Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Emilio Said"'
Autor:
Ioannis Giagkiozis, Emilio Said
Publikováno v:
Ledger, Vol 9 (2024)
Perpetual swaps are derivative contracts that allow traders to speculate on, or hedge, the price movements of cryptocurrencies. Unlike futures contracts, perpetual swaps have no settlement or expiration in the traditional sense. The funding rate acts
Externí odkaz:
https://doaj.org/article/6a6e77bf38984539a59ba52df3ca7af2
Autor:
Emilio Said
Publikováno v:
Pricing of Securities [q-fin.PR]. Université Paris-Saclay, 2020. English. ⟨NNT : 2020UPASC030⟩
HAL
HAL
The main objective of this thesis is to understand the various aspects of market impact. It consists of four chapters in which the market impact is studied in different contexts and at different scales. The first chapter presents an empirical study o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5ad2ca743037dd7bf4b89399c99d0338
https://tel.archives-ouvertes.fr/tel-02892083
https://tel.archives-ouvertes.fr/tel-02892083
Autor:
Emilio Said
We present a perturbation theory of the market impact based on an extension of the framework proposed by [Loeper, 2018] -- originally based on [Liu and Yong, 2005] -- in which we consider only local linear market impact. We study the execution proces
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::708eef6a273e26ddea0aeb350bc7bb18
http://arxiv.org/abs/1910.05056
http://arxiv.org/abs/1910.05056
This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary database of metaorders-large orders that are split into smaller pieces bef
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a74add50900b09b1f0101bdf95ee2b7d
https://hal.archives-ouvertes.fr/hal-02014248
https://hal.archives-ouvertes.fr/hal-02014248
Publikováno v:
SSRN Electronic Journal.
This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary database of metaorders-large orders that are split into smaller pieces bef
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75c77fc1996fb966e61c2b071745896c
https://doi.org/10.2139/ssrn.3332382
https://doi.org/10.2139/ssrn.3332382
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e7cbeae9787cf619a5777463ee115d5
http://arxiv.org/abs/1802.08502
http://arxiv.org/abs/1802.08502
Publikováno v:
SSRN Electronic Journal.
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.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e14629873b3087c58441de2d2f9071f0
https://doi.org/10.2139/ssrn.3000949
https://doi.org/10.2139/ssrn.3000949
Autor:
Claude M. Steiner, Susanna Ligabue, Leonard P. Campos, Vann Joines, Emilio Said, Denton L. Roberts, Gloria Noriega, Pearl Drego
Publikováno v:
Transactional Analysis Journal. 33:182-191
This set of transactional analysis core concepts was developed in 1999 by the members of the task force on transactional analysis core concepts, which later became an ITAA development committee tas...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2fcbaa3197f2e21454ca29bc6f9585c4
https://doi.org/10.1177/036215370303300210
https://doi.org/10.1177/036215370303300210
Publikováno v:
Transactional Analysis Journal. 11:330-332
Utilized to assist client to identify area of basic problem. Client assigns positive or negative feelings to each of eight areas, e.g., family, cultural, physical. A series of successive forced choices enables the client to select one area as being m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b2c450b42fcb0554878c3ae230e21d26
https://doi.org/10.1177/036215378101100416
https://doi.org/10.1177/036215378101100416
Autor:
Gloria Noriega, Emilio Said
Publikováno v:
Transactional Analysis Journal. 13:241-242
Scripts of men and women of the Mexican culture are described, including work roles, relationship to parents, common rackets, attitudes toward the future, religion, Miniscript Drivers, and approach...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3af77d087978ae180e72f952c740eefe
https://doi.org/10.1177/036215378301300409
https://doi.org/10.1177/036215378301300409