable Materials Design With Multi‐Modal Artificial Intelligence
Advanced Science, EarlyView.Critical mineral scarcity, high embodied carbon, and persistent pollution from materials processing intensify the need for sustainable materials design. This review frames the problem as multi‐objective optimization under heterogeneous, high‐dimensional evidence and highlights multi‐modal AI as an enabling pathway.
Tianyi Xu +8 more
wiley +1 more source
Does one-share-one-vote accelerate ESG price discovery by easing trading and information frictions?
Cogent Business & ManagementUnderstanding how sustainability disclosure is reflected in capital-market outcomes remains important for regulators, investors and researchers, especially in Europe, where ESG reporting expectations are comparatively advanced. Yet prior evidence is less
Saqer Al-Tahat +3 more
doaj +1 more source
The interdealer market and the central bank intervention [PDF]
This paper studies the consequences of having either an interventionist or a non-interventionist central bank in the foreign exchange market, in a market microstructure framework. Although a simple one-period model is used, it allows the characterization
Paula Albuquerque
core
Advanced Science, EarlyView.A stable Ti3C2Clx/Ti3ZnC2 heterostructure, fabricated by dynamic etching, exhibits outstanding electrocatalytic NRR activity (NH3 yield: 20.1 µg h−1 mg−1, FE: 38.1%) in alkaline media. The corresponding Zn‐N2 battery achieves a peak power density of 36.5 µW cm−2 and an NH3 yield of 13.1 µg h−1 mg−1, providing an advanced strategy for NH3 and ...
Yu Wang +9 more
wiley +1 more source
RisksStandard asset pricing models treat price dynamics as a stochastic process driven by undifferentiated random noise, rendering them agnostic about the primary engine of price discovery: the arrival of economically significant information.
Zoltán Köntös +1 more
doaj +1 more source
Informed Trading and the Price Effect of Block Trading Using Market Microstructure Models [PDF]
فصلنامه بورس اوراق بهادارIntroduction: This study examines the use of private information by informed traders and the impact of block trades on stock price volatility in the Iranian Capital Market.
Reza Eivazlou +2 more
doaj +1 more source