Results 91 to 100 of about 288 (227)
Journal of Financial Research, EarlyView.Abstract I analyze differences between the core and extended trading sessions in the high‐frequency reaction of equity markets to potential news. Using presidential tweets as unanticipated, potentially market‐stirring events, I find that volatility increases and liquidity deteriorates within fractions of a second after a tweet.
Stefan Scharnowski
wiley +1 more source
Factorization of Dual Quaternion Polynomials Without Study's Condition. [PDF]
Adv Appl Clifford Algebr, 2021 Siegele J, Pfurner M, Schröcker HP.
europepmc +1 more source
Journal of Money, Credit and Banking, EarlyView.Abstract Using confidential daily data, we examine the Bank of Israel's foreign exchange interventions from 2013 to 2019. We find that a 1 billion U.S. dollars (USD) purchase leads to a 0.82% depreciation of the Israeli Shekel (ILS)–a strong effect compared to other studies.
MARKUS HERTRICH, DANIEL NATHAN
wiley +1 more source
Discovering faster matrix multiplication algorithms with reinforcement learning. [PDF]
Nature, 2022 Fawzi A +12 more
europepmc +1 more source
Mixing It Up: Inflation at Risk
Journal of Money, Credit and Banking, EarlyView.Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT This paper reviews how large‐scale mobility data can enhance economic analyses, highlighting its contributions to understanding travel behavior, labor markets, social interactions, and health outcomes. We discuss its advantages over traditional mobility data sources, which include real‐time location information and fine spatial resolution ...
Cristina Connolly +3 more
wiley +1 more source
Quote Competition in Corporate Bonds
The Journal of Finance, EarlyView.ABSTRACT Dealer quotes in corporate bonds, though indicative, lower trading costs and increase trading volume. Dealers offering higher quality quotes attract more order flow and execute trades at favorable prices. Dealers advertise quotes to manage their inventories and attract orders from nonrelationship clients.
TERRENCE HENDERSHOTT +4 more
wiley +1 more source
Efficient polynomial analysis of magic-angle spinning sidebands and application to order parameter determination in anisotropic samples. [PDF]
Magn Reson (Gott), 2021 Hempel G +3 more
europepmc +1 more source
Journal of Marriage and Family, EarlyView.ABSTRACT Objective To assess the prevalence of independent money management (IMM) versus joint management among Eastern and Western German couples and examine how partners' relative income and wealth relate to IMM across regional contexts. Background IMM is often linked to contexts with higher levels of gender equality and greater resource equality ...
Agnieszka Althaber +2 more
wiley +1 more source
Probing magnetic properties at the nanoscale: in-situ Hall measurements in a TEM. [PDF]
Sci Rep, 2023 Pohl D +6 more
europepmc +1 more source