Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
135 | Abraham Othman, Tuomas Sandholm, David M. Pennock, Daniel M. Reeves |
A practical liquidity-sensitive automated market maker. ![Search on Bibsonomy](Pics/bibsonomy.png) |
EC ![In: Proceedings 11th ACM Conference on Electronic Commerce (EC-2010), Cambridge, Massachusetts, USA, June 7-11, 2010, pp. 377-386, 2010, ACM, 978-1-60558-822-3. The full citation details ...](Pics/full.jpeg) |
2010 |
DBLP DOI BibTeX RDF |
automated market making, pricing rules, prediction markets, market design, liquidity, market scoring rules |
116 | Wim Laurier, Geert Poels |
Simulating Liquidity in Value and Supply Chains. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CIAO! / EOMAS ![In: Advances in Enterprise Engineering III, 5th International Workshop, CIAO! 2009, and 5th International Workshop, EOMAS 2009, held at CAiSE 2009, Amsterdam, The Netherlands, June 8-9, 2009. Proceedings, pp. 40-54, 2009, Springer, 978-3-642-01914-2. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Resource-Event-Agent Ontology, Simulation, Petri-net, Business Process Management, Workflow Model, Liquidity, Business Performance |
98 | Michael Chlistalla, Marco Lutat |
The Impact of New Execution Venues on European Equity Markets' Liquidity - The Case of Chi-X. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AMCIS/SIGeBIZ ![In: Value Creation in E-Business Management. 15th Americas Conference on Information Systems, AMCIS 2009, SIGeBIZ track, San Francisco, CA, USA, August 6-9, 2009. Selected Papers, pp. 218-230, 2009, Springer, 978-3-642-03131-1. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Fragmentation, Electronic Market, Trading, Exchanges, Liquidity |
98 | Sven S. Groth |
Algorithmic Trading Engines and Liquidity Contribution: The Blurring of "Traditional" Definitions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
I3E ![In: Software Services for e-Business and e-Society, 9th IFIP WG 6.1 Conference on e-Business, e-Services and e-Society, I3E 2009, Nancy, France, September 23-25, 2009. Proceedings, pp. 210-224, 2009, Springer, 978-3-642-04279-9. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Liquidity provision, limit order book, option analogy, algorithmic trading |
72 | Christopher Thorpe, David C. Parkes |
Cryptographic Combinatorial Securities Exchanges. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Financial Cryptography ![In: Financial Cryptography and Data Security, 13th International Conference, FC 2009, Accra Beach, Barbados, February 23-26, 2009. Revised Selected Papers, pp. 285-304, 2009, Springer. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
70 | Qizhi He |
The Influences of Liquidity Surplus on the Price of Fuel Oil Future in China. ![Search on Bibsonomy](Pics/bibsonomy.png) |
JCAI ![In: First IITA International Joint Conference on Artificial Intelligence, Hainan Island, China, 25-26 April 2009, pp. 695-698, 2009, IEEE Computer Society, 978-0-7695-3615-6. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
the level of liquidity, surplus of liquidity, future market, cointegration test, error correction model |
54 | Stefan Luckner, Christof Weinhardt |
Arbitrage Opportunities and Market-Making Traders in Prediction Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CEC/EEE ![In: 10th IEEE International Conference on E-Commerce Technology (CEC 2008) / 5th IEEE International Conference on Enterprise Computing, E-Commerce and E-Services (EEE 2008), July 21-14, 2008, Washington, DC, USA, pp. 53-59, 2008, IEEE Computer Society, 978-0-7695-3340-7. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
44 | Koichi Matsumoto |
Optimal portfolio of low liquid assets with a log-utility function. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(1), pp. 121-145, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
log-utility function, Portfolio optimization, liquidity |
37 | Agostino Capponi, Ruizhe Jia, Brian Zhu |
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2311.18164, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
37 | Yeonwoo Jeong, Chanyoung Jeoung, Hosan Jeong, Sangyoon Han, Juntae Kim |
Efficient Liquidity Providing via Margin Liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICBC ![In: IEEE International Conference on Blockchain and Cryptocurrency, ICBC 2023, Dubai, United Arab Emirates, May 1-5, 2023, pp. 1-3, 2023, IEEE, 979-8-3503-1019-1. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
37 | Srisht Fateh Singh, Panagiotis Michalopoulos, Andreas G. Veneris |
