Threshold Effects in Intraday Trading Volume
Author | : Lynn Phillips Kugele |
Publisher | : |
Total Pages | : 292 |
Release | : 1998 |
Genre | : |
ISBN | : |
Download Threshold Effects in Intraday Trading Volume Book in PDF, ePub and Kindle
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Threshold Effects In Intraday Trading Volume PDF full book. Access full book title Threshold Effects In Intraday Trading Volume.
Author | : Lynn Phillips Kugele |
Publisher | : |
Total Pages | : 292 |
Release | : 1998 |
Genre | : |
ISBN | : |
Author | : American Bar Association. House of Delegates |
Publisher | : American Bar Association |
Total Pages | : 216 |
Release | : 2007 |
Genre | : Law |
ISBN | : 9781590318737 |
The Model Rules of Professional Conduct provides an up-to-date resource for information on legal ethics. Federal, state and local courts in all jurisdictions look to the Rules for guidance in solving lawyer malpractice cases, disciplinary actions, disqualification issues, sanctions questions and much more. In this volume, black-letter Rules of Professional Conduct are followed by numbered Comments that explain each Rule's purpose and provide suggestions for its practical application. The Rules will help you identify proper conduct in a variety of given situations, review those instances where discretionary action is possible, and define the nature of the relationship between you and your clients, colleagues and the courts.
Author | : Andrew H. Chen |
Publisher | : Emerald Group Publishing |
Total Pages | : 367 |
Release | : 2005-12-14 |
Genre | : Business & Economics |
ISBN | : 0762312777 |
Contains contributions on important topics in finance research. This volume includes topics such as the impact of reform in corporate governance, the stock price reactions to the joint venture announcements, the temperature, and the financial signals, the incentive effects in project finance with government financial guarantees, and more.
Author | : Michael Schmidt |
Publisher | : Springer Science & Business Media |
Total Pages | : 509 |
Release | : 2008-03-04 |
Genre | : Law |
ISBN | : 3540311416 |
Standards and Thresholds play an important role in many stages of the Environmental Impact Assessment (EIA) process. They can be legally binding or guidance values and are linked to environmental data. This book provides a comprehensive collection of standards and thresholds, with their derivation and application in case studies of EIA projects. The text introduces key drivers of standards, their effect on environment and health, emerging issues and more.
Author | : Christian Wey |
Publisher | : |
Total Pages | : 113 |
Release | : 2009 |
Genre | : Germany |
ISBN | : 9783428132577 |
Author | : Frédéric Abergel |
Publisher | : John Wiley & Sons |
Total Pages | : 257 |
Release | : 2012-05-14 |
Genre | : Business & Economics |
ISBN | : 1119952417 |
The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, and other issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.
Author | : |
Publisher | : |
Total Pages | : 800 |
Release | : 1975 |
Genre | : Administrative law |
ISBN | : |
Author | : Vyacheslav G. Rumynin |
Publisher | : Springer |
Total Pages | : 296 |
Release | : 2015-10-29 |
Genre | : Science |
ISBN | : 3319218018 |
This book provides essential background knowledge on a wide range of hydrological processes governing contaminant transport from soil to surface water across a range of scales, from hillslope to watershed. The mathematical description of these processes is based on both well-known and unique analytical solutions of different initial and boundary problems (primarily using methods from the kinematic wave theory and the reservoir/lumped-parameter concept), supported by numerical modelling studies. Some research topics, in particular several case studies, are illustrated by monitoring and experimental data analysis to show the importance of the research’s applications in environmental practice and environmental education. Specific results concern the recognition of: (a) the effect of transient rainfall–runoff–infiltration partitioning on the chemical response of drainage areas to excess precipitation under certain field conditions related to the soil, hillslope characteristics, and contaminant properties; (b) soil erosion as a key factor that enhances the potential of adsorbed chemical transport in runoff; and (c) common tendencies in radionuclide behaviour in the near-surface environment contaminated by radioactive fallout from the Chernobyl (1986), Fukushima (2011) and the less known Kyshtym (1957) accidents, as well as from nuclear weapon tests in the atmosphere since 1952. The book’s goal is to provide a conceptual foundation enabling readers to apply scientific knowledge to solve practical problems in environmental hydrology and radiology. More specifically, the book presents the state-of-the-art approaches that scientists and natural resources experts need in order to significantly improve the prediction of changes in the soil–water system chemistry due to human activities.
Author | : Ingmar Nolte |
Publisher | : Routledge |
Total Pages | : 377 |
Release | : 2016-04-14 |
Genre | : Business & Economics |
ISBN | : 1317570766 |
This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.
Author | : Dean Brooks |
Publisher | : FriesenPress |
Total Pages | : 897 |
Release | : 2023-01-31 |
Genre | : Mathematics |
ISBN | : 1039151892 |
A crisis is coming for everyone who uses math and science. For decades now, the classical model of probability (the indifference principle and the Gaussian distribution) has been breaking down and revealing its limitations in fields from economics to epidemiology. Now a new approach has revealed the underlying non-classical principle behind all these 'anomalous' laws: — Pareto’s law of elite incomes — Zipf’s law of word frequencies — Lotka’s law of scientific publications — Kleiber’s law of metabolic rates — the Clausewitz-Dupuy law of combat friction — Moore’s law of computing costs — the Wright-Henderson cost law — Weibull’s law of electronics failures — the Flynn Effect in IQ scores — Benford’s law of digit frequencies — Farr’s law of epidemics — Hubbell’s neutral theory of biodiversity — Rogers’ law of innovation classes — Wilson’s law of island biogeography — Smeed’s law of traffic fatalities The general law behind all these particular laws (and countless others) is the "decline effect". As a system ages or grows in size, the rules of probability subtly change. Entropy increases, rare items become rarer, and average performance measures decline. The human meaning of a decline may be positive (decreasing costs, falling epidemic mortality) or negative (lower customer loyalty, decreasing efficiency), but the mathematical pattern is always the same. The implications are enormous, as these examples show: All epidemic diseases decline in infectiousness and in lethality. HIV-AIDS went from a highly infectious, 95-percent fatal disease, to a survivable condition with a latency of decades. COVID-19 went from a death rate of 7 percent in early 2020, to under 2 percent in 2022. Hereditary dynasties around the world declined smoothly in lifespan, from hundreds of years to tens of years. When democracies replaced monarchies, the decline (in spans of party control) continued.