Results 141 to 150 of about 20,477 (309)
Coarse‐grained (left) and atomistic (right) models of the shape memory polymer ESTANE ETE 75DT3 are shown schematically. The two representations bridge molecular detail and mesoscopic description. Both models capture shape memory behavior, linking segmental mobility and conformational relaxation of anisotropic chains to macroscopic recovery, and ...
Fathollah Varnik
wiley +1 more source
Flight to Liquidity and Global Equity Returns
Investment practice and academic literature suggest a great degree of interaction between the world’s stock markets and most liquid and safe assets, such as U.S. Treasuries.
Goyenko, Ruslan, Sarkissian, Sergei
core
A distinct semi‐confined inner‐tube chemical vapor deposition geometry enables reproducible, large‐area growth of phase‐pure 2D β′‐In2Se3 from InI + Se precursors. Engineering local vapor transport and optimizing precursor delivery and temperature–time conditions yield uniform continuous films.
Dasun P. W. Guruge +8 more
wiley +1 more source
Hedge Fund Contagion and Liquidity [PDF]
Using hedge fund indices representing eight different styles, we find strong evidence of contagion within the hedge fund sector: controlling for a number of risk factors, the average probability that a hedge fund style index has extreme poor performance (
Nicole M. Boyson +2 more
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Low‐voltage FIB‐SEM tomography combined with a image preprocessing pipeline improves phase contrast and enables reliable machine‐learning segmentation of conductive networks in lithium‐ion battery electrodes. Structural descriptors are extracted from segmented images, done semimanually and automated, and compared.
Lisa Beran +6 more
wiley +1 more source
Self-fulfilling liquidity dry-ups [PDF]
Secondary markets for long-term assets might be illiquid due to adverse selection. In a model in which moral hazard is confined to project initiation, I find that: (1) when agents expect a liquidity dry-up on such markets, they optimally choose to self ...
Frédéric Malherbe
core
Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets [PDF]
Garbade and Silber (1979) demonstrate that an asset will be liquid if it has (1) low price volatility and (2) a large number of public investors who trade it.
Gerig, Austin, Fricke, Daniel
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A combined experimental–computational framework identifies energy‐dependent laser absorptivity for NiTi in laser powder‐bed fusion, applicable to conduction and transition modes. Single‐track experiments and thermofluid smoothed particle hydrodynamics simulations are coupled through inverse analysis of melt pool geometry.
Mohamadreza Afrasiabi +3 more
wiley +1 more source
Asset market liquidity risk is a significant and perplexing subject and though the term market liquidity risk is used quite chronically in academic literature it lacks an unambiguous definition, let alone understanding of the proposed risk measures.
Al Janabi, Mazin A. M.
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An examination of liquidity risk and liquidity risk measures
Includes bibliographical references (leaves 199-205).Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect.
Bhyat, Aneez
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