Search results for "liquidity"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
18	Andreas Storkenmaier, Ryan Riordan, Christof Weinhardt, Rudi Studer	The Impact of Economic News on Information and Liquidity in Electronic Futures Trading.	Information Management and Market Engineering Vol. II	2011	DBLP BibTeX RDF
18	Abraham Othman, Tuomas Sandholm	Liquidity-Sensitive Automated Market Makers via Homogeneous Risk Measures.	WINE	2011	DBLP DOI BibTeX RDF
18	Pranav Dandekar, Ashish Goel, Ramesh Govindan, Ian Post	Liquidity in credit networks: a little trust goes a long way.	EC	2011	DBLP DOI BibTeX RDF
18	Hong Liu, Xiao Zhao	Research on Index Portfolio Optimized Replication Model Based on Liquidity Penalty Factor.	ICDMA	2011	DBLP DOI BibTeX RDF
18	Sanjiv R. Das, Paul Hanouna	Run lengths and liquidity.	Ann. Oper. Res.	2010	DBLP DOI BibTeX RDF
18	Pranav Dandekar, Ashish Goel, Ramesh Govindan, Ian Post	Liquidity in Credit Networks: A Little Trust Goes a Long Way	CoRR	2010	DBLP BibTeX RDF
18	Kristoffer J. Glover, Peter W. Duck, David P. Newton	On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes.	SIAM J. Appl. Math.	2010	DBLP DOI BibTeX RDF
18	Peter Diesinger, Holger Kraft, Frank Thomas Seifried	Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?	Finance Stochastics	2010	DBLP DOI BibTeX RDF
18	Umut Çetin, H. Mete Soner, Nizar Touzi	Option hedging for small investors under liquidity costs.	Finance Stochastics	2010	DBLP DOI BibTeX RDF
18	Sven S. Groth	Enhancing Automated Trading Engines To Cope With News-Related Liquidity Shocks.	ECIS	2010	DBLP BibTeX RDF
18	Javier de Andrés, Manuel Landajo, Pedro Lorca, José Emilio Labra Gayo, Patricia Ordóñez de Pablos	Assessing the Liquidity of Firms: Robust Neural Network Regression as an Alternative to the Current Ratio.	WSKS (1)	2010	DBLP DOI BibTeX RDF
18	Ben Niu 0002, Han Xiao 0004, Lijing Tan, Yan Fan, Junjun Rao	Liquidity Risk Portfolio Optimization Using Swarm Intelligence.	ICIC (3)	2010	DBLP DOI BibTeX RDF
18	Pranav Dandekar, Ashish Goel, Ramesh Govindan, Ian Post	Liquidity in Credit Networks: A Little Trust Goes a Long Way.	NetEcon	2010	DBLP DOI BibTeX RDF
18	Luo Dengyue	Liquidity Risk and Asset Pricing: The Multivariate GARCH-in-Mean Application.	ICEE	2010	DBLP DOI BibTeX RDF
18	Ya-Nan Wang 0001, Qizong Wu, Feng Liu	An composite approach to measure stock liquidity in Chinese stock market.	ICMLC	2010	DBLP DOI BibTeX RDF
18	Robert J. Kauffman, Trent J. Spaulding, Charles A. Wood	Are online auction markets efficient? An empirical study of market liquidity and abnormal returns.	Decis. Support Syst.	2009	DBLP DOI BibTeX RDF
18	Marcel Risch, Ivona Brandic, Jörn Altmann	Using SLA Mapping to Increase Market Liquidity.	ICSOC/ServiceWave Workshops	2009	DBLP DOI BibTeX RDF
18	Michael Chlistalla, Marco Lutat	The Impact of new Execution Venues on European Equity Markets' Liquidity - The Case of Chi-X.	AMCIS	2009	DBLP BibTeX RDF
18	Marco Lutat, Michael Chlistalla	Liquidity in times of Competition - Evidence from the European Stock Market.	PACIS	2009	DBLP BibTeX RDF
18	Yong Fang, Ruiwen Xue, Shouyang Wang	A Portfolio Optimization Model with Fuzzy Liquidity Constrains.	CSO (1)	2009	DBLP DOI BibTeX RDF
18	Xiaofeng Zhang, Xiaohua Zhong	Empirical Analysis of Chinese Open-Ended Fund's Liquidity Risk.	BIFE	2009	DBLP DOI BibTeX RDF
18	Qizhi He	Empirical Research on the Relationship between the Liquidity Level and the Trading Volume of Rubber Futures.	JCAI	2009	DBLP DOI BibTeX RDF	broad money supply, trading volume, rubber futures, cointegration test, error correction model
18	Pierre-Olivier Weill	Liquidity premia in dynamic bargaining markets.	J. Econ. Theory	2008	DBLP DOI BibTeX RDF
