Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Brendan F Tivnan"'
Autor:
Brian F Tivnan, David Rushing Dewhurst, Colin M Van Oort, John H Ring, Tyler J Gray, Brendan F Tivnan, Matthew T K Koehler, Matthew T McMahon, David M Slater, Jason G Veneman, Christopher M Danforth
Publikováno v:
PLoS ONE, Vol 15, Iss 1, p e0226968 (2020)
Using the most comprehensive source of commercially available data on the US National Market System, we analyze all quotes and trades associated with Dow 30 stocks in calendar year 2016 from the vantage point of a single and fixed frame of reference.
Externí odkaz:
https://doaj.org/article/3347d11a0f8b418b902e271c80c9430b
Autor:
Jason Veneman, Brendan F. Tivnan, Tyler J. Gray, David Slater, Christopher M. Danforth, Brian F. Tivnan, John H. Ring, David Rushing Dewhurst, Matthew T. McMahon, Colin M. Van Oort, Matthew T. K. Koehler
Publikováno v:
PLoS ONE, Vol 15, Iss 1, p e0226968 (2020)
PLoS ONE
PLoS ONE
Using the most comprehensive source of commercially available data on the US National Market System, we analyze all quotes and trades associated with Dow 30 stocks in 2016 from the vantage point of a single and fixed frame of reference. We find that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34830433c54b2017edfbbb04311288f7
Publikováno v:
2017 Winter Simulation Conference (WSC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::258ff263b34802b7b53f2b5aee1de7ab
https://doi.org/10.1109/wsc.2017.8247865
https://doi.org/10.1109/wsc.2017.8247865
Autor:
Matthew T. K. Koehler, David Slater, Tobin A. Bergen-Hill, James R. Thompson, Jason Veneman, Brian F. Tivnan, Matthew T. McMahon, Carl D. Burke, Brendan F. Tivnan, Shaun M. Brady
Publikováno v:
Journal of Risk and Financial Management, Vol 11, Iss 4, p 73 (2018)
Journal of Risk and Financial Management
Volume 11
Issue 4
Journal of Risk and Financial Management
Volume 11
Issue 4
Both the scientific community and the popular press have paid much attention to the speed of the Securities Information Processor&mdash
the data feed consolidating all trades and quotes across the US stock market. Rather than the speed of the Se
the data feed consolidating all trades and quotes across the US stock market. Rather than the speed of the Se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e366115b7d228c9cc46547903f6b2580
https://doi.org/10.3390/jrfm11040073
https://doi.org/10.3390/jrfm11040073
Autor:
Tivnan, Brian F.1,2,3,4 (AUTHOR) btivnan@mitre.org, Dewhurst, David Rushing2,4,5,6 (AUTHOR), Van Oort, Colin M.1,2,4,5,6 (AUTHOR), Ring IV, John H.1,2,4,5,6 (AUTHOR), Gray, Tyler J.2,3,4,5 (AUTHOR), Tivnan, Brendan F.4,7 (AUTHOR), Koehler, Matthew T. K.1,4 (AUTHOR), McMahon, Matthew T.1,4 (AUTHOR), Slater, David M.1 (AUTHOR), Veneman, Jason G.1,4 (AUTHOR), Danforth, Christopher M.2,3,4,5 (AUTHOR) btivnan@mitre.org
Publikováno v:
PLoS ONE. 1/22/2020, Vol. 15 Issue 1, p1-24. 24p.
Autor:
Hamori, Shigeyuki
Publikováno v:
Journal of Risk & Financial Management; Jan2020, Vol. 13 Issue 1, p1-3, 3p
Autor:
Tivnan, Brian F., Slater, David, Thompson, James R., Bergen-Hill, Tobin A., Burke, Carl D., Brady, Shaun M., Koehler, Matthew T. K., McMahon, Matthew T., Tivnan, Brendan F., Veneman, Jason G.
Publikováno v:
Journal of Risk & Financial Management; Dec2018, Vol. 11 Issue 4, p1-17, 17p