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Artificial neural network based predictive modeling for entropy optimized flow of tri-hybrid nanomaterials invoking Darcy Forchheimer law. [PDF]
Faqihi AA +5 more
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Cerebral blood flow in conscious rats and implications for therapeutic interventions. [PDF]
Emans TW +3 more
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A genetic access to plant cell axis formation. [PDF]
Berleth T +3 more
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Order flow and volatility: An empirical investigation
Journal of Empirical Finance, 2014We study the relationship between order flow and volatility. To this end we develop a comprehensive framework that simultaneously controls for the effects of macro announcements and order flow on prices and the effect of macro announcements on volatility. Using high-frequency 30-year U.S.
Michel van der Wel +2 more
exaly +3 more sources
Competition for Order Flow and Smart Order Routing Systems [PDF]
ABSTRACTWe study the rivalry between Euronext and the London Stock Exchange (LSE) in the Dutch stock market to test hypotheses about the effect of market fragmentation. As predicted by our theory, the consolidated limit order book is deeper after entry of the LSE.
Foucault, Thierry, Menkveld, Albert J.
openaire +4 more sources
Zeitschrift für Bankrecht und Bankwirtschaft, 2022
Abstract Payment for Order Flow (PFOF) is the practice of execution venues to make payments to a brokerage firm if the brokerage firm routes client orders to these execution venues. Following the “Gamestop” incident, PFOF has become the subject of increased scrutiny in the US and the EU.
Gunnar Schuster, Marius Raetz
openaire +1 more source
Abstract Payment for Order Flow (PFOF) is the practice of execution venues to make payments to a brokerage firm if the brokerage firm routes client orders to these execution venues. Following the “Gamestop” incident, PFOF has become the subject of increased scrutiny in the US and the EU.
Gunnar Schuster, Marius Raetz
openaire +1 more source