DEEPER: Enhancing Liquidity in Concentrated Liquidity AMM DEX via Sharing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICBC ![In: IEEE International Conference on Blockchain and Cryptocurrency, ICBC 2023, Dubai, United Arab Emirates, May 1-5, 2023, pp. 1-7, 2023, IEEE, 979-8-3503-1019-1. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
37 | Marco Macchiavelli, Xing (Alex) Zhou |
Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 68(5), pp. 3379-3398, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
37 | Yeonwoo Jeong, Chanyoung Jeoung, Hosan Jeong, Sangyoon Han, Juntae Kim |
Efficient Liquidity Providing via Margin Liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2212.10035, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
37 | Barbara Bedowska-Sójka, Krzysztof Echaust |
Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure Liquidity? ![Search on Bibsonomy](Pics/bibsonomy.png) |
Entropy ![In: Entropy 22(7), pp. 783, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
37 | Konstantinos Konstantaras, Vasilios Sogiakas |
Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 282(1-2), pp. 179-216, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
37 | Masashi Nakajima |
Liquidity Saving Mechanisms in Payment Systems and Settlement Liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Innov. Digit. Econ. ![In: Int. J. Innov. Digit. Econ. 7(4), pp. 23-45, 2016. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
37 | Ming Huang |
Liquidity shocks and equilibrium liquidity premia. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Econ. Theory ![In: J. Econ. Theory 109(1), pp. 104-129, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
36 | Jens Strackeljan, Roland Jonscher, Sigurd Prieur, David Vogel, Thomas Deselaers, Daniel Keysers, Arne Mauser, Ilja Bezrukov, Andre Hegerath |
GfKl Data Mining Competition 2005: Predicting Liquidity Crises of Companies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GfKl ![In: From Data and Information Analysis to Knowledge Engineering, Proceedings of the 29th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Magdeburg, March 9-11, 2005, pp. 748-758, 2005, Springer, 978-3-540-31313-7. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
36 | Sheng-Tun Li, Li-Yen Shue, Weissor Shiue |
The Development of a Short-Term Liquidity Decision Model via Protocol Analysis and Probabilistic Neural Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 33rd Annual Hawaii International Conference on System Sciences (HICSS-33), 4-7 January, 2000, Maui, Hawaii, USA, 2000, IEEE Computer Society, 0-7695-0493-0. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
|
36 | Marek Hlavácek, Josef Cada, Frantisek Hakl |
The Application of Structured Feedforward Neural Networks to the Modelling of the Daily Series of Currency in Circulation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICNC (1) ![In: Advances in Natural Computation, First International Conference, ICNC 2005, Changsha, China, August 27-29, 2005, Proceedings, Part I, pp. 1234-1246, 2005, Springer, 3-540-28323-4. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
36 | Kyriaki Kosmidou, Constantin Zopounidis |
An optimization scenario methodology for bank asset liability management. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 2(2), pp. 279-287, 2002. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
Asset and liability management, optimization, banking, goal programming |
26 | Suhua Liu |
Electronic Trading (ET): new method in financial markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICEC ![In: Proceedings of the 7th International Conference on Electronic Commerce, ICEC 2005, Xi'an, China, August 15-17, 2005, pp. 900-903, 2005, ACM, 1-59593-112-0. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
market functioning, market liquidity, electronic trading |
26 | John O. Ledyard, John C. Lin |
Baby bond connect: software for combined value trading. ![Search on Bibsonomy](Pics/bibsonomy.png) |
EC ![In: Proceedings 4th ACM Conference on Electronic Commerce (EC-2003), San Diego, California, USA, June 9-12, 2003, pp. 275, 2003, ACM, 1-58113-679-X. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
combinatoric market, combined value market, experimental finance, portfolio trading, mechanism design, experimental economics, liquidity, financial markets |
18 | Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen, Tong Li |
Investor attention and cryptocurrency market liquidity: a double-edged sword. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 334(1), pp. 815-856, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Waël Louhichi, Nadia Saghi, Zainab Srour, Jean-Laurent Viviani |
