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Displaying results 51 to 75 of 480.
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Price formation and transparency on the London Stock Exchange
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What a difference a day makes
on the common market microstructure of trading days -
Analyzing the time between trades with a gamma compounded hazard model
an application to LIFFE bund future transactions -
Modeling the interdependence of volatility and inter-transaction duration processes
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Adverse selection costs, trading activity and liquidity in the NYSE
an empirical analysis in a dynamic context -
Price improvements in financial markets as a screening device
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The microstructure of the foreign-exchange market
a selective survey of the literature -
Market liquidity
proceedings of a workshop held at the BIS -
Currency orders and exchange-rate dynamics
explaining the success of technical analysis -
Splitting orders in fragmented markets
evidence from cross-listed stocks -
Explaining exchange rate behavior with a genetic algorithm
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Expectations driven distortions in the foreign exchange market
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Empirical models of the intraday process of price changes and liquidity
a transaction level approach -
Splitting orders in fragmented markets evidence from cross-listed stocks
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Bubbles and long-range dependence in asset prices volatilities
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The use of flow analysis in foreign exchange
exploratory evidence -
An application of evolutionary finance to firms listed in the Swiss market index
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How often to sample a continuous-time process in the presence of market microstructure noise
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Multi-agent market modeling based on neural networks
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Rational investor sentiment
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Was there front running during the LTCM crisis?
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The impact of microstructure innovations in emerging stock markets
evidence from Mumbai, India -
Spill-over dynamics of central bank interventions
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When continuous trading becomes continuous
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Volume shocks and short-horizon stock return autocovariances
evidence from the Warsaw stock exchange