We propose a design for schedule-based execution trading strategies based on uncertainty
bands. This formulation: 1) simplifies strategy specification and implementation; 2) provides …

Intraday volatility and market impact models in volume time are proposed. We build an intraday
volatility profile to capture non-stationarity of intraday price returns and utilize a fractional …

This paper provides a survey of dark pools, focusing on block-crossing venues. We examine
years of data from within Liquidnet’s dark pool to quantify econometric characteristics of …

… such as the oberek, kujawiak, mazur, and krakowiak, along with … dances like the polonez and
the mazur (mazurka) into popular … to the term slava, or greatness in many Slavic languages. …

Sociologists and anthropologists of religion have made an impressive contribution to the
body of literature that draws attention to the close affinity between memory and religion. Some …

… One of the UNA leaders (later the “Right Sector” leader in the Kyiv region) Ihor Mazur said
… According to Ihor Mazur, it was a sheer accident that the national-radicals were pushed not …

In this paper are reviewed structural, petrological and geochronological data from the main
units at the NE periphery of the Moldanubian Zone, ie Kutná Hora Complex, Svratka Unit, …

Let me start with a comment regarding the expression “Golden Age” as used in the text and
the title of this chapter. Some epochs are remembered by dates; others, by names. As a …

Let me start with a comment regarding the expression “Golden Age” as used in the text and
the title of this chapter. Some epochs are remembered by dates; others, by names. As a …

In the early part of the reign of Alexander I (1801-1825), the emperor sought to reform Russia
through the creation of new European-style institutions. The aim was to ensure that Russia’…