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Languages : en
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Author: Hung-Kun Chen
Publisher:
ISBN:
Category :
Languages : en
Pages : 39
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We analyze the impact of tick size reduction on market quality, placing particular focus on whether a multiple tick rule helps to mitigate the impact of a tick rule size reduction in purely order-driven markets. Using a novel dataset covering an entire limit order book, our results suggest that the tick size reduction resulted in substantial declines in effective spread, quote depth, and market depth throughout the limit order book, whereas no significant effects on either trading volume or volatility are discernible. The multiple tick schedule does not eliminate divergence in the market quality for stocks in the same tick size group or across tick size groups. Within the same tick size group, spread and depth are reduced more for those stocks with lower prices, larger capitalization levels, and higher trading frequency. Across tick size groups, the impact of the tick size reduction is found to be stronger for groups where the original tick size was more of a binding constraint and for those groups which experienced a larger (relative) tick size reduction. Overall, our results suggest that a smaller tick size has reduced transaction costs for small trades yet impaired the provision of liquidity, particularly for large trades in high capitalization and more frequently-traded stocks. As a result, the net benefit of the new tick size schedule cannot be confirmed with certainty.
Author: Didier Raoult
Publisher: CRC Press
ISBN: 142001997X
Category : Medical
Languages : en
Pages : 400
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The only available reference to comprehensively discuss the common and unusual types of rickettsiosis in over twenty years, this book will offer the reader a full review on the bacteriology, transmission, and pathophysiology of these conditions. Written from experts in the field from Europe, USA, Africa, and Asia, specialists analyze specific patho
Author: Jane M. Bowers
Publisher: University of Illinois Press
ISBN: 9780252014703
Category : Art
Languages : en
Pages : 428
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Book Description
"Do look after my music!" Irene Wienawska Polowski exclaimed before her death in 1932. And from the urgency of that sentiment the authors here have taken their cue to reveal and "look after" the previously neglected contributions of women throughout the history of Western art music. The first work of its kind, Women Making Music presents biographies of outstanding performers and composers, as well as analyses of women musicians as a class, and provides examples of music from all periods including medieval chant, Renaissance song, Baroque opera, German lieder, and twentieth-century composition. Unlike most standard historical surveys, the book not only sheds light upon the musical achievements of women, it also illuminates the historical contexts that shaped and defined those achievements.
Author: Hugh Mackay
Publisher: Hachette Australia
ISBN: 0733627536
Category : Psychology
Languages : en
Pages : 263
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Book Description
'Hugh Mackay is one of this country’s most perceptive social commentators' - Sydney Morning Herald Insightful and engaging, What Makes Us Tick? helps to explain what drives us, concerns us and is important to each of us – from Australia's leading social researcher, Hugh Mackay. Dr Mackay has spent a lifetime listening to people talk about their dreams, fears, hopes, disappointments and passions. As well, his bestselling books have documented the impact of the changes that have been radically reshaping our society. In What Makes Us Tick? he reflects on some of the things that don't change, identifies ten desires that drive us all, and asks: 'Why do we talk as if we're rational, but act as if we're not?'; 'Why do some people always want to take control?'; 'Why do we seek change, yet resist it?'; 'Why do we want more of the things that have failed to satisfy us?'. His exploration of these and other issues goes to the heart of some of life's big questions. In this new edition Hugh Mackay offers a postscript that delves into the many concerns that were raised by people around the country when he was first promoting What Makes Us Tick?. They include: 'Why do people become workaholics?'; 'How can religious people hold such irrational beliefs?'; 'Why are so many people hooked on social media?'; 'What about gender and generational differences?'; 'Shouldn't our desire for security be on the list?', as well as many other issues that resonate with modern Australia. He also offers more thoughts on ... the desire to be taken seriously; the desire for 'my place'; the desire for something to believe in; the desire to connect; the desire to be useful. Raising all these ideas, this is a book that will explain us to ourselves. Hugh Mackay is a psychologist, social researcher and novelist, and is the author of the the bestselling Advance Australia... Where?
