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Raising Issues About Impact of High Frequency Trading on Market Liquidity
P. 215–223.
The aim of this paper is to consider some problems with evaluation of the impact of high frequency trading on market liquidity. The first part is devoted to difficulties of disentangling the impact of high frequency on market liquidity from other relevant factors. The remainder of the paper is intended to discuss some issues affecting the evaluation of the influence of high frequency trading on particular aspects of market liquidity.
Akhmetov A., Burova A., Makhankova N. et al., , in: Systemic Financial Risk: An Emerging Market Perspective.: Palgrave Macmillan, 2024. P. 131–194.
Added: May 31, 2024
Kochergin V., Чебышевский сборник 2022 Т. 23 № 2(83) С. 121–150
В работе предпринята попытка не только дать обзор результатов, полученных
О. М. Касим–Заде, крупнейшим специалистом по дискретной математике и математической кибернетике, но и осознать его научное наследие в таких направлениях как исследование мер схемной сложности булевых функций, связанных с функционированием схем,
проблематика неявной и параметрической выразимости в конечнозначных логиках, вопросы глубины и сложности булевых функций и функций ...
Added: October 29, 2022
Burkova V., Butovskaya M., Zinurova R., Sustainability 2021 No. 13 Article 4017
Prior and ongoing COVID-19 pandemic restrictions have resulted in substantial changes to everyday life. The pandemic and measures of its control affect mental health negatively. Self-reported data from 15,375 participants from 23 countries were collected from May to August 2020 during the early phases of the COVID-19 pandemic. Two questionnaires measuring anxiety level were used ...
Added: October 26, 2021
Prentice L., Klackl J., Agroskin D. et al., Culture and Brain 2020 Vol. 8 P. 46–69
Prior research shows that North Americans and Western Europeans react to threats with defensive strategies based on behavioral approach vs. inhibition systems (BAS/BIS)—i.e., a desire to approach a goal or to avoid a threat. In the present research, we explored whether this phenomenon is more pronounced in tight cultures (e.g., Germany) as compared to loose ...
Added: January 2, 2021
Skiperskih A., В кн.: Материалы XIX Международной конференции «Культура, личность, общество в современном мире: методология, опыт эмпирического исследования».: Екатеринбург: Уральский федеральный университет им. первого Президента России Б.Н. Ельцина, 2016.
Cultural text created in a specific chronotope. Each culture is a unique combination of time and place of production culture. The author presents specific feature chronotopes in Russian culture - tightness. It connects the actions of the subject to certain limitations that should be reflected in its cultural products. However, the cultural text encompasses the ...
Added: January 26, 2017
Tamara V. Teplova, Victoria A. Rodina, Research in International Business and Finance 2016 Vol. 37 P. 375–390
The last couple of decades have witnessed significant institutional and structural changes in financial sector within a worldwide trend toward consolidation. In the segment of organized trading stock exchanges merge and develop into large and diversified publicly traded companies. These processes are rather complicated in case of a transition economy like Russia. In December 2011 ...
Added: January 11, 2016
Ивлиев С. В., Арбузов В. О., Фролова М. С. et al., Financial One 2014 № 6 (69) С. 72–77
Одним из наиболее значимых изменений в структуре финансового рынка за последние несколько лет является развитие высокочастотной торговли (англ. High Frequency Trading, HFT). Согласно экспертным оценкам, она отвечает за большую часть транзакций на финансовых рынках (например, более 77% транзакций на рынке Великобритании, по данным Tabb Group) и способна критически влиять на возникновение системных нестабильностей. Например, в ...
Added: May 12, 2015
Ивлиев С. В., Арбузов В. О., Фролова М. С., Financial One 2015 № 06(69) С. 73–77
Одним из наиболее значимых изменений в структуре финансового рынка за последние несколько лет является развитие высокочастотной торговли (англ. High Frequency Trading, HFT). Согласно экспертным оценкам, она отвечает за большую часть транзакций на финансовых рынках (например, более 77% транзакций на рынке Великобритании, по данным Tabb Group) и способна критически влиять на возникновение системных нестабильностей. Например, в ...
Added: January 22, 2015
Andreev N. A., / NRU Higher School of Economics. Series WP BRP "Economics/EC". 2014. No. WP BRP 38/FE/2014.
We research the properties of implicit transaction costs function for general-shaped limit order book. Equivalent conditions for linearity of the function are presented in terms of market liquidity. We also present a suitable functional form of implicit costs for MICEX order-driven market based on high-frequency trading data. The proposed form meets the denition of costs ...
Added: October 21, 2014
Andreev N. A., , in: Financial Econometrics and Empirical Market Microstructure.: NY: Springer, 2015.
The problem of optimal portfolio liquidation under transaction costs has been widely researched recently, thus producing several approaches to problem formulation and solving. Obtained results can be used for decision making during portfolio selection or automatic trading at high-frequency electronic markets. This work gives a review of modern studies in this field, comparing models and ...
Added: October 21, 2013
Alyushin A., Axiomathes 2012 Vol. 22 No. 4 P. 469–507
I develop the idea that there exists a special dimension of depth, or of scale. The depth dimension is physically real and extends from the bottom micro-level to the ultimate macro-level of the Universe. The depth dimension, or the scales axis, complements the standard three spatial dimensions. I discuss the tentative qualities of the depth ...
Added: November 19, 2012
Andreev N. A., , in: Market Risk and Financial Markets Modeling.: Berlin: Springer, 2012. P. 15–24.
This article presents an engineering approach to estimating market resiliency based on analysis of the dynamics of a liquidity index. The method provides formal criteria for defining a “liquidity shock” on the market and can be used to obtain resiliency-related statistics for further research and estimation of this liquidity aspect. The developed algorithm uses the ...
Added: September 28, 2012