The impact of tick-size reductions in foreign currency futures markets
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Picking up the pennies in front of the bulldozer: The profitability of gilt based trading strategies
Sequence classification of the limit order book using recurrent neural networks
The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market
An analysis of liquidity skewness for European sovereign bond markets
Liquidity basis between credit default swaps and corporate bonds markets
What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets
A continuous and efficient fundamental price on the discrete order book grid
Pseudo market-makers, market quality and the minimum tick size
The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality
Pre-trade transparency in over-the-counter bond markets
Inconsistencies in bond market quotes: Is it the wrong model or the wrong data?
Social trust and the liquidity of cross-listed securities
Portfolio management using realized covariances: Evidence from Brazil
Information uncertainty and target valuation in mergers and acquisitions
When does the peer information environment matter?
An application of extreme value theory in estimating liquidity risk
Disentangling the relationship between liquidity and returns in Latin America
Information leakage in family firms: Evidence from short selling around insider sales
High frequency trading and the 2008 short-sale ban
Income smoothing may result in increased perceived riskiness: Evidence from bid-ask spreads around loss announcements
Pricing and hedging GDP-linked bonds in incomplete markets
Is high-frequency trading tiering the financial markets?
Company responses to exchange queries in real time
Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies
Limited liability and share transferability: An analysis of California firms, 19201940
Do voluntary disclosures of bad news improve liquidity?
How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
A one-level limit order book model with memory and variable spread
The impact of latency sensitive trading on high frequency arbitrage opportunities
On the limit order behaviour of retail and non-retail investors