Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchainshttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2406.00113Digital Resources/Online E-Resources |
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2 |
Material Type: Article
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A Novel Approach to Queue-Reactive Models: The Importance of Order Sizeshttp://creativecommons.org/publicdomain/zero/1.0 ;DOI: 10.48550/arxiv.2405.18594Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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Multiblock MEV opportunities & protections in dynamic AMMsarXiv.org, 2024-042024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2404.15489Full text available |
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4 |
Material Type: Article
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Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory TradersarXiv.org, 2024-032024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2403.08202Full text available |
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5 |
Material Type: Article
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Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoinhttp://creativecommons.org/licenses/by-nc-nd/4.0 ;DOI: 10.48550/arxiv.2401.04702Digital Resources/Online E-Resources |
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6 |
Material Type: Article
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Optimal Order Execution subject to Reservation Strategies under Execution Riskhttp://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.03305Digital Resources/Online E-Resources |
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7 |
Material Type: Article
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Is Kyle's equilibrium model stable?arXiv.org, 2023-072023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2307.09392Full text available |
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8 |
Material Type: Article
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Adaptive Optimal Market Making Strategies with Inventory Liquidation CosarXiv.org, 2024-052024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.11444Full text available |
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9 |
Material Type: Article
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Quantifying Price Improvement in Order Flow AuctionsarXiv.org, 2024-052024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.00537Full text available |
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10 |
Material Type: Article
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ESG driven pairs algorithm for sustainable trading: Analysis from the Indian marketarXiv.org, 2024-012024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.14761Full text available |
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11 |
Material Type: Article
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Mixing Constant Sum and Constant Product Market MakersarXiv.org, 2022-042022. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2203.12123Full text available |
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12 |
Material Type: Article
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A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oraclesarXiv.org, 2023-082023. This work is published under http://creativecommons.org/licenses/by-nc-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2308.16256Full text available |
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13 |
Material Type: Article
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Investigating Short-Term Dynamics in Green Bond MarketsarXiv.org, 2023-082023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2308.12179Full text available |
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14 |
Material Type: Article
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Optimal execution and speculation with trade signalsarXiv.org, 2023-072023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.00621Full text available |
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15 |
Material Type: Article
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Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading BehaviorarXiv.org, 2023-072023. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-nd/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2307.11012Full text available |
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16 |
Material Type: Article
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Market Making of Options via Reinforcement LearningarXiv.org, 2023-072023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2307.01814Full text available |
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17 |
Material Type: Article
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Investing in crypto: speculative bubbles and cyclic stochastic price pumpshttp://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2111.11315Digital Resources/Online E-Resources |
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18 |
Material Type: Article
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The self-exciting nature of the bid-ask spread dynamicsarXiv.org, 2023-062023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2303.02038Full text available |
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19 |
Material Type: Article
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The Role of Twitter in Cryptocurrency Pump-and-DumpsarXiv.org, 2023-062023. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-nd/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.02148Full text available |
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20 |
Material Type: Article
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The Cost of Misspecifying Price ImpactarXiv.org, 2023-062023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.00599Full text available |