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Trading and Market Microstructure

Authors and titles for recent submissions

[ total of 5 entries: 1-5 ]
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Fri, 18 May 2018

[1]  arXiv:1805.06682 (cross-list from q-fin.ST) [pdf, other]
Title: Analyzing order flows in limit order books with ratios of Cox-type intensities
Comments: 33 pages, 7 figures, 2 tables
Subjects: Statistical Finance (q-fin.ST); Trading and Market Microstructure (q-fin.TR)

Tue, 15 May 2018

[2]  arXiv:1805.04728 [pdf]
Title: Effects of a Price limit Change on Market Stability at the Intraday Horizon in the Korean Stock Market
Comments: Accepted in Applied Economics Letters
Subjects: Trading and Market Microstructure (q-fin.TR)

Wed, 9 May 2018

[3]  arXiv:1805.02741 [pdf, other]
Title: Optimal make-take fees for market making regulation
Subjects: Trading and Market Microstructure (q-fin.TR)

Wed, 2 May 2018

[4]  arXiv:1805.00268 [pdf]
Title: Quantifying macroeconomic expectations in stock markets using Google Trends
Authors: Johannes Bock
Subjects: Trading and Market Microstructure (q-fin.TR); Statistical Finance (q-fin.ST)

Tue, 1 May 2018

[5]  arXiv:1804.10869 [pdf, other]
Title: Application of Probabilistic Graphical Models in Forecasting Crude Oil Price
Authors: Danish A. Alvi
Subjects: Trading and Market Microstructure (q-fin.TR)
[ total of 5 entries: 1-5 ]
[ showing up to 25 entries per page: fewer | more ]

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