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You searched for subject:(market limit orders). Showing records 1 – 4 of 4 total matches.

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Penn State University

1. Liao, Mouhua. Models of Strategic and Pairwise Trade.

Degree: PhD, Economics, 2012, Penn State University

 This dissertation consists of three chapters. In Chapter 1, a new type of market game is formulated: the strategy space generalizes the usual Cournot quantities… (more)

Subjects/Keywords: Market game; Limit orders; Nash equilibrium; Walras equilibrium; OTC market; Periodic market; Random search; Middlemen

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APA (6th Edition):

Liao, M. (2012). Models of Strategic and Pairwise Trade. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/15119

Chicago Manual of Style (16th Edition):

Liao, Mouhua. “Models of Strategic and Pairwise Trade.” 2012. Doctoral Dissertation, Penn State University. Accessed November 18, 2019. https://etda.libraries.psu.edu/catalog/15119.

MLA Handbook (7th Edition):

Liao, Mouhua. “Models of Strategic and Pairwise Trade.” 2012. Web. 18 Nov 2019.

Vancouver:

Liao M. Models of Strategic and Pairwise Trade. [Internet] [Doctoral dissertation]. Penn State University; 2012. [cited 2019 Nov 18]. Available from: https://etda.libraries.psu.edu/catalog/15119.

Council of Science Editors:

Liao M. Models of Strategic and Pairwise Trade. [Doctoral Dissertation]. Penn State University; 2012. Available from: https://etda.libraries.psu.edu/catalog/15119


University of St. Andrews

2. Faciane, Kirby. Empirical market microstructure of the FTSEurofirst index futures .

Degree: 2010, University of St. Andrews

 This thesis is among the first market microstructure studies of an index futures market with designated market makers in the academic literature. The purpose of… (more)

Subjects/Keywords: Market microstructure; Index futures; Market making; Designated market makers; Euronext.liffe; FTSEurofirst Index; Intraday analysis; Bid-ask spread components; Limit orders; Market orders

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APA (6th Edition):

Faciane, K. (2010). Empirical market microstructure of the FTSEurofirst index futures . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/1975

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Faciane, Kirby. “Empirical market microstructure of the FTSEurofirst index futures .” 2010. Thesis, University of St. Andrews. Accessed November 18, 2019. http://hdl.handle.net/10023/1975.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Faciane, Kirby. “Empirical market microstructure of the FTSEurofirst index futures .” 2010. Web. 18 Nov 2019.

Vancouver:

Faciane K. Empirical market microstructure of the FTSEurofirst index futures . [Internet] [Thesis]. University of St. Andrews; 2010. [cited 2019 Nov 18]. Available from: http://hdl.handle.net/10023/1975.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Faciane K. Empirical market microstructure of the FTSEurofirst index futures . [Thesis]. University of St. Andrews; 2010. Available from: http://hdl.handle.net/10023/1975

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

3. Goldberg, Todd. Portfolio Backtesting DSS.

Degree: 2012, University of Florida

 Investing in today's financial markets requires a smarter and more hands on approach than was required decades ago. Information technology has allowed for even small… (more)

Subjects/Keywords: Algorithms; Arithmetic mean; Financial portfolios; Investment risks; Investors; Limit orders; Market prices; Prices; Securities markets; Security prices; Decision support systems; Investments; Money – Management; Portfolio management

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Goldberg, T. (2012). Portfolio Backtesting DSS. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00061049

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Goldberg, Todd. “Portfolio Backtesting DSS.” 2012. Thesis, University of Florida. Accessed November 18, 2019. http://ufdc.ufl.edu/AA00061049.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Goldberg, Todd. “Portfolio Backtesting DSS.” 2012. Web. 18 Nov 2019.

Vancouver:

Goldberg T. Portfolio Backtesting DSS. [Internet] [Thesis]. University of Florida; 2012. [cited 2019 Nov 18]. Available from: http://ufdc.ufl.edu/AA00061049.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Goldberg T. Portfolio Backtesting DSS. [Thesis]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/AA00061049

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Zheng, Zhi. Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders.

Degree: PhD, 0439, 2013, University of Illinois – Urbana-Champaign

 In this thesis we study the effect of stochastic perturbations on moving boundary value PDE's with Stefan boundary conditions, or Stefan problems, and show the… (more)

Subjects/Keywords: stochastic partial differential equations (PDEs); moving boundaries; market limit orders; parameter estimation; Maximum-Likelihood Estimator (MLE); Mean-Square Errors (MSE); Akaike information criterion (AIC); investment optimization; dynamic optimization

…model the evolution of market limit orders in completely continuous settings using such… …the modeling of the dynamics of limit orders. 1.3 Modeling of Market Limit Orders As an… …application of the mathematical results, in Chapter 5 we model the evolution of market limit orders… …been researches on the modeling of market limit orders and their execution such as [8… …model the evolution of limit orders in a particular market by Stefan equations according to… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zheng, Z. (2013). Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/42335

Chicago Manual of Style (16th Edition):

Zheng, Zhi. “Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders.” 2013. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed November 18, 2019. http://hdl.handle.net/2142/42335.

MLA Handbook (7th Edition):

Zheng, Zhi. “Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders.” 2013. Web. 18 Nov 2019.

Vancouver:

Zheng Z. Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2013. [cited 2019 Nov 18]. Available from: http://hdl.handle.net/2142/42335.

Council of Science Editors:

Zheng Z. Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2013. Available from: http://hdl.handle.net/2142/42335

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