標題: Titlebook: Market Microstructure and Nonlinear Dynamics; Keeping Financial Cr Gilles Dufrénot,Fredj Jawadi,Wa?l Louhichi Book 2014 Springer Internatio [打印本頁] 作者: FROM 時間: 2025-3-21 18:22
書目名稱Market Microstructure and Nonlinear Dynamics影響因子(影響力)
書目名稱Market Microstructure and Nonlinear Dynamics影響因子(影響力)學科排名
書目名稱Market Microstructure and Nonlinear Dynamics網(wǎng)絡公開度
書目名稱Market Microstructure and Nonlinear Dynamics網(wǎng)絡公開度學科排名
書目名稱Market Microstructure and Nonlinear Dynamics被引頻次
書目名稱Market Microstructure and Nonlinear Dynamics被引頻次學科排名
書目名稱Market Microstructure and Nonlinear Dynamics年度引用
書目名稱Market Microstructure and Nonlinear Dynamics年度引用學科排名
書目名稱Market Microstructure and Nonlinear Dynamics讀者反饋
書目名稱Market Microstructure and Nonlinear Dynamics讀者反饋學科排名
作者: ACE-inhibitor 時間: 2025-3-21 20:50
What Moves Euro-Bund Futures Contracts on Eurex? Surprises!,to be important for the Euro Bund Futures next price, while the pure news release effect is key for volatility. Finally we provide preliminary evidences that the timing of news should not be neglected and that one should take care about the negative or positive message conveyed by the information co作者: Aboveboard 時間: 2025-3-22 00:33
Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Eurerature by first proposing a simple analytical model in which some sources of regime switches are described. In particular, spreads are affected by the investors’ perceived probability of default on debt servicing by governments and this probability varies across time because investors anticipate th作者: myelography 時間: 2025-3-22 05:06
Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone,apture the past and future events destabilizing the financial market. However, we suggest that only some measures have had a significant negative impact on the volatility of the Stress Index, leaving the way open, to one side, to a thorough study on the effectiveness and usefulness of the European s作者: 津貼 時間: 2025-3-22 12:13
Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Pae use of Ter?svirta’s procedure shows that the logistic or exponential smooth transition autoregressive models correctly generate 10 out of 13 real exchange rates of the countries under consideration. The estimation of these statistical models shows nonlinear and globally mean-reverting processes of作者: RODE 時間: 2025-3-22 16:23 作者: vitreous-humor 時間: 2025-3-22 18:53
Carole Gresse strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a978-90-481-6862-0978-1-4020-3427-5Series ISSN 1871-3041 Series E-ISSN 2213-221X 作者: 頑固 時間: 2025-3-22 22:09 作者: custody 時間: 2025-3-23 02:23
Moez Bennouriis sector. In particular, basic education and continuing education and training are being seen as key to empowering people and as crucial to strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a作者: 形容詞詞尾 時間: 2025-3-23 08:18
Timm Kruse,Edward W. Sunis sector. In particular, basic education and continuing education and training are being seen as key to empowering people and as crucial to strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a作者: mechanical 時間: 2025-3-23 11:09
Franck Moraux,Arnaud Richardis sector. In particular, basic education and continuing education and training are being seen as key to empowering people and as crucial to strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a作者: 多余 時間: 2025-3-23 15:27
Huu Nhan Duong,Petko S. Kalevis sector. In particular, basic education and continuing education and training are being seen as key to empowering people and as crucial to strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a作者: deactivate 時間: 2025-3-23 18:29
Iuliana Mateiis sector. In particular, basic education and continuing education and training are being seen as key to empowering people and as crucial to strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a作者: 背信 時間: 2025-3-23 23:29 作者: 對待 時間: 2025-3-24 04:02 作者: 砍伐 時間: 2025-3-24 06:48 作者: integrated 時間: 2025-3-24 12:58
or financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for?academic researchers, students and?quantitative practitioners.978-3-319-34325-9978-3-319-05212-0作者: inclusive 時間: 2025-3-24 15:10 作者: 原諒 時間: 2025-3-24 19:26 作者: 浪費物質 時間: 2025-3-25 00:14 作者: largesse 時間: 2025-3-25 03:32 作者: 戰(zhàn)役 時間: 2025-3-25 10:22 作者: 1FAWN 時間: 2025-3-25 11:39 作者: 良心 時間: 2025-3-25 17:59
Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets,-driven markets. The approach used departs from previous works comparing these market mechanisms by considering both the timing of order submission (quote versus order-driven) and trading concentration (centralized versus fragmented) as distinctive features of these trading structures. Comparison be作者: 大方不好 時間: 2025-3-25 21:30 作者: 賭博 時間: 2025-3-26 02:53
