Results 41 to 50 of about 1,202,647 (294)
Examining Relationshionship Between on Limit Price And Information Asymmetry In Tehran Stock Exchange [PDF]
پژوهشهای تجربی حسابداری, 2013 Price Limit is a type of circuit breaker which is applied in future markets and also some of stock exchanges in emerging markets. In this research we try to examine the relationship between price limit and information asymmetry before earning ...
Shahabeddin Shams, Mariyeh Ashrafi
doaj +1 more source
FEBS Letters, EarlyView.This study reveals how the mitochondrial protein Slm35 is regulated in Saccharomyces cerevisiae. The authors identify stress‐responsive DNA elements and two upstream open reading frames (uORFs) in the 5′ untranslated region of SLM35. One uORF restricts translation, and its mutation increases Slm35 protein levels and mitophagy.
Hernán Romo‐Casanueva +5 more
wiley +1 more source
Stylized facts of intraday precious metals. [PDF]
PLoS ONE, 2017 This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015.
Jonathan Batten +4 more
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Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion [PDF]
, 2016 While absence of arbitrage in frictionless financial markets requires price processes to be semimartingales, non-semimartingales can be used to model prices in an arbitrage-free way, if proportional transaction costs are taken into account. In this paper,
Czichowsky, Christoph +1 more
core +3 more sources
Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
wiley +1 more source
Behavior of Stock Price Variability over Trading and Nontrading Periods, and Daily Return Volatility
Gadjah Mada International Journal of Business, 2007 This study examined the behavior of stock price variability over trading and nontrading periods, and daily return volatility. This study used intraday data in Indonesia Stock Exchange.
Sumiyana Sumiyana
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Time-Varying Volatility in Bitcoin Market and Information Flow at Minute-Level Frequency
Frontiers in Physics, 2021 In this article, we analyze the time series of minute price returns on the Bitcoin market through the statistical models of the generalized autoregressive conditional heteroscedasticity (GARCH) family.
Irena Barjašić, Nino Antulov-Fantulin
doaj +1 more source
Competing with asking prices [PDF]
, 2017 In many markets, sellers advertise their good with an asking price. This is a price at which the seller will take his good off the market and trade immediately, though it is understood that a buyer can submit an offer below the asking price and that this offer may be accepted if the seller receives no better offers.
Lester, Benjamin +2 more
openaire
Molecular Oncology, EarlyView.Development of therapies targeting cancer‐associated fibroblasts (CAFs) necessitates preclinical model systems that faithfully represent CAF–tumor biology. We established an in vitro coculture system of patient‐derived pancreatic CAFs and tumor cell lines and demonstrated its recapitulation of primary CAF–tumor biology with single‐cell transcriptomics ...
Elysia Saputra +10 more
wiley +1 more source
Portfolio optimization with KOSPI200 and House price index [PDF]
, 2020 Department of Mathematical SciencesIn this paper, we will investigate optimal investment and consumption strategies in the market with CRRA utility function.
Cho, Minky
core