Search results
- 1.0582628 - NHU-C 2024 RIV GB eng J - Journal Article
Brünner, T. - Levínský, René
Price discovery and gains from trade in asset markets with insider trading.
European Journal of Finance. Roč. 29, č. 3 (2023), s. 255-277. ISSN 1351-847X. E-ISSN 1466-4364
Institutional support: Cooperatio-COOP
Keywords : call market * call auction * double auction
OECD category: Applied Economics, Econometrics
Impact factor: 2.5, year: 2022
Method of publishing: Open access
https://doi.org/10.1080/1351847X.2022.2032241
Permanent Link: https://hdl.handle.net/11104/0350710 - 2.0572225 - NHÚ 2024 RIV GB eng J - Journal Article
Brünner, T. - Levínský, René
Price discovery and gains from trade in asset markets with insider trading.
European Journal of Finance. Roč. 29, č. 3 (2023), s. 255-277. ISSN 1351-847X. E-ISSN 1466-4364
R&D Projects: GA ČR(CZ) GA17-19672S; GA MŠMT(CZ) EF16_013/0001740
Institutional support: RVO:67985998
Keywords : call market * call auction * double auction
OECD category: Applied Economics, Econometrics
Impact factor: 2.5, year: 2022
Method of publishing: Open access
https://doi.org/10.1080/1351847X.2022.2032241
Permanent Link: https://hdl.handle.net/11104/0342994 - 3.0565090 - KNAV 2024 CZ cze J - Journal Article
Veselá, Lenka
České knihy v aukci katedrální knihovny ve Strängnäs 1765.
[Czech books in the 1765 auction of the Strängnäs Cathedral Library.]
Knihy a dějiny. Roč. 29, 1-2 (2022), s. 43-79. ISSN 1210-8510. E-ISSN 2571-2322
R&D Projects: GA ČR(CZ) GA22-06083S
Institutional support: RVO:67985971
Keywords : book spoils * Thirty Years’ War * Strängnäs Cathedral Library * book auction * Sweden
OECD category: History (history of science and technology to be 6.3, history of specific sciences to be under the respective headings)
Method of publishing: Open access
https://kramerius.lib.cas.cz/uuid/uuid:0481f1c7-f014-49a6-ad18-0d02ebdac9da
Permanent Link: https://hdl.handle.net/11104/0337160 - 4.0565085 - KNAV 2023 RIV CZ eng J - Journal Article
Veselá, Lenka
Czech books in the 1765 auction of the Strängnäs Cathedral Library.
Knihy a dějiny. Roč. 29, 1-2 (2022), s. 6-42. ISSN 1210-8510. E-ISSN 2571-2322
R&D Projects: GA ČR(CZ) GA22-06083S
Institutional support: RVO:67985971
Keywords : book spoils * Thirty Years' War * Strängnäs Cathedral Library * book auction * Sweden * Bohemica
OECD category: History (history of science and technology to be 6.3, history of specific sciences to be under the respective headings)
Method of publishing: Open access
https://kramerius.lib.cas.cz/uuid/uuid:94efbf2f-6662-4fc3-ad07-195b2a93e532
Permanent Link: https://hdl.handle.net/11104/0337164 - 5.0496577 - ÚTIA 2019 RIV GB eng J - Journal Article
Peržina, V. - Swart, Jan M.
How much market making does a market need?
Journal of Applied Probability. Roč. 55, č. 3 (2018), s. 667-681. ISSN 0021-9002. E-ISSN 1475-6072
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : continuous double auction * limit order book * Stigler-Luckock model * rank-based Markov chain
OECD category: Pure mathematics
Impact factor: 0.610, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0496577.pdf
Permanent Link: http://hdl.handle.net/11104/0289345 - 6.0490719 - ÚTIA 2019 RIV US eng J - Journal Article
Swart, Jan M.
Rigorous results for the Stigler-Luckock model for the evolution of an order book.
Annals of Applied Probability. Roč. 28, č. 3 (2018), s. 1491-1535. ISSN 1050-5164
R&D Projects: GA ČR(CZ) GA16-15238S; GA ČR GAP201/12/2613
Institutional support: RVO:67985556
Keywords : Continuous double auction * order book * rank-based Markov chain * self-organized criticality * Stigler-Luckock model * market microstructure
OECD category: Pure mathematics
Impact factor: 1.703, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0490719.pdf
Permanent Link: http://hdl.handle.net/11104/0285272 - 7.0490251 - NHÚ 2019 RIV US eng J - Journal Article
Hernando-Veciana, Á. - Michelucci, Fabio
Inefficient rushes in auctions.
Theoretical Economics. Roč. 13, č. 1 (2018), s. 273-306. ISSN 1933-6837. E-ISSN 1555-7561
Institutional support: RVO:67985998
Keywords : privatization * efficiency * auction
OECD category: Economic Theory
Impact factor: 2.160, year: 2018
Permanent Link: http://hdl.handle.net/11104/0284515 - 8.0477352 - ÚI 2018 RIV CU eng J - Journal Article
Šlapák, M. - Neruda, Roman
Tree Based Decision Strategies and Auctions in Computational Multi-Agent Systems.
Investigacion Operacional. Roč. 38, č. 4 (2017), s. 335-342. ISSN 0257-4306
Institutional support: RVO:67985807
Keywords : auction systems * decision making * genetic programming * multi-agent system * task distribution
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
http://rev-inv-ope.univ-paris1.fr/fileadmin/rev-inv-ope/files/38417/38417-04.pdf
Permanent Link: http://hdl.handle.net/11104/0273719 - 9.0475794 - NHU-C 2018 RIV NL eng J - Journal Article
Hernando-Veciana, Á. - Michelucci, Fabio
On the efficiency of the first price auction.
Economics Letters. Roč. 156, July (2017), s. 159-161. ISSN 0165-1765. E-ISSN 1873-7374
Institutional support: Progres-Q24
Keywords : efficiency * first price auction * english auction
OECD category: Economic Theory
Impact factor: 0.581, year: 2017
Permanent Link: http://hdl.handle.net/11104/0272427 - 10.0455412 - NHÚ 2016 RIV GB eng J - Journal Article
Celik, Levent - Onur, E.
Determination of odds in prediction markets: coexistence of posted-offer and double-auction designs.
Journal of Prediction Markets. Roč. 9, č. 1 (2015), s. 68-86. ISSN 1750-6751
Institutional support: RVO:67985998
Keywords : prediction markets * posted-offer * double-auction
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0256028