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Languages : en
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Author: Bob Volman
Publisher:
ISBN: 9789082278606
Category : Speculation
Languages : en
Pages : 0
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Book Description
Understanding Price Action is a must read for both the aspiring and professional trader who seek to obtain a deeper understanding of what is commonly referred to as "trading from the naked chart". With hundreds of examples commented on in great detail, Volman convincingly points out that only a handful of price action principles are responsible for the bulk of fluctuations in any market session-and that it takes common sense, much more than mastery, to put these essentials to one's benefit in the trading game. The power of the book lies in the exceptional transparency with which the concepts and trading techniques are put forth. Besides offering the reader a comprehensive study on price action mechanics, included within is a series of six months of consecutive sessions of the eur/usd 5-minute. Containing nearly 400 fully annotated charts, this section alone harbors a massive database of intraday analysis, not found in any other trading guide. Written with a razor-sharp eye for practical detail, yet in a highly absorbable manner, Understanding Price Action breathes quality from every page and is bound to become a classic in the library of any trader who is serious about his education.
Author: Fauziah Noordin
Publisher: Springer
ISBN: 9811060533
Category : Business & Economics
Languages : en
Pages : 392
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Book Description
This book contains the refereed proceedings of the 2nd Advances in Business Research International Conference (ABRIC2016). Chapters in the book address the theme of Advancing Knowledge, Connecting the World, reflecting on the emerging issues in various business management fields and the interconnections of multiple disciplines for creating knowledge advancement. Papers were carefully reviewed and selected and grouped into four main themes: economic and finance, marketing and communications, management, and information technology in business. The book serves as a helpful resource for students and researchers of business management, especially in understanding issues and cases of business in emerging economies and markets.
Author: Mao Ye
Publisher:
ISBN:
Category :
Languages : en
Pages : 51
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Book Description
We argue that a one-penny minimum tick size for all stocks priced above $1 (SEC rule 612) encourages high-frequency trading and taker/maker-fee markets. We find that non-high frequency traders (non-HFTers) are 2.62 times more likely than HFTers to provide best prices, thereby establishing price priority. The larger relative tick size for low priced stocks, however, constrain non-HFTers from providing better prices and HFTers' speed advantage helps them establish time priority over non-HFTers. Non-HFTers enter the taker/maker market more frequently than HFTers, because they can bypass tick size constraints by paying a fee to the exchange. The incentive to pay a fee is stronger when relative tick size is high. When stock splits increase relative tick size, liquidity does not improve and volume shifts to the taker/maker market. Our results indicate recent proposals to increase tick size will not improve liquidity. Instead, they will encourage high frequency trading and lead to proliferation of markets that bypass the tick size constraints.
Author: Jake VanderPlas
Publisher: "O'Reilly Media, Inc."
ISBN: 1491912138
Category : Computers
Languages : en
Pages : 743
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Book Description
For many researchers, Python is a first-class tool mainly because of its libraries for storing, manipulating, and gaining insight from data. Several resources exist for individual pieces of this data science stack, but only with the Python Data Science Handbook do you get them all—IPython, NumPy, Pandas, Matplotlib, Scikit-Learn, and other related tools. Working scientists and data crunchers familiar with reading and writing Python code will find this comprehensive desk reference ideal for tackling day-to-day issues: manipulating, transforming, and cleaning data; visualizing different types of data; and using data to build statistical or machine learning models. Quite simply, this is the must-have reference for scientific computing in Python. With this handbook, you’ll learn how to use: IPython and Jupyter: provide computational environments for data scientists using Python NumPy: includes the ndarray for efficient storage and manipulation of dense data arrays in Python Pandas: features the DataFrame for efficient storage and manipulation of labeled/columnar data in Python Matplotlib: includes capabilities for a flexible range of data visualizations in Python Scikit-Learn: for efficient and clean Python implementations of the most important and established machine learning algorithms
