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“Market making” behaviour in an electronic order book and its impact on the bid-ask spread
Market making behaviour electronic order book bid-ask spread
2010/4/27
It has been suggested that marked point processes might be good candidates for the modeling of financial high-frequency data. A special class of point processes, Hawkes processes, has been the subject...
Researchers in the US have found that firing a camera flash at graphite oxide is enough to make graphene – atom-thick sheets of carbon first discovered in 2004 that possess unique mechanical and elect...
April 25, 2007，UPTON, NY - An interdisciplinary group of scientists at the U.S. Department of Energy’s Brookhaven National Laboratory has devised methods to make a new class of electronic devices base...