the main purpose of this study, is surveying the factors that affect price impact of block trades in the stock market. for this reason, the sample consisted of 525 block trades have been selected randomly of accepted companies in tehran stock exchange, that have block trade during the period 1390 to 1392. in this paper, total, temporary and permanent price impact is used as dependent variables,...

background: anxiety disorders and substance abuse are commonest comorbidities among bipolar i disorder (bid) patients. this study investigated the prevalence of anxiety disorders among bid patients based on their dependency on opioid. methods: in this cross sectional study the bid patients in iranian hospital of psychiatry were divided into two 89-patient groups; one group was considered as opi...

Using the theory and method of artificial neural network, this paper established a decision-making model of bid evaluation for engineering projects based on back propagation neural network (BPNN). BP neural network was trained and tested by the learning sample that was attained by using order relation analysis method (G1-method). At the same time, we used the momentum BP algorithm to solve the ...

We hypothesize that the degree of public attention influences the price level of stocks in a systematic way. We employ a simple discounted cash flow model with adverse selection and fixed transaction costs that determine an endogenous bid-ask-spread. In the model, rational and risk neutral investors incorporate future trading conditions into their price setting behavior. These trading condition...

bipolar i disorder (bid) and its treatments have shown to be associated with deep impacts on patients' subjective feelings and quality of life (qol). there are also some comments about impact of these feelings on course and outcome of patients with bid. this study was aimed to evaluate quality of life in patients with bid and to assess its relationship with course of disorder. fifty patients wi...

We develop a methodology to extract a quantitative model for behavioral effects in markets from empirical data. A set of 24 asset market experiments are utilized to derive an equation of price and its dependence on momentum, fundamental value, excess bid level and liquidity considerations. A difference equation is derived from a statistical analysis of the data. The methods are quite general an...

We model the behavior of Nasdaq momentum traders, also known as SOES bandits. We show, all things being equal, that the profitability of SOES bandits decreases in the bid-ask spread, but increases in the effective tick size. The patterns we observe in the data provide support for the model. We then discuss the plausibility of odd-eighth tick avoidance by market makers as a defense against SOES ...

An auction market is a market in which buyers enter competitive bids and sellers enter competitive offers at the same time. Many negotiation systems have been proposed that rely on adequate and precise information provided by the negotiation parties for making their decisions. This paper provides mechanisms for addressing inadequate or missing information in a negotiation environment between a ...