<p>For each trade type, we further distinguish negative and positive trades based on their net profit. The trades with zero net profit are negligible. The duration distributions of negative and positive trades are normalized according to their corresponding occurrence. (<b>a</b>) All trades. (<b>b</b>) Non-social trades. (<b>c</b>) Copy trades. (<b>d</b>) Mirror trades.</p
We examine the extent to which product differentiation affects duration of US import trade relations...
We employ survival analysis to study the duration of U.S. imports. Our findings indicate internation...
This paper puts a focus on the hazard function of inter-trade durationsto characterize the intraday ...
<p>Here, we bin the net profit of different trade types in logarithmic bins. (If , we bin it using ...
The distribution of the number of trades (grey) and their associated traded quantities (red) is repr...
This graph shows the activity for the 9858 trade exchanges belonging to the intermediate subnetwork ...
This paper implements the Asymmetric Autoregressive Conditional Duration (AACD) model of Bauwens and...
<p>(<b>a</b>) Fraction of positive trades. Mirror trade has the highest fraction of positive trades....
In the classical risk model we allow the surplus process to continue if the surplus falls below zero...
We employ survival analysis to study the duration of US imports. Our findings indicate that internat...
This paper extends the conditional duration model proposed by De Luca and Zuccolotto (2003), proposi...
Abstract This paper implements the Asymmetric Autoregressive Conditional Duration (AACD) model o
In the dual model, we allow the surplus process to continue if the surplus falls below zero. By intr...
This study presents a novel model for analyzing duration data, called the smooth transition autoregr...
The recent literature on the duration of trade has predominantly analyzed the determinants of trade ...
We examine the extent to which product differentiation affects duration of US import trade relations...
We employ survival analysis to study the duration of U.S. imports. Our findings indicate internation...
This paper puts a focus on the hazard function of inter-trade durationsto characterize the intraday ...
<p>Here, we bin the net profit of different trade types in logarithmic bins. (If , we bin it using ...
The distribution of the number of trades (grey) and their associated traded quantities (red) is repr...
This graph shows the activity for the 9858 trade exchanges belonging to the intermediate subnetwork ...
This paper implements the Asymmetric Autoregressive Conditional Duration (AACD) model of Bauwens and...
<p>(<b>a</b>) Fraction of positive trades. Mirror trade has the highest fraction of positive trades....
In the classical risk model we allow the surplus process to continue if the surplus falls below zero...
We employ survival analysis to study the duration of US imports. Our findings indicate that internat...
This paper extends the conditional duration model proposed by De Luca and Zuccolotto (2003), proposi...
Abstract This paper implements the Asymmetric Autoregressive Conditional Duration (AACD) model o
In the dual model, we allow the surplus process to continue if the surplus falls below zero. By intr...
This study presents a novel model for analyzing duration data, called the smooth transition autoregr...
The recent literature on the duration of trade has predominantly analyzed the determinants of trade ...
We examine the extent to which product differentiation affects duration of US import trade relations...
We employ survival analysis to study the duration of U.S. imports. Our findings indicate internation...
This paper puts a focus on the hazard function of inter-trade durationsto characterize the intraday ...