Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Philippe Debie"'
Publikováno v:
PLoS ONE, Vol 17, Iss 12, p e0278120 (2022)
Detailed and accurate labor statistics are fundamental to support social policies that aim to improve the match between labor supply and demand, and support the creation of jobs. Despite overwhelming evidence that labor activities are distributed une
Externí odkaz:
https://doaj.org/article/96b19fd46c59495e9b42285a09c2058c
Publikováno v:
Journal of Commodity Markets, 30:100314. Elsevier BV
Journal of Commodity Markets 30 (2023)
Journal of Commodity Markets, 30
Journal of Commodity Markets 30 (2023)
Journal of Commodity Markets, 30
We develop a theoretical framework and propose a relevant empirical analysis of the soybean-complex prices’ cointegration relationships in a high-frequency setting. We allow for heterogeneous expectations among traders on the multi-asset price dyna
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b6c9a7b3759657219c58336f316898a8
https://cris.maastrichtuniversity.nl/en/publications/fbef7115-dc56-47a5-a7b4-bc22105ca735
https://cris.maastrichtuniversity.nl/en/publications/fbef7115-dc56-47a5-a7b4-bc22105ca735
Autor:
Philippe Debie, Cornelis Gardebroek, Stephan Hageboeck, Paul van Leeuwen, Lorenzo Moneta, Axel Naumann, Joost M. E. Pennings, Andres A. Trujillo‐Barrera, Marjolein E. Verhulst
Publikováno v:
European financial management 29 (2023) 1
European financial management, 29(1), 288-326
European Financial Management, 29(1), 288-326. Wiley-Blackwell
European financial management, 29(1), 288-326
European Financial Management, 29(1), 288-326. Wiley-Blackwell
On 29 September 2020, JPMorgan was ordered to pay a settlement of $920.2 million for spoofing the metals and Treasury futures markets from 2008 to 2016. We examine these cases using a visualization method developed in particle physics (CERN) and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::665041dc158e415e515f167f64060794
https://research.wur.nl/en/publications/unravelling-the-jpmorgan-spoofing-case-using-particle-physics-vis
https://research.wur.nl/en/publications/unravelling-the-jpmorgan-spoofing-case-using-particle-physics-vis
Publikováno v:
PLoS ONE, 17(12 December)
PLoS ONE 17 (2022) 12 December
PLoS ONE 17 (2022) 12 December
Detailed and accurate labor market statistics are fundamental to support social policies that aim to improve the match between labor supply and demand, and support the creation of jobs. Despite overwhelming evidence that labor activities are distribu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58709451a3840da92f67ce75865e7d32
https://doi.org/10.1371/journal.pone.0278120
https://doi.org/10.1371/journal.pone.0278120
Autor:
Joost M.E. Pennings, Marjolein E. Verhulst, Lorenzo Moneta, Paul van Leeuwen, Cornelis Gardebroek, Axel Naumann, Stephan Hageboeck, Philippe Debie, Andres Trujillo-Barrera
Publikováno v:
Journal of Futures Markets, 41(11), 1715-1734
Journal of Futures Markets, 41(11), 1715-1734. John Wiley & Sons Inc.
Journal of Futures Markets 41 (2021) 11
Journal of Futures Markets, 41(11), 1715-1734. John Wiley & Sons Inc.
Journal of Futures Markets 41 (2021) 11
We introduce a methodology to visualize the limit order book (LOB) using a particle physics lens. Open-source data-analysis tool ROOT, developed by CERN, is used to reconstruct and visualize futures markets. Message-based data is used, rather than sn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8de615d45c4ec20f5732258cf1206a00