scholarly journals Market Impact: A Systematic Study of Limit Orders

2017 ◽  
Vol 03 (03n04) ◽  
pp. 1850008 ◽  
Author(s):  
Emilio Said ◽  
Ahmed Bel Hadj Ayed ◽  
Alexandre Husson ◽  
Frederic Abergel
Keyword(s):  
Life Cycle ◽  
Empirical Evidence ◽  
Power Law ◽  
Systematic Study ◽  
Market Impact ◽  
Fair Pricing ◽  
Limit Orders ◽  
Proprietary Database ◽  
Long Term Impact

This paper is devoted to the important yet little explored subject of the market impact of limit orders. Our analysis is based on a proprietary database of metaorders — large orders that are split into smaller pieces before being sent to the market. We first address the case of aggressive limit orders and then that of passive limit orders. In both cases, we provide empirical evidence of a power law behavior for the temporary market impact. The relaxation of the price following the end of the metaorder is also studied, and the long-term impact is shown to stabilize at a level of approximately two-thirds of the maximum impact. Finally, a fair pricing condition during the life cycle of the metaorders is empirically validated.

scholarly journals The role of Twitter in the life cycle of a scientific publication

2013 ◽  
Author(s):  
Emily S Darling ◽  
David Shiffman ◽  
Isabelle M. Côté ◽  
Joshua A Drew
Keyword(s):  
Social Media ◽  
Life Cycle ◽  
Social Impact ◽  
Scientific Publication ◽  
Decision Makers ◽  
New Ideas ◽  
Media Platform ◽  
Long Term Impact

Twitter is a micro-blogging social media platform for short messages that can have a long-term impact on how scientists create and publish ideas. We investigate the usefulness of twitter in the development and distribution of scientific knowledge. At the start of the 'life cycle' of a scientific publication, twitter provides a large virtual department of colleagues that can help to rapidly generate, share and refine new ideas. As ideas become manuscripts, twitter can be used as an informal arena for the pre-review of works in progress. Finally, tweeting published findings can communicate research to a broad audience of other researchers, decision makers, journalists and the general public that can amplify the scientific and social impact of publications. However, there are limitations, largely surrounding issues of intellectual property and ownership, inclusiveness and misrepresentations of science ‘sound bites’. Nevertheless, we believe twitter is a useful social media tool that can provide a valuable contribution to scientific publishing in the 21st century.

scholarly journals The role of Twitter in the life cycle of a scientific publication

2013 ◽  
Author(s):  
Emily S Darling ◽  
David Shiffman ◽  
Isabelle M. Côté ◽  
Joshua A Drew
Keyword(s):  
Social Media ◽  
Life Cycle ◽  
Social Impact ◽  
Scientific Publication ◽  
Decision Makers ◽  
New Ideas ◽  
Media Platform ◽  
Long Term Impact

Twitter is a micro-blogging social media platform for short messages that can have a long-term impact on how scientists create and publish ideas. We investigate the usefulness of twitter in the development and distribution of scientific knowledge. At the start of the 'life cycle' of a scientific publication, twitter provides a large virtual department of colleagues that can help to rapidly generate, share and refine new ideas. As ideas become manuscripts, twitter can be used as an informal arena for the pre-review of works in progress. Finally, tweeting published findings can communicate research to a broad audience of other researchers, decision makers, journalists and the general public that can amplify the scientific and social impact of publications. However, there are limitations, largely surrounding issues of intellectual property and ownership, inclusiveness and misrepresentations of science ‘sound bites’. Nevertheless, we believe twitter is a useful social media tool that can provide a valuable contribution to scientific publishing in the 21st century.

scholarly journals Market Impact: A Systematic Study of Limit Orders

2017 ◽  
Author(s):  
Emilio Said ◽  
Ahmed Bel Hadj Ayed ◽  
Alexandre Husson ◽  
Frederic Abergel
Keyword(s):  
Systematic Study ◽  
Market Impact ◽  
Limit Orders

Long-term impact of Bt cotton: An empirical evidence from North India

2021 ◽  
pp. 127575
Author(s):  
Rajinder Peshin ◽  
Baljeet S. Hansra ◽  
Kuldeep Singh ◽  
Rakesh Nanda ◽  
Rakesh Sharma ◽  
...  
Keyword(s):  
Empirical Evidence ◽  
North India ◽  
Bt Cotton ◽  
Long Term Impact

Crisis Phones - Suicide Prevention Versus Suggestion/Contagion Effects

Crisis ◽  
2015 ◽  
Vol 36 (3) ◽  
pp. 220-224 ◽  
Author(s):  
Steven Stack
Keyword(s):  
Suicide Prevention ◽  
Contagion Effects ◽  
Long Term Impact

Abstract. Background: There has been no systematic work on the short- or long-term impact of the installation of crisis phones on suicides from bridges. The present study addresses this issue. Method: Data refer to 219 suicides from 1954 through 2013 on the Skyway Bridge in St. Petersburg, Florida. Six crisis phones with signs were installed in July 1999. Results: In the first decade after installation, the phones were used by 27 suicidal persons and credited with preventing 26 or 2.6 suicides a year. However, the net suicide count increased from 48 in the 13 years before installation of phones to 106 the following 13 years or by 4.5 additional suicides/year (t =3.512, p < .001). Conclusion: Although the phones prevented some suicides, there was a net increase after installation. The findings are interpreted with reference to suggestion/contagion effects including the emergence of a controversial bridge suicide blog.

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