Results 111 to 120 of about 392 (229)

Detecting Informed Trading Risk from Undercutting Activity

The Journal of Finance, EarlyView.
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, PETER DIXON, QIYU LIU   +2 more
wiley   +1 more source

Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit, and Global Financial Cycles

The Journal of Finance, EarlyView.
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, DMITRY KHAMETSHIN, JOSÉ‐LUIS PEYDRÓ, ANDREA POLO   +3 more
wiley   +1 more source

Evolving fuzzy neural classifier that integrates uncertainty from human-expert feedback. [PDF]

Evol Syst (Berl), 2023
de Campos Souza PV, Lughofer E.
europepmc   +1 more source

A Survey on Proof of Sequential Work: Development, Security Analysis, and Application Prospects. [PDF]

Entropy (Basel)
Zhang J, Ran Y, Huang X, Zuo C, Duan J, Pan Y, Wang L, Wang J.   +7 more
europepmc   +1 more source

Optimal Simple Ratings

The Journal of Industrial Economics, EarlyView.
ABSTRACT We study optimal simple rating systems that partition sellers into a finite number of tiers. We show that optimal ratings must be threshold partitions, and that for linear supply and Cournot competition with constant marginal cost, optimal thresholds solve a k‐means clustering problem requiring only the quality distribution.
Hugo Hopenhayn, Maryam Saeedi
wiley   +1 more source

Valuing Personal Data with Privacy Consideration. [PDF]

Decis Sci, 2021
Li XB, Liu X, Motiwalla L.
europepmc   +1 more source

Lurking Patent Claims and Strategic Royalty Contracts

The Journal of Industrial Economics, EarlyView.
ABSTRACT This paper analyzes optimal licensing contracts when a licensee faces the risk of future infringement claims by unknown patent holders. In a setting where a noncompeting licensor contracts with a monopolistic manufacturer, fixed‐fee licensing is optimal absent such claims.
Jay Pil Choi
wiley   +1 more source

Electricity price forecasting with ensemble meta-models and SHAP explainers: a PCA-driven approach. [PDF]

Sci Rep
Hayati A, Gharehveran SS, Shirini K.
europepmc   +1 more source

Keep on Keepin’ on Down Under: Administrative Heritage and the Strategic Realignment of Multinational Enterprises in Australia During Deglobalization, 1914–79

Journal of Management Studies, EarlyView.
Abstract We analyse the behaviour of multinational enterprises (MNEs) within a host nation – Australia – during deglobalization (1914–79). Deglobalization is often portrayed as a drastic event to which MNEs respond swiftly, probably through withdrawal from host countries.
Pierre Van der Eng, André Sammartino, Simon Ville, David Merrett, Monica Keneley   +4 more
wiley   +1 more source

Economic value in the Brain: A meta-analysis of willingness-to-pay using the Becker-DeGroot-Marschak auction. [PDF]

PLoS One, 2023
Newton-Fenner A, Hewitt D, Henderson J, Roberts H, Mari T, Gu Y, Gorelkina O, Giesbrecht T, Fallon N, Roberts C, Stancak A.   +10 more
europepmc   +1 more source