Detecting Informed Trading Risk from Undercutting Activity
The Journal of Finance, Volume 81, Issue 4, Page 2109-2164, August 2026.ABSTRACT We introduce a simple measure of informed trading risk, QIDres$QID^{res}$, the residual to liquidity quote‐improvement‐to‐deterioration ratio times −1$-1$. When facing with increased informed trading risk, liquidity providers compete less to provide liquidity, reducing their undercutting activity. Reductions in undercutting leave footprints in
YASHAR H. BARARDEHI +2 more
wiley +1 more source
The Journal of Finance, Volume 81, Issue 4, Page 2331-2370, August 2026.ABSTRACT We show that FX interventions can be effective, particularly in attenuating global financial spillovers. We exploit global financial shocks and Brazilian central bank interventions in FX derivatives using three matched administrative registers: bank credit (to firms), foreign credit to banks, and employer‐employees. After the U.S.
RODRIGO BARBONE GONZALEZ +3 more
wiley +1 more source
Facts as a foundation: How people respond to historical atrocities in five countries
Political Psychology, Volume 47, Issue 4, August 2026.Abstract Informing people about historical atrocities and injustice is considered critical for sustaining democracies and preventing similar atrocities in the future. Yet, what remains unknown is whether exposure to factual information about ingroups' historical injustices, such as genocide, slavery, or colonial crimes, leads to increased willingness ...
Oguzhan Turkoglu +3 more
wiley +1 more source
Online Auction Design Using Distribution-Free Uncertainty Quantification with Applications to E-Commerce. [PDF]
J Am Stat AssocHan J, Dai X.
europepmc +1 more source
Gradual introduction of carbon allowance auctions facilitates sustainable emission reductions in the power sector. [PDF]
iScienceLi ZY +6 more
europepmc +1 more source
Spectrum resource sharing method for IoT based on graph matching algorithm. [PDF]
Sci RepWang J.
europepmc +1 more source
Fixing carbon credits requires a new financing model. [PDF]
PNAS NexusProbst BS, Egli F.
europepmc +1 more source
A novel dataset of North-Eastern Indian coins for machine learning-based classification. [PDF]
Data BriefMamoon IA +11 more
europepmc +1 more source
Gendered networks and demand for an agricultural technology in India. [PDF]
World DevGulati K +3 more
europepmc +1 more source
Opposing effects of sugar-free claims on perceived healthiness and sweetness reduce consumers' willingness to pay for sugar-free products. [PDF]
Front NutrPanidi K +3 more
europepmc +1 more source