Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Shiyun Song"'
Autor:
Zhaoyong Zeng, Shiyun Song, Jian Ma, Deyi Hu, Yinggang Xu, Yao Hou, Chengjun He, Xiaoyan Tang, Ting Lan, Jian Zeng, Xuesong Gao, Guangdeng Chen
Publikováno v:
International Journal of Molecular Sciences; Volume 24; Issue 10; Pages: 8736
Nitrogen (N) stress seriously constrains barley (Hordeum vulgare L.) production globally by influencing its growth and development. In this study, we used a recombinant inbred line (RIL) population of 121 crosses between the variety Baudin and the wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fa4a21d5b638f757f8787a4615dcf796
https://doi.org/10.3390/ijms24108736
https://doi.org/10.3390/ijms24108736
Publikováno v:
Journal of Financial Economics. 138:700-724
Do stock prices of publicly listed companies respond to changes in transaction costs? Using the SEC’s pilot program that increased the tick size for approximately 1,200 randomly chosen stocks, we find a stock price decrease between 1.75% and 3.2% f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1fcbec75ba70dec71843cf96e6da90b5
https://doi.org/10.1016/j.jfineco.2020.07.002
https://doi.org/10.1016/j.jfineco.2020.07.002
Autor:
Shiyun Song, Miles Huffman
Publikováno v:
The Journal of Index Investing. 11:6-20
Most indexes are reconstituted periodically, typically quarterly or yearly, which induces high trading volume and significant trading costs for index funds. Here the authors propose a novel index reconstitution methodology that significantly reduces
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3672a3a46968a5f70f3c9f3b6bc1dc6c
https://doi.org/10.3905/jii.2020.11.2.006
https://doi.org/10.3905/jii.2020.11.2.006
Autor:
Olga Klein, Shiyun Song
This paper examines the effects of Chi-X, a pan-European multilateral trading facility, on intraday liquidity co-movements within European equity markets. Chi-X enables simultaneous trading of all European equities on a single trading platform. Furth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a7d865f305b1288d3b6e6b5f35437e96
http://wrap.warwick.ac.uk/152109/1/WRAP-Commonality-intraday-liquidity-multilateral-trading-facilites-Chi-X-Europe-2021.pdf
http://wrap.warwick.ac.uk/152109/1/WRAP-Commonality-intraday-liquidity-multilateral-trading-facilites-Chi-X-Europe-2021.pdf
Publikováno v:
IET Control Theory & Applications. 12:1822-1829
In this study the authors are concerned with the effect of noise on the solutions of a class of non-linear delay systems. The systems under investigation are non-linear without linear growth condition requirement, which makes the analysis difficult t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::43a5c0f434d3d2ab4b48ea4d2a900ac2
https://doi.org/10.1049/iet-cta.2017.0963
https://doi.org/10.1049/iet-cta.2017.0963
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2425275197e39cc5bc7b73c7c335425
https://doi.org/10.2139/ssrn.3230119
https://doi.org/10.2139/ssrn.3230119
Autor:
Quanxin Zhu, Shiyun Song
Publikováno v:
Journal of Mathematical Analysis and Applications. 431:648-661
Recently, Liu and Shen (2012) have discussed the problem of suppression explosive solutions by noise for nonlinear deterministic differential system with coefficients satisfying a general one-sided polynomial growth condition. Liu and Shen introduced
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fcc3b2a63d396c354a929da2f203bc9
https://doi.org/10.1016/j.jmaa.2015.05.066
https://doi.org/10.1016/j.jmaa.2015.05.066
Autor:
Shiyun Song, Chen Yao
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9aedab65920499a62367fcc6e412f88
https://doi.org/10.2139/ssrn.3024121
https://doi.org/10.2139/ssrn.3024121
Publikováno v:
SSRN Electronic Journal.
This paper addresses the question of whether transaction costs affect stock prices. This question, in the intersection of market microstructure and asset pricing, has no supportive causal evidence to this date, which may explain the omission of trans
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d376294f1010bf71cb44e1a6e37c372
https://doi.org/10.2139/ssrn.3081125
https://doi.org/10.2139/ssrn.3081125
Autor:
Olga Klein, Shiyun Song
Publikováno v:
SSRN Electronic Journal.
This paper examines the effects of multimarket high-frequency trading (HFT) activity on liquidity co-movements across different markets. Multimarket trading by HFTs connects individual markets in a single network, which should induce stronger network
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa7412f8307b4532ee8db2c1641b6b8e
https://doi.org/10.2139/ssrn.2984887
https://doi.org/10.2139/ssrn.2984887