Search Results - subject:"Block size"

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

Blockchain-based settlement for asset trading

Chiu, Jonathan; Koeppl, Thorsten V. - 2018

deter forking, the blockchain needs to restrict block size and block time in order to generate sufficient transaction fees …

Persistent link: https://www.econbiz.de/10011786806

Blockchain-based Settlement for Asset Trading

Chiu, Jonathan; Koeppl, Thorsten V. - 2018

deter forking, the blockchain needs to restrict block size and block time in order to generate sufficient transaction fees …

Persistent link: https://www.econbiz.de/10011939448

Testing the white noise hypothesis of stock returns

Hill, Jonathan B.; Motegi, Kaiji - In: Economic modelling 76 (2019), pp. 231-242

Persistent link: https://www.econbiz.de/10012198322

Does the London Stock Exchange require an upstairs market? : evidence from block trades

Gregoriou, Andros - In: Journal of economic studies 43 (2016) 3, pp. 447-457

Persistent link: https://www.econbiz.de/10011690175

Does the London Stock Exchange require an upstairs market? Evidence from block trades

Gregoriou, Andros - In: Journal of Economic Studies 43 (2016) 3, pp. 447-457

Purpose – The purpose of this paper is to test if the empirical relationship between the size of trades and market liquidity can be pooled across different block sizes on the London Stock Exchange (LSE). Design/methodology/approach – The authors use pooling and non-pooling econometric tests...

Persistent link: https://www.econbiz.de/10014864367

Swap futurization : levelling the playing field

Smack, Lisa - In: Journal of financial regulation and compliance : an … 22 (2014) 2, pp. 147-158

Persistent link: https://www.econbiz.de/10010471105

Swap futurization: Levelling the playing field

Smack, Lisa - In: Journal of Financial Regulation and Compliance 22 (2014), pp. 147-158

regulatory arbitrage. Design/methodology/approach - The paper focuses on rules surrounding margin requirements and block size … Commission roundtable and comment letters are then analysed to support the argument that margin requirements and block size …

Persistent link: https://www.econbiz.de/10010815046

Swap futurization : Levelling the playing field

Smack, Lisa - In: Journal of Financial Regulation and Compliance 22 (2014) 2, pp. 147-158

regulatory arbitrage. Design/methodology/approach – The paper focuses on rules surrounding margin requirements and block size … Commission roundtable and comment letters are then analysed to support the argument that margin requirements and block size …

Persistent link: https://www.econbiz.de/10014870745

On optimal spatial subsample size for variance estimation

Nordman, Daniel J.; Lahiri, Soumendra N. - 2002

In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for … estimator, which yields an expression for the theoretical optimal block size. The theoretical optimal block size is shown to … random field. Final expressions for the optimal block size make use of some nontrivial estimates of lattice point counts in …

Persistent link: https://www.econbiz.de/10009770911