The effect of liquidity creation on systemic risk: evidence from European banking sector. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 334(1), pp. 357-389, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Béchir Ben Lahouel, Lotfi Taleb, Younes Ben Zaied, Shunsuke Managi |
Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS-DEA approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 334(1), pp. 391-422, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Jueshuai Wang |
Spillover effects of liquidity management in major economies and China's digital economy-driven countermeasures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Kybernetes ![In: Kybernetes 53(2), pp. 688-708, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | K. V. Sumi |
Neural network-based liquidity risk prediction in Indian private banks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Appl. ![In: Intell. Syst. Appl. 21, pp. 200322, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Julian Ma, Davide Crapis |
The Cost of Permissionless Liquidity Provision in Automated Market Makers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2402.18256, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | David Huber 0005, Arran Schlosberg |
SACRÉ BLEU: Self-Assessed Creator Royalties Énforced by Balancing Liquidity Estimation & Utility (A formal definition and analysis of Ethereum Request for Comment ERC-7526). ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2403.07896, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Xinyue Chen, Peimin Chen, Yong He, Xiaoyang Wang |
The optimal investment problem with inflation and liquidity risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 438, pp. 115580, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Xintong Wang, Ruoqi Han, Min Zheng |
Competitive strategy and stock market liquidity: a natural language processing approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Inf. Technol. Manag. ![In: Inf. Technol. Manag. 25(1), pp. 99-112, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden |
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ITCS ![In: 15th Innovations in Theoretical Computer Science Conference, ITCS 2024, January 30 to February 2, 2024, Berkeley, CA, USA, pp. 81:1-81:19, 2024, Schloss Dagstuhl - Leibniz-Zentrum für Informatik, 978-3-95977-309-6. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Rahul Sharma, Bhakti Agarwal, Saumya Singh, Aman Pushp, Shailesh Rastogi, Prashant Barge |
Impact of Ownership Concentration on the Liquidity of the Banks in India. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IMCOM ![In: 18th International Conference on Ubiquitous Information Management and Communication, IMCOM 2024, Kuala Lumpur, Malaysia, January 3-5, 2024, pp. 1-6, 2024, IEEE, 979-8-3503-3101-1. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Ping He, Zehao Liu, Chengbo Xie |
A fiscal theory of money and bank liquidity provision. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Econ. Theory ![In: J. Econ. Theory 214, pp. 105744, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Guillaume Rocheteau, Lu Wang |
Endogenous liquidity and volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Econ. Theory ![In: J. Econ. Theory 210, pp. 105652, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Richard T. Thakor |
Liquidity Windfalls and Reallocation: Evidence from Farming and Fracking. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 69(10), pp. 6224-6250, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Zhixiong Zeng, Yi Jin |
Managing Liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 69(9), pp. 5578-5595, September 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Vincent Maurin, David T. Robinson, Per Strömberg |
A Theory of Liquidity in Private Equity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 69(10), pp. 5740-5771, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Puneet Pasricha, Xin-Jiang He |
Exchange options with stochastic liquidity risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 223, pp. 119915, August 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune |
Liquidity-constrained index tracking optimization models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 330(1), pp. 73-118, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Misbah Javid, Khurram Ejaz Chandia, Qamar Uz Zaman, Waheed Akhter |
Examining the effect of liquidity creation on banking profitability and stability: moderating role of political instability. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Kybernetes ![In: Kybernetes 52(10), pp. 4061-4080, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Sizheng Fan, Tian Min, Xiao Wu, Wei Cai 0002 |
