Results 81 to 90 of about 3,477,957 (284)
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
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
Essays on market microstructure
This dissertation presents three studies on financial market microstructure. The first investigates the impact of the Markets in Financial Instruments Directive II (MiFID II) on European equity markets. The second evaluates the revised WM/Refinitiv (WM/R) 4 pm FX benchmark methodology, introduced in 2015 and debated for further revision.
openaire +1 more source
Structural Colors from Modulated Topological Defects in Molecular Smectic Liquid Crystals
Advanced Science, EarlyView.Rather than using dyes and pigments, nature produces the colors of some butterflies and beetles through optical interference phenomena. This study describes an original biomimetic strategy exploiting the spontaneous formation of modulated linear defects in thin films of 8CB, a common molecular liquid crystal.
Camille N. Mahyaoui +7 more
wiley +1 more source
International Journal of Financial StudiesWe apply rolling-window econometric methods, including GARCH(1,1) estimation, Bai–Perron structural break detection, CUSUM stability testing, and Granger causality analysis in bivariate VAR frameworks, to analyze the temporal dynamics of market ...
Petar Zhivkov +2 more
doaj +1 more source
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise [PDF]
We analyze the effects of market microstructure noise on the Fourier estimator of multivariate volatilities. We prove that the estimator is consistent in the case of asynchronous data and robust in the presence of microstructure noise.
S. Sanfelici, M. E. Mancino
core
Advanced Science, EarlyView.Phosphorus‐rich MgP4 is introduced as a high capacity anode for sodium‐ion batteries (SIBs) via hybrid carbon matrix engineering. A sequential CNT/G assembly forms a conductive and mechanically robust network, delivering a high reversible capacity of 1386 mAh g−1 while stabilizing alloying reactions.
Sion Ha +6 more
wiley +1 more source
Liquidity Recovery Dynamics Following Volatility Shocks: Evidence from an Emerging Equity Market
International Journal of Financial StudiesUnderstanding how quickly trading liquidity recovers after volatility shocks is central to evaluating market resilience and trading costs in financial markets.
Ashok Kumar Panigrahi +2 more
doaj +1 more source
The Market Microstructure of Central Bank Intervention [PDF]
One of the great unknowns in international finance is the process by which new information influences exchange rate behavior. This paper focuses on one important source of information to the foreign exchange markets, the intervention operations of the G ...
Kathryn M. Dominguez
core