Global Order Routing on Exchange Networks [PDF]
We propose an abstract notion of networks of exchanges with an eye to modelling the global money market of DeFi (decentralised finance). We formalise routing and arbitrage on such networks as convex optimisation problems. We provide bounds with closed formulas in the specific case of Uniswap-like automated markets and a restricted form of cyclic ...
Danos, Vincent+2 more
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Nonzero-Order Resonances in Single-Beam Spin-Exchange Relaxation-Free Magnetometers
Zero-field optically pumped magnetometers operating in the spin-exchange relaxation-free (SERF) regime have been extensively studied, and usually depend on zeroth-order parametric resonance to measure the magnetic field. However, the studies conducted on
Kun Wang+5 more
doaj +1 more source
Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange [PDF]
Objective: Open limit order book can be used as a tool to enhance transparency and price discovery in financial markets by showing the offered volumes and prices of buy and sell orders. In this study, we aim to answer two questions by examining the limit
Ali Ebrahimnejad+2 more
doaj +1 more source
Second-order exchange-dispersion energy based on multireference description of monomers. [PDF]
We present a method for calculation of the second-order exchange-dispersion energy in the framework of the symmetry-adapted perturbation theory (SAPT) for weakly interacting monomers described with multiconfigurational wave functions.
Michał Hapka, M. Przybytek, K. Pernal
semanticscholar +1 more source
Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [PDF]
Objective: This research is aimed at offering an order splitting strategy to divide a large order into a number of smaller orders to reduce Market Impact cost and imbalances created by Large orders in the market.
Mohamad Ali Rastegar+1 more
doaj +1 more source
Competition of Dzyaloshinskii-Moriya and Higher-Order Exchange Interactions in Rh/Fe Atomic Bilayers on Ir(111). [PDF]
Using spin-polarized scanning tunneling microscopy and density functional theory we demonstrate the occurrence of a novel type of noncollinear spin structure in Rh/Fe atomic bilayers on Ir(111).
Niklas Romming+9 more
semanticscholar +1 more source
CAPITAL STRUCTURE VARIABLES OF PECKING ORDER THEORY PERSPECTIVE IN INDONESIA STOCK EXCHANGE [PDF]
The purpose of study was to analyze variables that determine capital structure of non-financial companies in Indonesia based on pecking order theory. There are five variables observed namely, profitability, firm size, asset growth, asset structure, and ...
Epong M. I K., Anom P.I.B.
doaj +1 more source
XY model with higher-order exchange. [PDF]
An XY model, generalized by inclusion of up to an infinite number of higher-order pairwise interactions with an exponentially decreasing strength, is studied by spin-wave theory and Monte Carlo simulations.
M. Zukovic, G. Kalagov
semanticscholar +1 more source
ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES [PDF]
ABSTRACTWe examine the links between end‐user order flows as seen by a major European commercial bank and macroeconomic fundamentals. We show that both exchange rate changes and flows are only weakly related to macroeconomic news announcements and hypothesize that ‘the cat is already out of the bag’ by the time the news is announced.
Kentaro Iwatsubo, Ian W. Marsh
openaire +3 more sources
Order of Sale (Buying and Selling) in Trading System of Securities and Exchange Transactions
Order of sale (buying and selling) in securities and the stock exchange market is a part of the transaction process of this market (securities and exchange).
Mohammad Sadeghi, Ehsan Ghadimi
doaj +1 more source