Relating Market Impact to Aggregate Order Flow: The Role of Supply and Demand in Explaining Concavity and Order Flow Dynamics

2009 ◽  
Author(s):  
Alejandro Mendoza ◽  
Henri Waelbroeck ◽  
Christopher R. Stephens
Keyword(s):  
Supply And Demand ◽  
Flow Dynamics ◽  
Order Flow ◽  
Market Impact

The role of the sinuses of valsalva in aortic root flow dynamics and aortic root surgery

2007 ◽  
Vol 55 (S 1) ◽  
Author(s):  
F Schoenhoff ◽  
C Loupatatzis ◽  
FS Eckstein ◽  
C Stoupis ◽  
FF Immer ◽  
...  
Keyword(s):  
Aortic Root ◽  
Flow Dynamics ◽  
Aortic Root Surgery

The Role of HFT's in Order Flow Toxicity and Stock Price Variance

2014 ◽  
Author(s):  
serhat Yildiz ◽  
Bonnie F. Van Ness ◽  
Robert A. Van Ness
Keyword(s):  
Stock Price ◽  
Order Flow

Algorithmic Trading and the Market for Liquidity

2013 ◽  
Vol 48 (4) ◽  
pp. 1001-1024 ◽  
Author(s):  
Terrence Hendershott ◽  
Ryan Riordan
Keyword(s):  
Supply And Demand ◽  
Market Liquidity ◽  
Algorithmic Trading ◽  
Limit Order ◽  
Market Order

AbstractWe examine the role of algorithmic traders (ATs) in liquidity supply and demand in the 30 Deutscher Aktien Index stocks on the Deutsche Boerse in Jan. 2008. ATs represent 52% of market order volume and 64% of nonmarketable limit order volume. ATs more actively monitor market liquidity than human traders. ATs consume liquidity when it is cheap (i.e., when the bid-ask quotes are narrow) and supply liquidity when it is expensive. When spreads are narrow ATs are less likely to submit new orders, less likely to cancel their orders, and more likely to initiate trades. ATs react more quickly to events and even more so when spreads are wide.

scholarly journals Analysis of Cutback Management Strategy in Financial Sustainability in the Public Sector in Indonesia

2021 ◽  
Vol 04 (09) ◽  
Author(s):  
Rafiqah Humaira ◽  
Keyword(s):  
Public Sector ◽  
Supply And Demand ◽  
Management Strategies ◽  
Financial Sustainability ◽  
Public Agencies ◽  
The Public ◽  
Study Approach ◽  
Cutback Management ◽  
Directorate General

There are many literature reviews that write about the causes and expected consequences of an environmental, social, and economic crisis. It should be remembered that the role of the public sector is critical to overcoming crises, to promoting sustainable development and to managing the balance between supply and demand for public services. This qualitative research takes a case study approach to public agencies under the Ministry of Finance, namely the Directorate General of Customs and Excise. This study aims to explain financial sustainability in public bodies during the COVID-19 pandemic, and explain cutback management strategies indicated through refocusing carried out by government agencies during the COVID-19 pandemic, as well as explain the relationship between cutback management and financial sustainability which is significantly directly related to the COVID-19 pandemic. The results of the analysis show that there are differences in the financial sustainability of Customs and Excise during the pandemic, namely in terms of state revenues, it certainly changes (decreases) in terms of tax revenues, import duties, and excise. Then identified indicators of cutback strategies at Customs and Excise, and there is a conceptual link between financial sustainability, the COVID-19 pandemic and cutback management strategies.

Indonesian aquaculture futures: An analysis of fish supply and demand in Indonesia to 2030 and role of aquaculture using the AsiaFish model

Marine Policy ◽  
2017 ◽  
Vol 79 ◽  
pp. 25-32 ◽  
Author(s):  
Nhuong Tran ◽  
U.-Primo Rodriguez ◽  
Chin Yee Chan ◽  
Michael John Phillips ◽  
Chadag Vishnumurthy Mohan ◽  
...  
Keyword(s):  
Supply And Demand

scholarly journals Market impact as anticipation of the order flow imbalance

2015 ◽  
Vol 15 (7) ◽  
pp. 1123-1135 ◽  
Author(s):  
Thibault Jaisson
Keyword(s):  
Order Flow ◽  
Market Impact ◽  
Flow Imbalance

Niezależność Narodowego Banku Polskiego a relacje z Parlamentem RP

2021 ◽  
Vol 4(165) ◽  
pp. 105-122
Author(s):  
Rafał Sura
Keyword(s):  
Central Bank ◽  
Financial Markets ◽  
World Economy ◽  
Supply And Demand ◽  
Protective Measures ◽  
Major Significance ◽  
The Common ◽  
The Republic ◽  
Polish Government

The position of the NBP at the time of the common market and progressive Europeanisation of the economy and all areas of community life was particularly important. Currently, in the time of the global crisis caused by the SARS-CoV-2 coronavirus, encompassing both the supply and demand side of the world economy, the role of the central bank is increasing. Without its involvement, there would be no effective protective measures, aimed at mitigating the decline in GDP growth in Poland and protecting jobs. The central bank, together with the Polish Government and Parliament, is of key importance for Poland’s economic development, while the independence of the NBP is of major significance for its credibility in financial markets. That is why it is so important to try to answer the questions what the independence of the NBP is and whether constitutional and statutory regulations of the relations between the Parliament of the Republic of Poland and the central bank do not breach this independence.

Ways of Applying Destination Management Concepts to the Development of Internal Tourism in Uzbekistan

2015 ◽  
pp. 172-190
Author(s):  
Bakhtiyor Navruz-Zoda ◽  
Nutfillo Ibragimov
Keyword(s):  
Supply And Demand ◽  
Tourism Industry ◽  
Location Selection ◽  
Tourism Management ◽  
Regional Management ◽  
Management Concepts ◽  
The One ◽  
Organic Combination

This chapter examines the role of the destination approach in the development of internal tourism in Uzbekistan. The trump-card of tourism in Uzbekistan is ancient cities like Tashkent, Samarkand, Shakhrisabz, Bukhara and Khiva. The chapter is focused on substantiation of destination model of tourism management, based on a junction of regional management and marketing theories. In order to reform the one-dimensional “package” system of tourism supply that operates in Uzbekistan to a multi-sided “integration” system it is recommended to run “creating destinations” policy in the tourism industry. That implies the creation process of integrated tourist destination based on organic combination of tourism supply and demand. The chapter describes seven stages of destination creating process: determination of purpose of visit in tourist location; selection of sights from destinations; clarification and analyzing destinations creating factors, explanation principles of creating destination; development criteria of creating destinations; creation of attractive destinations; arrangement of destination management system.

Sign in / Sign up

Export Citation Format

Share Document