VasiliosMavroudis  mavroud.is Research Interests Privacy Attacks & Countermeasures, AI Safety & Adversarial Machine Learning, Consensus Protocols & Market Microstructure

Source URL: mavroud.is

• Computing
• Security engineering
• Prevention
• Crime prevention
• National security
• Cryptography
• Information governance
• Secure communication
• Privacy
• Internet of things
• Information security
• Internet privacy

Semi-Markov model for market microstructure and HF trading

Source URL: park.itc.u-tokyo.ac.jp

The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market* Yin-Wong Cheung and Dagfinn Rime ABSTRACT The offshore renminbi (CNH) exchange rate is the exchange rate of the

Source URL: home.bi.no

QBER DISCUSSION PAPER NoThe Microstructure of Exchange Rate Management: FX Intervention and Capital Controls in Brazil Calebe de Roure, Steven Furnagiev

Source URL: www.qber.uni-kiel.de

• Economy
• Macroeconomic policy
• International trade
• Systemic risk
• International finance
• Foreign exchange market
• Exchange rate
• Macroprudential regulation
• Currency war
• Foreign-exchange reserves
• Monetary policy
• Derivative

Can a Financial Transaction Tax Prevent Stock Price Booms? Klaus Adama;b , Johannes Beutela , Albert Marcetc;b , Sebastian Merkela a c University of Mannheim; b CEPR;

Source URL: adam.vwl.uni-mannheim.de

• Economy
• Finance
• Money
• Financial markets
• International taxation
• Stock market
• Financial transaction tax
• Taxation
• Tobin tax
• Futures contract
• Share price
• Market microstructure

Exposing The Exposed: Intermediation Capacity in the Credit Default Swap Market Or Shachar ∗

Source URL: financialreg.nd.edu

• Finance
• Money
• Economy
• Financial markets
• Credit default swap
• Derivatives market
• Market microstructure
• Over-the-counter
• Market liquidity
• Derivative
• Bond
• Corporate bond

Journal of Financial Econometrics, 2005, Vol. 3, No. 4, 500–524 Inferring Information Frequency and Quality John Owens Victoria University of Wellington Douglas G. Steigerwald

Source URL: econ.ucsb.edu

• Stock market
• Financial markets
• Day trading
• Market microstructure
• New York Stock Exchange

Information and Learning in Limit Order Markets Information and Learning in Limit Order Markets Xuezhong (Tony) HE Jasmina Arifovic, Carl Chiarella and Lijian Wei University of Technology Sydney

Source URL: www.aiecon.org

• Financial markets
• High-frequency trading
• Bidask spread
• Market microstructure
• Trading strategy
• Order
• Market impact
• Market

Video Traders face many challenges today, including fragmentation and scarce liquidity. In an environment where simplicity and transparency are at a premium, trading electronically can be critical. But with approximatel

Source URL: www.bofaml.com

• Financial markets
• Algorithmic trading
• Market liquidity
• Volume-weighted average price
• Alternative trading system
• Market microstructure

The role of “noise” in financial markets has been the subject of much research

Source URL: forum.johnson.cornell.edu

• Financial markets
• Stock market
• Day trading
• Noise
• Financial transaction tax
• Market microstructure
• Day trader
• Bidask spread
• Technical analysis
• Tobin tax
• Speculation
• Efficient-market hypothesis