Towards understanding governance tokens in liquidity mining: a case study of decentralized exchanges. ![Search on Bibsonomy](Pics/bibsonomy.png) |
World Wide Web (WWW) ![In: World Wide Web (WWW) 26(3), pp. 1181-1200, May 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Akanksha Rajpal, Sumit Kaur Bhatia, Vijay Kumar |
Effects of Incorporating Double Time Delays in an Investment Savings-Liquidity Preference Money Supply (IS-LM) Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Bifurc. Chaos ![In: Int. J. Bifurc. Chaos 33(3), pp. 2330007:1-2330007:26, March 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou |
Dynamic trading with Markov liquidity switching. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Autom. ![In: Autom. 155, pp. 111156, September 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Bo Li, Ranran Zhang, Yichen Sun |
Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Autom. ![In: Autom. 147, pp. 110751, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jun Deng, Hua Zong, Yun Wang |
Static replication of impermanent loss for concentrated liquidity provision in decentralised markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 51(3), pp. 206-211, May 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Yogev Bar-On, Yishay Mansour |
Uniswap Liquidity Provision: An Online Learning Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2302.00610, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jianfei Zhang, Mathieu Rosenbaum |
Towards systematic intraday news screening: a liquidity-focused approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2304.05115, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden |
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2303.00208, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Adithya Bhaskara, Rafael M. Frongillo, Maneesha Papireddygari |
A General Theory of Liquidity Provisioning for Automated Market Makers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2311.08725, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jason Milionis, Xin Wan, Austin Adams |
FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2306.09421, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Haochen Zhang, Xi Chen, Lin F. Yang |
Adaptive Liquidity Provision in Uniswap V3 with Deep Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.10129, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Johannes Muhle-Karbe, Xiaofei Shi, Chen Yang |
An Equilibrium Model for the Cross Section of Liquidity Premia. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Oper. Res. ![In: Math. Oper. Res. 48(3), pp. 1423-1453, August 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Martin Herdegen, Johannes Muhle-Karbe, Florian Stebegg |
Liquidity Provision with Adverse Selection and Inventory Costs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Oper. Res. ![In: Math. Oper. Res. 48(3), pp. 1286-1315, August 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jinhui Han, Xiaolong Li, Guiyuan Ma, Adrian Patrick Kennedy |
Strategic trading with information acquisition and long-memory stochastic liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 308(1), pp. 480-495, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Xihan Xiong, Zhipeng Wang, William J. Knottenbelt, Michael Huth 0001 |
Demystifying Just-in-Time (JIT) Liquidity Attacks on Uniswap V3. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IACR Cryptol. ePrint Arch. ![In: IACR Cryptol. ePrint Arch. 2023, pp. 973, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP BibTeX RDF |
|
18 | Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis, Katharina Oberpriller |
Liquidity Based Modeling of Asset Price Bubbles via Random Matching. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 14(4), pp. 1304-1342, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jen-Sheng Tsai, Yau-Hwang Kuo, Wanjiun Liao |
Data Liquidity Optimization for Digital Twin Empowered Internet of Things: A Federated Learning Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Internet Things Mag. ![In: IEEE Internet Things Mag. 6(2), pp. 88-94, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Cosimo Laneve |
Liquidity analysis in resource-aware programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Log. Algebraic Methods Program. ![In: J. Log. Algebraic Methods Program. 135, pp. 100889, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Yogev Bar-On, Yishay Mansour |