18	Adlar Jeewook Kim	An order flow model and a liquidity measure of financial markets.		2008	RDF
18	Dimitri Vayanos, Tan Wang	Search and endogenous concentration of liquidity in asset markets.	J. Econ. Theory	2007	DBLP DOI BibTeX RDF
18	Ryan Gill, Kiseop Lee, Seongjoo Song	Computation of estimates in segmented regression and a liquidity effect model.	Comput. Stat. Data Anal.	2007	DBLP DOI BibTeX RDF
18	Shuenn-Ren Cheng	A study on the factors affecting stock liquidity.	Int. J. Serv. Stand.	2007	DBLP DOI BibTeX RDF
18	Huei-Jin Wu, Ming-Hsien Yang, Ji-Tsung Ben Wu, Cheng-Lun Tsai	An empirical study on liquidity-based measures for e-marketplace.	Int. J. Serv. Stand.	2007	DBLP DOI BibTeX RDF
18	Vathana Ly Vath, Mohamed Mnif, Huyên Pham	A model of optimal portfolio selection under liquidity risk and price impact.	Finance Stochastics	2007	DBLP DOI BibTeX RDF
18	Naiwei Chen, Yakuang Liu	Application of Artificial Neural Network to Corporate Liquidity Determination.	IIH-MSP	2007	DBLP DOI BibTeX RDF
18	Chuen-Ping Chang, Jyh-Horng Lin	Bank as a liquidity provider and interest rate discovery: An option-based optimization.	Expert Syst. Appl.	2006	DBLP DOI BibTeX RDF
18	Peter Gomber, Miroslav Budimir, Uwe Schweickert	Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market.	Electron. Mark.	2006	DBLP DOI BibTeX RDF
18	Dorra Mezzez Hmaied, Adel Grar, Olfa Benouda Sioud	Dynamics of Market Liquidity of Tunisian Stocks: An Analysis of Market Resiliency.	Electron. Mark.	2006	DBLP DOI BibTeX RDF
18	Tom Duffy, Manos Hatzakis, Wenyue Hsu, Russ Labe, Bonnie Liao, Xiangdong (Sheldon) Luo, Je Oh, Adeesh Setya, Lihua Yang	Merrill Lynch Improves Liquidity Risk Management for Revolving Credit Lines.	Interfaces	2005	DBLP DOI BibTeX RDF
18	Masamitsu Onishi, Muneta Yokomatsu, Kiyoshi Kobayashi	Liquidity risks and demands for earthquake insurances.	SMC	2005	DBLP DOI BibTeX RDF
18	Umut Çetin, Robert A. Jarrow, Philip Protter	Liquidity risk and arbitrage pricing theory.	Finance Stochastics	2004	DBLP DOI BibTeX RDF
18	Huberto M. Ennis, Todd Keister	Economic growth, liquidity, and bank runs.	J. Econ. Theory	2003	DBLP DOI BibTeX RDF
18	Morten L. Bech, Rod Garratt	The intraday liquidity management game.	J. Econ. Theory	2003	DBLP DOI BibTeX RDF
18	William J. Breen, Laurie Simon Hodrick, Robert A. Korajczyk	Predicting Equity Liquidity.	Manag. Sci.	2002	DBLP DOI BibTeX RDF
18	Joachim Grammig, Reinhard Hujer, Stefan Kokot	Tackling Boundary Effects in Nonparametric Estimation of Intra-Day Liquidity Measures.	Comput. Stat.	2002	DBLP DOI BibTeX RDF
18	Gaetano Antinolfi, Elisabeth Huybens, Todd Keister	Monetary Stability and Liquidity Crises: The Role of the Lender of Last Resort.	J. Econ. Theory	2001	DBLP DOI BibTeX RDF
18	Sanjeev Dewan, Haim Mendelson	Information Technology and Trader Competition in Financial Markets: Endogenous Liquidity.	Manag. Sci.	2001	DBLP DOI BibTeX RDF
18	Vasant Dhar, Arun Sundararajan	Maximizing Information Liquidity in Electronic Commerce.	ECIS	2000	DBLP BibTeX RDF
18	Aleksander Berentsen	Digital Money, Liquidity, and Monetary Policy.	First Monday	1997	DBLP DOI BibTeX RDF
18	Francesco Gardin, Richard Power, Enrico Martinelli	Liquidity management with fuzzy qualitative constraints.	Decis. Support Syst.	1995	DBLP DOI BibTeX RDF
18	Abraham Othman, Tuomas Sandholm	Automated market-making in the large: the gates hillman prediction market.	EC	2010	DBLP DOI BibTeX RDF	automated market making, data analysis, experimental studies, prediction markets, elicitation
18	Diana Barro, Elio Canestrelli	Tracking error: a multistage portfolio model.	Ann. Oper. Res.	2009	DBLP DOI BibTeX RDF	Tracking error, Dynamic portfolio, Stochastic programming
