نتایج جستجو برای: intra day market

تعداد نتایج: 605507  

2010
Peng Wang Ting Lei Chi Ho Yeung

In this paper, we study two large data sets containing the information of two different human behaviors: blog-posting and wiki-revising. In both cases, the interevent time distributions decay as power-laws at both individual and population level. As different from previous studies, we put emphasis on time scales and obtain heterogeneous decay exponents in intraand interday range for the same da...

2000
Mahendra Raj

This paper examines the weak form market efficiency using transactions data. Previous studies have mainly used daily data to investigate whether trading rules can result in abnormal profits with mixed results. This study on the other hand uses trade-by-trade data to apply trading rules such as moving average and filter. Two different futures contracts the Australian All Ordinaries Index traded ...

2006
John McPeak

Efforts to develop market opportunities are a key element of the current USAID agricultural strategy. In this study, we illustrate how milk marketing in two pastoral towns in northern Kenya is influenced by patterns in intra-household decision making. In this pastoral study area, men make migration decisions and women market milk. Since milk markets are in town and households change location fr...

2006
Bruce N. Lehmann

This study examines profits and speculation in the USD/EUR trading of a bank in Germany over a four-month period. Dealing activity at the bank generates profits but speculation does not seem to contribute to this. We find that speculative positions fail to become profitable within a 30-minutes' horizon. Also, the suggestion that exchange rate volatility would foster speculative profits cannot b...

2005
CHRISTOPHER TING Lee Kong Chian

This paper presents a synthesized model of asymmetric information. An empirical analysis of more than 1,400 NYSE common stocks shows that trade direction is more important than volume in revealing the asymmetry. There is also evidence to suggest that signed duration reflects informed trading activity. We use the proposed measure of information asymmetry to study daily changes in the level of in...

2016
Xiaoyuan Zhang Jianghua Wu Zhongyi Man Jose L. Gómez Alan P. Marscher Svetlana G. Jorstad

We present the results of simultaneous optical multi-color observations of BL Lac object 0716+714 in November 2014 and February 2016. The intra-day variability (IDV) varies from 0.04 to 0.3 mags. Both achromatic and bluer-when-brighter (BWB) color behaviors were detected. A probable quasi-periodic oscillation overlapping on a significant flare was also observed. We used the interpolated cross-c...

Journal: :Forecasting 2022

In this paper we assess how intra-day electricity prices can improve the prediction of zonal day-ahead wholesale in Italy. We consider linear autoregressive models with exogenous variables (ARX) and without interactions among predictors, non-parametric taken from machine learning literature. particular, implement Random Forests support vector machines, which should automatically capture relevan...

2014
Jon P. Furuno Brie N. Noble David T. Bearden Miriam R. Elman Michael S. Sisson Jessina C. Mcgregor

Background. Patients with cIAI may be at increased risk of poor health outcomes post-hospital discharge. Our objective was to quantify the association between cIAI and 30-day hospital readmission. Methods. This was a retrospective cohort study of adult patients (age >18 years) with cIAI admitted to Oregon Health and Science University (OHSU) between January 1, 2010–June 30, 2013. Included patie...

2015
Daniel Schmidt Andresa M. C. Germano Thomas L. Milani Jean L. McCrory

The Posturomed device is used as a scientific tool to quantify human dynamic balance ability due to unexpected perturbations, and as a training device. Consequently, the question arises whether such measurements are compromised by learning effects. Therefore, this study aimed to analyze inter- and intra-day reliability of dynamic balance responses using the Posturomed. Thirty healthy young subj...

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