Uniswap Liquidity Provision: An Online Learning Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FC Workshops ![In: Financial Cryptography and Data Security. FC 2023 International Workshops - Voting, CoDecFin, DeFi, WTSC, Bol, Brač, Croatia, May 5, 2023, Revised Selected Papers, pp. 247-261, 2023, Springer, 978-3-031-48805-4. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Mahsa Bastankhah, Krishnendu Chatterjee, Mohammad Ali Maddah-Ali, Stefan Schmid 0001, Jakub Svoboda, Michelle Yeo |
R2: Boosting Liquidity in Payment Channel Networks with Online Admission Control. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FC (1) ![In: Financial Cryptography and Data Security - 27th International Conference, FC 2023, Bol, Brač, Croatia, May 1-5, 2023, Revised Selected Papers, Part I, pp. 309-325, 2023, Springer, 978-3-031-47753-9. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Makoto Takemiya |
ALT: Aggregate Liquidity Technology. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICBC ![In: IEEE International Conference on Blockchain and Cryptocurrency, ICBC 2023, Dubai, United Arab Emirates, May 1-5, 2023, pp. 1-6, 2023, IEEE, 979-8-3503-1019-1. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Adrian Jobst, Daniel Atzberger, Robert Henker, Jan Ole Vollmer, Willy Scheibel, Jürgen Döllner |
Examining Liquidity of Exchanges and Assets and the Impact of External Events in Centralized Crypto Markets: A 2022 Study. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICBC ![In: IEEE International Conference on Blockchain and Cryptocurrency, ICBC 2023, Dubai, United Arab Emirates, May 1-5, 2023, pp. 1-6, 2023, IEEE, 979-8-3503-1019-1. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Kristian Kostal, Muhammad Nasim Bahar, Richard Gazdík, Michal Ries |
Advancing Decentralized Finance: A Comprehensive Pool-Based Liquidity Protocol. ![Search on Bibsonomy](Pics/bibsonomy.png) |
BCCA ![In: Fifth International Conference on Blockchain Computing and Applications, BCCA 2023, Kuwait, Kuwait, October 24-26, 2023, pp. 158-165, 2023, IEEE, 979-8-3503-3923-9. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Alireza Arjmand, Majid Khabbazian |
Liquidity Management Attacks on Lending Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AFT ![In: 5th Conference on Advances in Financial Technologies, AFT 2023, October 23-25, 2023, Princeton, NJ, USA, pp. 27:1-27:21, 2023, Schloss Dagstuhl - Leibniz-Zentrum für Informatik, 978-3-95977-303-4. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Zhou Fan, Francisco J. Marmolejo Cossío, Daniel J. Moroz, Michael Neuder, Rithvik Rao, David C. Parkes |
Strategic Liquidity Provision in Uniswap V3. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AFT ![In: 5th Conference on Advances in Financial Technologies, AFT 2023, October 23-25, 2023, Princeton, NJ, USA, pp. 25:1-25:22, 2023, Schloss Dagstuhl - Leibniz-Zentrum für Informatik, 978-3-95977-303-4. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Shuyang Tang, Sherman S. M. Chow |
Towards Decentralized Adaptive Control of Cryptocurrency Liquidity via Auction. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICDCS ![In: 43rd IEEE International Conference on Distributed Computing Systems, ICDCS 2023, Hong Kong, July 18-21, 2023, pp. 910-919, 2023, IEEE, 979-8-3503-3986-4. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Ruihua Ruan |
Liquidity takers behavior representation through a contrastive learning approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIF ![In: 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023, pp. 601-609, 2023, ACM. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Lingxiao Zhao, Maria Polukarov, Carmine Ventre |
Liquidity and Solvency Risks in Financial Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIF ![In: 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023, pp. 210-218, 2023, ACM. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Xihan Xiong, Zhipeng Wang, William J. Knottenbelt, Michael Huth 0001 |
Demystifying Just-in-Time (JIT) Liquidity Attacks on Uniswap V3. ![Search on Bibsonomy](Pics/bibsonomy.png) |
BRAINS ![In: 5th Conference on Blockchain Research & Applications for Innovative Networks and Services, BRAINS 2023, Paris, France, October 11-13, 2023, pp. 1-8, 2023, IEEE, 979-8-3503-1782-4. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Neha Bansal, Sakshi Bansal, Pankaj Kumar Gupta |
Exploring Commonality in Liquidity and Volatility Risk Pricing in Indian Stock Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICoMS ![In: Proceedings of the 2023 6th International Conference on Mathematics and Statistics, ICoMS 2023, Leipzig, Germany, July 14-16, 2023, pp. 76-84, 2023, ACM. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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18 | Zhao Li, Kebin Ma |
