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Challenges and strategies for first-principles simulations of two-dimensional magnetic phenomena.
Garrido Aldea J +3 more
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Working Orders in Limit-Order Markets and Floor Exchanges
SSRN Electronic Journal, 2005ABSTRACTWe analyze limit order markets and floor exchanges, assuming an informed trader and discretionary liquidity traders use market orders and can either submit block orders or work their demands as a series of small orders. By working their demands, large market order traders pool with small traders.
Shmuel Baruch, Kerry Back
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Order Flows, News, and Exchange Rate Volatility [PDF]
Abstract This paper examines the roles of order flow (reflecting private information) and news (reflecting public information) in explaining exchange rate volatility. Analyzing four months of a bank's high frequency dollar/euro trading, three different kinds of order flow are used in addition to seasonal patterns in explaining volatility.
M. FRÖMMEL, A. MENDE, L. MENKHOFF
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First-order exchange approximation
Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences, 1963It is shown that when the Born approximation is applied to rearrangement collisions in the customary way, terms of the first order in the interaction energy between the colliding particles are omitted from the exchange scattering amplitude.
Bell, K. L., Moiseiwitsch, B. L.
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Order flow and exchange rate comovement
Journal of International Money and Finance, 2017Abstract This paper extends the literature on the linkage between order flows and exchange rates from the univariate to the multivariate framework. We examine how order flow differentials drive exchange rate comovements using data on five major exchange rates and at three different intraday frequencies.
Vincent Kleinbrod, Xiaoming Li
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First-order eikonal exchange amplitudes
Physical Review A, 1982A detailed derivation of a first-order analytic approximation to the electron-hydrogen charge-exchange amplitude in both the Glauber approximation and eikonal approximmations in both post and prior forms is presented. The results are applicable to arbitrary initial states.
Victor Franco, Alvin M. Halpern
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