{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T05:34:56Z","timestamp":1729661696369,"version":"3.28.0"},"reference-count":25,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014,3]]},"DOI":"10.1109\/cifer.2014.6924048","type":"proceedings-article","created":{"date-parts":[[2014,10,22]],"date-time":"2014-10-22T20:24:42Z","timestamp":1414009482000},"page":"9-16","source":"Crossref","is-referenced-by-count":0,"title":["Survival models for the duration of bid-ask spread deviations"],"prefix":"10.1109","author":[{"given":"Efstathios","family":"Panayi","sequence":"first","affiliation":[]},{"given":"Gareth","family":"Peters","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4266(99)00075-8"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2006.06.010"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1093\/rof\/rfm021"},{"key":"15","first-page":"13","article-title":"The role of survival analysis in financial distress prediction","volume":"16","author":"gepp","year":"2008","journal-title":"International Research Journal of Finance and Economics"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1057\/palgrave.jam.2240078"},{"key":"13","article-title":"High frequency trading and its impact on market quality","author":"brogaard","year":"2010","journal-title":"Northwestern University Kellogg School of Management"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1108\/eb043438"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(99)00057-4"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2013.05.003"},{"journal-title":"A Competing Risk Analysis of Executions and Cancellations in A Limit Order Market","year":"2006","author":"chakrabarty","key":"21"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.2469\/faj.v56.n5.2387"},{"key":"22","volume":"360","author":"kalbfleisch","year":"2011","journal-title":"The Statistical Analysis of Failure Time Data"},{"key":"23","doi-asserted-by":"publisher","DOI":"10.1198\/106186006X100290"},{"key":"24","article-title":"The leaps package","author":"lumley","year":"2004","journal-title":"The R Project for Statistical Comput"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.1080\/00401706.1974.10489231"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2008.06.002"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(02)00134-4"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1111\/1468-5957.00108"},{"key":"1","doi-asserted-by":"crossref","first-page":"4601","DOI":"10.1093\/rfs\/hhp011","article-title":"A dynamic model of the limit order book","volume":"22","author":"ro?u","year":"2009","journal-title":"Review of Financial Studies"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/10.4.995"},{"key":"6","doi-asserted-by":"crossref","first-page":"69","DOI":"10.1016\/0304-405X(87)90029-8","article-title":"Price, trade size, and information in securities markets","volume":"19","author":"easley","year":"1987","journal-title":"Journal of Financial Economics"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(80)90020-3"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1088\/1469-7688\/2\/5\/308"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1086\/296652"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1994.tb02462.x"}],"event":{"name":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","start":{"date-parts":[[2014,3,27]]},"location":"London, UK","end":{"date-parts":[[2014,3,28]]}},"container-title":["2014 IEEE Conference on Computational Intelligence for Financial Engineering &amp; Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6901616\/6924035\/06924048.pdf?arnumber=6924048","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,22]],"date-time":"2017-06-22T22:52:44Z","timestamp":1498171964000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6924048\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,3]]},"references-count":25,"URL":"https:\/\/doi.org\/10.1109\/cifer.2014.6924048","relation":{},"subject":[],"published":{"date-parts":[[2014,3]]}}}