18	Donna N. Dillenberger, Alan J. King, Francis N. Parr	Requirements for systemic risk management in the financial sector: invited talk.	SC-WHPCF	2009	DBLP DOI BibTeX RDF	mortgage-backed securities, systemic risk, banking
18	Xiaoguang Zhang	Model Driven Data Service Development.	ICNSC	2008	DBLP DOI BibTeX RDF
18	Stijn Claessens, Jerome Kreuser	Strategic foreign reserves risk management: Analytical framework.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Reserves management, Asset/liability, Dynamic stochastic optimization, ALM
18	Ralph E. Steuer, Yue Qi, Markus Hirschberger	Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Multiple criteria portfolio selection, Multi-attribute portfolio selection, Stochastic objectives, Suitable-portfolio investors, Market portfolio, Nondominated surfaces, Nondominated frontier sensitivity
18	Christopher Thorpe, David C. Parkes	Cryptographic Securities Exchanges.	Financial Cryptography	2007	DBLP DOI BibTeX RDF	securities exchanges, Cryptography, market microstructure
18	Diana Heckl, Jürgen Moormann	Matching Customer Processes with Business Processes of Banks: The Example of Small and Medium-Sized Enterprises as Bank Customers.	BPM	2007	DBLP DOI BibTeX RDF	customer centricity, customer orientation, customer process, business process modeling, Banking industry
18	Hajime Mizuyama, Eisuke Kamada	A Prediction Market System for Aggregating Dispersed Tacit Knowledge into a Continuous Forecasted Demand Distribution.	APMS	2007	DBLP DOI BibTeX RDF	prediction market system, market maker, tacit knowledge, prediction markets, Demand forecasting
18	Cunli Liang, Yiu-ming Cheung, Yuping Wang 0003	A Bi-Objective Model for Shelf Space Allocation Using a Hybrid Genetic Algorithm.	IJCNN	2007	DBLP DOI BibTeX RDF
18	Hugh Outhred	Managing Availability, Quality and Security in a Restructured Electricity Industry with Reference to the Australian National Electricity Market.	HICSS	2006	DBLP DOI BibTeX RDF
18	Jijian Li, Liwei Li	On the critical success factors for B2B e-marketplace.	ICEC	2005	DBLP DOI BibTeX RDF	e-commerce, critical success factors, e-marketplace
18	Hong Tuan Kiet Vo, Remigiusz Wojciechowski	Straight through Processing for Corporate Foreign Exchange Trading Lessons Learned from a Web Service Based Implementation.	EEE	2005	DBLP DOI BibTeX RDF
18	Michael S. Piwowar, Troy J. Strader, Richard B. Carter	Traditional and Online IPO Processes: Are there Differences in after-Market Trading and Market Making?	Electron. Commer. Res.	2004	DBLP DOI BibTeX RDF	investment banking, initial public offering, Internet, electronic commerce, institutional theory
18	David M. Pennock	A dynamic pari-mutuel market for hedging, wagering, and information aggregation.	EC	2004	DBLP DOI BibTeX RDF	automated market maker, betting, combinatorial betting, compound securities markets, dynamic pari-mutuel market, risk allocation, wagering, speculating, trading, information aggregation, hedging, gambling, continuous double auction
18	Mauro Gallegati, Gianfranco Giulioni, Nozomi Kichiji	Complex Dynamics and Financial Fragility in an Agent Based Model.	ICCSA (1)	2003	DBLP DOI BibTeX RDF
18	Eric K. Clemons, Rajiv M. Dewan, Robert J. Kauffman, Yu-Ming Wang	Economics and E-Commerce - Minitrack Introduction.	HICSS	2001	DBLP DOI BibTeX RDF
18	Jason Wu, Suvrajeet Sen	A Stochastic Programming Model for Currency Option Hedging.	Ann. Oper. Res.	2000	DBLP DOI BibTeX RDF	currency options, stochastic programming, hedging
18	Stefan Strecker, Christof Weinhardt	Electronic OTC Trading in the German Wholesale Electricity Market.	EC-Web	2000	DBLP DOI BibTeX RDF
18	Bruce W. Weber	Screen-based Trading in Futures Markets: Recent Developments and Research Propositions.	HICSS	1999	DBLP DOI BibTeX RDF