Results 311 to 320 of about 14,264,069 (377)
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Working Orders in Limit-Order Markets and Floor Exchanges [PDF]
SSRN Electronic Journal, 2005 ABSTRACTWe 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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On the notion of second-order exchangeability [PDF]
Erkenntnis, 1996 In this paper we consider the conditions of second-order exchangeability and second-order partially exchangeability together with some applications.
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Exchange Competition and Order Splitting [PDF]
SSRN Electronic Journal, 2016 The emergence of new trading platforms has intensified order fragmentation. Yet, little is known on how this phenomenon affects the behavior of profit maximizing exchanges. I show that fragmentation may allow competing exchanges to retain market power. When order splitting is beneficial for traders, competing exchanges are complements.
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Order flow and exchange rate comovement [PDF]
Journal of International Money and Finance, 2017 Abstract 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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Order Flows, News, and Exchange Rate Volatility [PDF]
SSRN Electronic Journal, 2007 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.
Alexander Mende +3 more
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Journal of Chemical Physics, 2008
A new method for the calculation of the first-order intermolecular exchange energy is proposed. It is based on the partition of two-particle density matrices of monomers into the antisymmetrized product of one-particle density matrices and the remaining ...
T. Korona
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A new method for the calculation of the first-order intermolecular exchange energy is proposed. It is based on the partition of two-particle density matrices of monomers into the antisymmetrized product of one-particle density matrices and the remaining ...
T. Korona
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Physical Chemistry, Chemical Physics - PCCP, 2008
A new formulation of the second-order exchange-induction energy of symmetry-adapted perturbation theory is presented. In the proposed formalism the exchange-induction energy is expressed through one- and two-particle reduced density matrices of monomers,
T. Korona
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A new formulation of the second-order exchange-induction energy of symmetry-adapted perturbation theory is presented. In the proposed formalism the exchange-induction energy is expressed through one- and two-particle reduced density matrices of monomers,
T. Korona
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Biquadratic Exchange and Quadrupolar Ordering
Journal of Applied Physics, 1969We have studied in the molecular field approximation the statistical mechanical properties of the Hamiltonian H= ∑ mnJ(m−n)Sm·Sn− ∑ mnj(m−n)(Sm·Sn)2,for spin one ions. Other authors have already shown that the biquadratic term can cause the magnetic transition to become first order.1 Closer examination shows that one must consider, in addition to the ...
M. Blume, Y. Y. Hsieh
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, 1966
Cross sections for the excitation of the 2 3S and 2 3P states of helium from the ground state by electron impact are calculated using the first-order exchange approximation. In the case of the excitation of the 2 3S state it is found that at low electron
K. Bell, H. Eissa, B. Moiseiwitsch
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Cross sections for the excitation of the 2 3S and 2 3P states of helium from the ground state by electron impact are calculated using the first-order exchange approximation. In the case of the excitation of the 2 3S state it is found that at low electron
K. Bell, H. Eissa, B. Moiseiwitsch
semanticscholar +1 more source