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in: Chen, P. - Ippoliti, E. (eds). Methods and Finance. A Unifying View on Finance, Mathematics and Philosophy (2017), pp. 179-194. The nature of the data in financial systems raises several theoretical and methodological issues, which... more
This study investigates the impact of applying the Electronic Trading System (ETS) which implemented on market liquidity, and stock prices behavior in Amman Stock Exchange (ASE) before and after its implementation on 26th March, 2000. Our... more
"Networks are mathematically directed (in practical applications also undirected) graphs and a graph is a one-dimensional abstract complex, i.e., a topological space. Network theory focuses on various topological structures and... more
This paper provides a survey of the microstructure literature relating to the Easley and O’Hara (1992) model and discusses the implications of adding event uncertainty to the standard sequential trade model of Glosten and Milgrom (1985).... more
The efficient frontier is a core concept in Modern Portfolio Theory. Based on this idea, we will construct optimal trading curves for different types of portfolios. These curves correspond to the algorithmic trading strategies that... more
In this paper we develop a dynamic model for integer counts to capture fundamental properties of financial prices at the transaction level. Our model relies on an autoregressive multinomial component for the direction of the price change... more
Eu RoHS Directive for environmental and health concerns have resulted in significant activities to find substitutes for lead-contained solders for microelectronics. The potential candidates such as Sn-Ag 1 and Sn-Ag-Cu 1 eutectic solders... more
In this paper, we determine whether intraday price dynamics observed on Euronext help characterize market liquidity in real time. We generate 15-minute price movement configurations based on High-Low-Open-Close (HLOC) patterns and measure... more
Sulfuric acid based Sn-Ag plating baths were developed to study the individual as well as synergistic effects of thiourea (TU) and gelatin on the characteristics of Sn-Ag deposits. Electrochemical behavior of each bath was investigated by... more
Abstract This paper provides an up-to-date survey of the main theoretical developments in autoregressive conditional duration (ACD) modeling and empirical studies using financial data. First, we discuss the properties of the standard ACD... more
A study was conducted on BGA lead-free C5 solder joint system to compare SnAgNiCo versus conventional Sn3.8Ag0.7Cu solder alloy. This study showed that SnAgNiCo C5 solder system performed better than Sn3.8Ag0.7Cu in terms of joint... more
Environmental and health concerns have resulted in significant activities to find substitutes for lead-contained solders for microelectronics. The potential candidates such as Sn-Ag1 and Sn-Ag-Cu1 eutectic solders with melting... more
SMEs around the world are proving important catalyst in economic development and financial inclusion. But SMEs are facing many hurdles in its growth. Among all hurdles, getting finance are the most serious constraints on growth of SME's.... more
"Al–Cu-based MMCs reinforced by Al–Fe intermetallics are investigated for their wear behaviour. The composite (Al–4.5 mass% Cu–3.4 mass% Fe) was produced by solidification processing where the Al–Fe-based intermetallic formed in situ in a... more
Studies of cross-listings show that price discovery occurs primarily in home markets, and attribute the dominance to informational advantages surrounding companies on the home market. However, a portion of what is attributed to... more
In this paper we propose a novel empirical extension of the standard market microstructure order flow model. The main idea is that heterogeneity of beliefs in the foreign exchange market can cause model instability and such instability... more
The purpose of grid computing is to produce a virtual supercomputer by using free resources available through widespread networks such as the Internet. This resource distribution, changes in resource availability, and an unreliable... more
Project Summary We focus on the impact of the removal of trader identification on the SFE limit order book. A number of electronic markets have recently introduced anonymous trading yet the literature suggests that the impact of this... more