Large Tick Assets: Implicit Spread and Optimal Tick Size
نویسندگان
چکیده
منابع مشابه
Large tick assets: implicit spread and optimal tick size
In this work, we provide a framework linking microstructural properties of an asset to the tick value of the exchange. In particular, we bring to light a quantity, referred to as implicit spread, playing the role of spread for large tick assets, for which the effective spread is almost always equal to one tick. The relevance of this new parameter is shown both empirically and theoretically. Thi...
متن کاملRange Expansion of Tick Disease Vectors in North America: Implications for Spread of Tick-Borne Disease
Ticks are the major vectors of most disease-causing agents to humans, companion animals and wildlife. Moreover, ticks transmit a greater variety of pathogenic agents than any other blood-feeding arthropod. Ticks have been expanding their geographic ranges in recent decades largely due to climate change. Furthermore, tick populations in many areas of their past and even newly established localit...
متن کاملTick bite prevention and tick removal.
Ticks are small blood feeding ectoparasites with a global distribution. They are important vectors of disease pathogens including rickettsiae, spirochaetes, and viruses. Prevention of tick attachment and rapid removal reduce the risk of contracting tickborne diseases, and there are many recommendations on how to achieve this. This article aims to review the evidence base for tick bite preventio...
متن کاملModeling tick-by-tick realized correlations
We propose a tree-structured heterogeneous autoregressive (tree-HAR) process as a simple and parsimonious model for the estimation and prediction of tick-by-tick realized correlations. The model can account for different time and other relevant predictors’ dependent regime shifts in the conditional mean dynamics of the realized correlation series. Testing the model on S&P 500 and 30-year treasu...
متن کاملUnexpected Risks for Campers and Hikers: Tick-Borne Infections
Introduction: Camping and hiking are popular worldwide recreational activities. All age groups, elderly or young, immunocompetent or immunosupressive people may engage in these activities. During these activities, individuals may get injured or be exposed to pathogens. There is also a strong possibility of experiencing mosquito, lice, or tick bites, bee stings, or being bitten ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Market Microstructure and Liquidity
سال: 2015
ISSN: 2382-6266,2424-8037
DOI: 10.1142/s2382626615500033