Web"in order" 中文翻譯: 按順序,按次序; 按順序,按次序,處于良好狀態,井然有序,整齊; 按順序,按次序;出于良好狀態,井然有序,整齊; 按順序;整齊; 處于可以使用狀態情況良好手 … WebApr 21, 2024 · Imbalance of Orders: A situation when too many orders of a particular type - either buy, sell or limit - for listed securities and not enough of the other, matching orders are received by an ...
Order Imbalance Definition & Meaning YourDictionary
WebMar 7, 2024 · Motivated by a continuous-time inventory model, we compute a high-frequency measure of order imbalance volatility to proxy for the inventory risk faced by liquidity providers. We show that high-frequency order imbalance volatility is an important driver of liquidity and explains the often positive time-series relation between spread and volume ... WebApr 6, 2024 · An order imbalance occurs when there are not enough orders on both sides of a stock transaction. In this article, we will review the role of supply and demand in stock … flannel shirts made seattle
imbalance中文(简体)翻译:剑桥词典 - Cambridge …
Web中文翻譯 手機版. n. 不平衡,失調。. "actuarial imbalance" 中文翻譯 : 精算差額. "air imbalance" 中文翻譯 : 兩地航班班次不平衡. "autonomic imbalance" 中文翻譯 : 自主神經失調. "charge imbalance" 中文翻譯 : 電荷不平衡. "chloride imbalance" 中文翻譯 : 氯化物失調. "chromosomal imbalance ... WebAuthor defines the measure of option order imbalance: OOI i t = ∑ j = 1 N 100 Dir i t j Delta i t j Size i t j Num_Shares_Outstanding. Where, The option order imbalance, OOI i t, is measured for stock i on day t. Dir i t j is a dummy variable equal to 1 if the jth option trade on stock i is initiated by the buyer, and -1 if the trade is ... Webketwide daily order imbalances; (2) the relation between order imbalance and an aggregatemeasureof liquidity; and (3) the extent to which daily stock market returns are related to order imbalances after controlling for market liquidity. Liquidity is measured by the daily value-weighted quoted spread associated with each transac-tion during the day. flannel shirts mens western snaps