Contagious Bank Runs and Committed Liquidity Support. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 68(12), pp. 9152-9174, December 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Buhui Qiu, Gary Gang Tian, Haijian Zeng |
How Does Deleveraging Affect Funding Market Liquidity? ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 68(6), pp. 4568-4601, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Hamid Hosseini Nesaz, Milad Jasemi |
Development of a new asset liability Management model with liquidity and inflation risks based on the Lower Partial Moment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 210, pp. 118427, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He |
A closed-form pricing formula for European options with market liquidity risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 189, pp. 116128, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Sonia Arsi, Khaled Guesmi, Elie Bouri |
Herding Behavior and Liquidity in the Cryptocurrency Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Asia Pac. J. Oper. Res. ![In: Asia Pac. J. Oper. Res. 39(4), pp. 2140021:1-2140021:21, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Seungki Min, Costis Maglaras, Ciamac C. Moallemi |
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 70(2), pp. 830-846, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Hamza Mourad, Said Fahim, Adriana Burlea-Schiopoiu, Mohamed Lahby, Abdelbaki Attioui |
Modeling and Mathematical Analysis of Liquidity Risk Contagion in the Banking System. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Math. ![In: J. Appl. Math. 2022, pp. 5382153:1-5382153:11, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Surbhi Gupta 0004, Anjali Naithani, Varsha Gautam |
The impact of the recession on the liquidity and activity ratios of top power transmission company: case of power grid corporation of India Ltd. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Syst. Assur. Eng. Manag. ![In: Int. J. Syst. Assur. Eng. Manag. 13(3), pp. 1523-1530, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Shota Nagumo, Shingo Ichiki, Takashi Shimada |
Analytical and simulational approaches to the relation between the stock market liquidity and the traders' utility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Artif. Life Robotics ![In: Artif. Life Robotics 27(4), pp. 691-697, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Xiaotong Sun |
Liquidity Risks in Lending Protocols (LPs): Evidence from Aave Protocol. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2206.11973, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Akhilesh Adam Khakhar, Xi Chen |
Delta Hedging Liquidity Positions on Automated Market Makers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2208.03318, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Chenrui Zhang, Xinyi Wu, Hailu Deng, Huiwei Zhang |
A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2205.05719, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Zhou Fan, Francisco J. Marmolejo Cossío, Ben Altschuler, He Sun, Xintong Wang, David C. Parkes |
Differential Liquidity Provision in Uniswap v3 and Implications for Contract Design. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2204.00464, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Massimo Bartoletti, Stefano Lande, Maurizio Murgia 0001, Roberto Zunino |
Verifying liquidity of recursive Bitcoin contracts. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Log. Methods Comput. Sci. ![In: Log. Methods Comput. Sci. 18(1), 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Mohammad Reza Mozaffari, S. Ostovan, Peter Fernandes Wanke, Yong Tan |
Evaluation of Multi-stage Fuzzy Networks in DEA and DEA-R Based on Liquidity Ratios with Undesirable Outputs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Fuzzy Syst. ![In: Int. J. Fuzzy Syst. 24(5), pp. 2411-2446, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Qing Zhu, Shuyu Bai, Jia Wang |
Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex. ![In: Complex. 2022, pp. 4710234:1-4710234:19, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Zijian Wu, Baochen Yang, Yunpeng Su |
Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex. ![In: Complex. 2022, pp. 6331366:1-6331366:15, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Sophie Cockcroft, Ka Ching Chan, Duy Thien An Nguyen, William Wong, Sylvia Gottschalk, Jason Lejcak, Jens Gulden |
