Results 231 to 240 of about 508,325 (367)

Speed Bump and Stock Market Quality: Evidence From NYSE American

Financial Management, EarlyView.
ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley   +1 more source

Disentangling Boltzmann Brains, the Time-Asymmetry of Memory, and the Second Law. [PDF]

Entropy (Basel)
Wolpert D, Rovelli C, Scharnhorst J.
europepmc   +1 more source

Price Discovery in Bitcoin ETF Market

Financial Review, EarlyView.
ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia, Bo Liu, Qian Li, Victor Song, Ke Xu   +4 more
wiley   +1 more source

Brown and Levy Steady-State Motions. [PDF]

Entropy (Basel)
Eliazar I.
europepmc   +1 more source

An Economic Analysis of Difficulty Adjustment Algorithms in Proof‐of‐Work Blockchain Systems

International Economic Review, EarlyView.
ABSTRACT We study the stability of cryptocurrency systems through difficulty adjustment. Bitcoin's difficulty adjustment algorithm (DAA) exhibits instability when the reward elasticity of the hash rate is high, implying that a sharp price reduction could disrupt the current Bitcoin system.
Shunya Noda, Kyohei Okumura, Yoshinori Hashimoto   +2 more
wiley   +1 more source

Accelerated First-Passage Dynamics in a Non-Markovian Feedback Ornstein-Uhlenbeck Process. [PDF]

J Stat Phys
Coghi F, Duvezin R, Wettlaufer JS.
europepmc   +1 more source

Dynamics of High‐Growth Young Firms and the Role of Venture Capitalists

International Economic Review, EarlyView.
ABSTRACT Motivated by the substantial growth and upfront investments of venture capital (VC)‐backed firms observed in administrative US Census data, this study develops a life‐cycle firm dynamics model. In the model, startups choose the source of financing from VC, angel investors, or banks, depending on their growth potential, and invest in innovation.
Yoshiki Ando
wiley   +1 more source

Iterative Forecasting of Financial Time Series: The Greek Stock Market from 2019 to 2024. [PDF]

Entropy (Basel)
Bakalis E, Zerbetto F.
europepmc   +1 more source

Pairwise Imitation and Tournament Graphs

International Economic Review, EarlyView.
ABSTRACT This paper investigates strategic dynamics under the behavioral rule of pairwise interact and imitate (PII), which requires minimal information and emphasizes outperforming opponents in pairwise interactions. We characterize PII using weak tournament graphs and, for a broad class of dynamics, establish a one‐shot stability result for ...
Sung‐Ha Hwang, Philip R. Neary, Jonathan Newton, Ryoji Sawa   +3 more
wiley   +1 more source

Stochastic geometry analysis of UAV-assisted networks with probabilistic UAV activation. [PDF]

Sci Rep
Selim MM.
europepmc   +1 more source