搜索结果: 1-15 共查到“货币银行学 Trading”相关记录16条 . 查询时间(0.079 秒)
The first result is that the price of attention
for similar consumers is actually higher online
than offline. In 2008, newspapers earned $2.78
per hour of attention in print, and $3.79 per hour ...
The Launch of Banking Instruments and the Figuration of Markets. The Case of the Polish Car-Trading Industry
analyzing the production within the context of commercial banking international banks Risk Management
2011/9/26
The paper aims at analyzing the production of creditworthiness within the context of commercial banking in international banks. Taking the interim financing in the Polish automobile sector as an examp...
Is high-frequency trading inducing changes in market microstructure and dynamics?
financial markets algorithmic trading self-similarity
2010/10/20
Using high-frequency time series of stock prices and share volumes sizes from January 2002-May 2009, this paper investigates whether the effects of the onset of high-frequency trading, most prominent...
Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading
Pricing European Options Non-continuous Trading
2010/10/20
We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizi...
Recurrence interval analysis of trading volumes
Recurrence interval analysis trading volumes
2010/10/18
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20...
A Security Price Volatile Trading Conditioning Model
Security Price Trading Conditioning Model
2010/10/18
We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction volume-price probabili...
Financial markets display scale-free behavior in many different aspects. The power-law behavior
of part of the distribution of individual wealth has been recognized by Pareto as early as the
ninetee...
Market impact and trading profile of large trading orders in stock markets
Market impact trading profile stock markets
2010/11/1
We empirically study the market impact of trading orders. We are speci cally interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed ba...
Long-term correlations and multifractal analysis of trading volumes for Chinese stocks
Econophysics Trading volume Intraday pattern Correlation Multifractality
2010/10/29
We investigate the temporal correlations and multifractal nature of trading volume of 22
liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the trading
volume exhibits size-de...
Stock Market Trading Via Stochastic Network Optimization
Queueing analysis stochastic control universal
2010/11/2
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of s...
Evaluating the performance of adapting trading strategies with different memory lengths
Minority game prediction performance
2010/10/29
We propose a prediction model based on the minority game in which traders continuously evaluate a complete set of trading strategies with di erent memory lengths using the strategies' past performance...
Local Risk Decomposition for High-frequency Trading Systems
Financial Markets Risk Multi-scale Systems Complex Systems
2010/11/1
In the present work we address the problem of evaluating the historical performance of a trading strategy or a certain portfolio of assets. Common indicators such as the Sharpe ratio and the risk adju...
No Arbitrage Conditions For Simple Trading Strategies
Arbitrage Conditions Trading Strategies
2010/12/13
Strict local martingales may admit arbitrage opportunities with respect to the class of simple trading strategies. (Since there is no possibility of using doubling strategies in this framework, the lo...
Water Markets in the West: Price s, Trading, and Contractual Forms
Water Markets the West Price s Trading Contractual Forms
2014/6/24
Rising urban and environmental demandfor water has created growing pressure to re- allocate water from traditional agricultural uses. The evolution of water markets has been more complicated t...
Insider Trading: Hayek, Virtual Markets, and the Dog that Did Not Bark
Insider Trading Hayek, Virtual Markets the Dog that Did Not Bark
2014/6/26
This Essay briefly reexamines the great debates on the role of insider trading in the corporate system from the perspectives of efficiency of capital markets, harm to individual investors, and executi...