Using Cognitive Work Analysis for Information System Design - a Dashboard for Visualising Liquidity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACIS ![In: Australasian Conference on Information Systems, ACIS 2022, Melbourne, Australia, 4-7 December 2022., pp. 80, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP BibTeX RDF |
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18 | Saleh Hashemseresht, Mohsen Pourpouneh |
Concentrated Liquidity Analysis in Uniswap V3. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DeFi@CCS ![In: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security, DeFi 2022, Los Angeles, CA, USA, 11 November 2022, pp. 63-70, 2022, ACM, 978-1-4503-9882-4. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Juan Carlos Quiroz-Flores, Yasmin Sanchez-Jimenez, Catherine Meza-La Rosa |
Commercial Management Model based on the DFSS and BPM Methodology to Increase Liquidity in SMEs in the Retail Commercial Sector. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIBE ![In: Proceedings of the 8th International Conference on Industrial and Business Engineering, ICIBE 2022, Macau, SAR, China, September 27-29, 2022, pp. 133-139, 2022, ACM, 978-1-4503-9758-2. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Siran Liu, Lan Wang |
A Research on liquidity risk management under the framework of COSO-ERM. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICMLC ![In: ICMLC 2022: 14th International Conference on Machine Learning and Computing, Guangzhou, China, February 18 - 21, 2022, pp. 272-277, 2022, ACM, 978-1-4503-9570-0. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Panos T, Oxzoro, Jesper T. Kristensen, Oxbrainjar |
The Composable Finance Mosaic Bridge and Liquidity Forecasting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ASSE ![In: ASSE 2022: 3rd Asia Service Sciences and Software Engineering Conference, Macao, February 24 - 26, 2022, pp. 115-125, 2022, ACM, 978-1-4503-8745-3. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Yinuo Zhao, Yuxin Kang, Kun Guo |
Chinese New Media Stocks Liquidity Risk And Spillover Effect. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ITQM ![In: Proceedings of the 9th International Conference on Information Technology and Quantitative Management, ITQM 2022, Global Green Digital Economy: Challenges and Development, December 9-11, 2022, Beijing, China, pp. 1007-1014, 2022, Elsevier. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer |
Risks and Returns of Uniswap V3 Liquidity Providers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AFT ![In: Proceedings of the 4th ACM Conference on Advances in Financial Technologies, AFT 2022, Cambridge, MA, USA, September 19-21, 2022, pp. 89-101, 2022, ACM, 978-1-4503-9861-9. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Gabriele Piccoli, Joaquin Rodriguez, Ida Asadi Someh, Barbara H. Wixom |
Data Liquidity: Conceptualization, Measurement and Determinants. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIS ![In: Proceedings of the 43rd International Conference on Information Systems, ICIS 2022, Digitization for the Next Generation, Copenhagen, Denmark, December 9-14, 2022, 2022, Association for Information Systems. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP BibTeX RDF |
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18 | Juwen Yang, Yongzhong Yang |
Research on the impact of securities liquidity on momentum investment strategy returns. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICEB ![In: International Conference on Electronic Business, ICEB 2022, Bangkok, Thailand, October 13-17, 2022., pp. 35, 2022, Association for Information Systems. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP BibTeX RDF |
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18 | Silvia Crafa, Cosimo Laneve |
Liquidity Analysis in Resource-Aware Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FACS ![In: Formal Aspects of Component Software - 18th International Conference, FACS 2022, Virtual Event, November 10-11, 2022, Proceedings, pp. 205-221, 2022, Springer, 978-3-031-20871-3. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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18 | Shahla Atapoor, Nigel P. Smart, Younes Talibi Alaoui |
Private Liquidity Matching Using MPC. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CT-RSA ![In: Topics in Cryptology - CT-RSA 2022 - Cryptographers' Track at the RSA Conference 2022, Virtual Event, March 1-2, 2022, Proceedings, pp. 96-119, 2022, Springer, 978-3-030-95311-9. The full citation details ...](Pics/full.jpeg) |
2022 |
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