What Moves Euro-Bund Futures Contracts on Eurex? Surprises!,s. We emphasize the key role of information content which is the unexpected component of news or, for short, the surprise. We collect a long and recent (1997–2007) database made of hand-collected macroeconomic news releases and median forecasts as well as prices sampled at a 1-min frequency. We find作者: LINE 時間: 2025-3-26 07:05
,Individual Investors’ Trading Activities and Price Volatility, order imbalance on price volatility. We document a positive relation between trading volume and volatility for stocks traded on the Australian Securities Exchange (ASX). We further show that the number of trades has a more significant effect on price volatility than average trade size. When the num作者: Nonconformist 時間: 2025-3-26 12:16 作者: 放逐某人 時間: 2025-3-26 13:47 作者: Canvas 時間: 2025-3-26 19:18
Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone,ed. This highlights the importance of statistical measurement in the financial crises theory. Indeed, our aim work objective is to study the issues and challenges that rescue funds have to meet to enhance financial stability widely affected by financial institutions fragility. For this matter, by a 作者: 瑪瑙 時間: 2025-3-26 23:35 作者: ANNUL 時間: 2025-3-27 05:02 作者: 頌揚國家 時間: 2025-3-27 06:35 作者: MOTTO 時間: 2025-3-27 12:35 作者: 正面 時間: 2025-3-27 16:41
Huu Nhan Duong,Petko S. Kalev,Yang Sun97, the UNESCO Institute for Education has been conducting studies on the different areas and dimensions of ‘Adult Learning and the Changing World of Work’. One question that has been central to this area is: What constitutes adult learning for those who traditionally secure their survival in the in作者: Atrium 時間: 2025-3-27 19:25 作者: Excitotoxin 時間: 2025-3-28 00:13 作者: 連系 時間: 2025-3-28 05:44 作者: CLAIM 時間: 2025-3-28 07:54 作者: 極大的痛苦 時間: 2025-3-28 11:12
Iuliana MateiESCO Institute for Education has been conducting studies on the different areas and dimensions of ‘Adult Learning and the Changing World of Work’. One question that has been central to this area is: What constitutes adult learning for those who traditionally secure their survival in the informal eco作者: scotoma 時間: 2025-3-28 17:07
Gilles Dufrénot,Olivier Damette,Philippe Froutésince Apartheid and to posit ideas about the kinds of pedagogical, structural, and ideological changes that could accelerate transformation. The chapter begins with a summary of the current South African context and the associated challenges for business schools. This is followed by an overview of t作者: paragon 時間: 2025-3-28 22:02
Chaker Aloui,Abdelaziz Krimt & Leigh, .. FutureSearch, 2018). The thesis of this chapter is that traditional forms of management education no longer prepare students adequately for social change. A new paradigm is needed to challenge received wisdom concerning the relative importance of “content” and “process” knowledge, and 作者: 散布 時間: 2025-3-29 02:30 作者: 不感興趣 時間: 2025-3-29 05:57
Book 2014theory is recalled?and?the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with m作者: 繼承人 時間: 2025-3-29 07:30
,Individual Investors’ Trading Activities and Price Volatility,a more significant role in explaining price volatility than institutional trading. Finally, we document that on the ASX (a pure limit order book market) order imbalance—however it is important in explaining the volume-volatility dynamics—it is not the main factor driving this relation.作者: 注意到 時間: 2025-3-29 14:47
Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets,ading aggressiveness and market liquidity. Auction markets are less sensitive to the asymmetric information problem and exhibit a higher level of informational efficiency than dealership markets. Moreover, the relative magnitude (in both structures) of price variance, informed trading aggressiveness and market depth depend on market thickness.作者: Spongy-Bone 時間: 2025-3-29 17:46 作者: 敲竹杠 時間: 2025-3-29 21:24
Shift-Volatility Transmission in East Asian Equity Markets: New Indicators,the investors in their arbitrage behavior in the different regimes: the duration of each state, the sensitivity of the volatility in a market following a change in the volatility in another market. Finally, we are able to identify which market can be considered as leading markets in terms of volatility.作者: macrophage 時間: 2025-3-30 03:27
Finance and Growth Causality: Empirical Evidence for Emerging Europe, curve is negatively related to the growth in real GDP, and to a lesser extent that growth rates negatively influence term spreads. Our results are robust to various specifications and the use of different set of periods.作者: 我邪惡 時間: 2025-3-30 05:43
Pre-trade Transparency and the Information Content of the Limit Order Book,uture return and volatility. The limit order book also becomes more informative following the two improvements in pre-trade transparency, with stronger result for the first event. The findings of this study highlight a diminishing benefit of additional limit order book disclosure.
