Results 121 to 130 of about 4,043,177 (393)
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
, 1997 We model a market populated by two groups of boundedly rational agents: "newswatchers" and "momentum traders." Each newswatcher observes some private information, but fails to extract other newswatchers' information from prices.
Harrison G. Hong, J. Stein
semanticscholar +1 more source
High‐Detectivity GeSn Mid‐Infrared Photodetectors for Sensitive Infrared Spectroscopy
Advanced Photonics Research, EarlyView.This work introduces a complementary metal‐oxide‐semiconductor (CMOS)‐compatible, high‐detectivity mid‐infrared GeSn photodetector monolithically integrated on a silicon platform. Enabled by an innovative composition‐gradient GeSn buffer, the high‐quality, thick GeSn active layer delivers exceptional responsivity and detectivity across the mid‐infrared
Meng‐Hsien Chou +6 more
wiley +1 more source
Cross-asset momentum and the hybrid fund transmission mechanism in China's stock and bond markets.
PLoS ONEThe allocation of assets across different markets is a crucial element of investment strategy. In this regard, stocks and bonds are two significant assets that form the backbone of multi-asset allocation.
Xiaowei Wang, Rui Wang, Yichun Zhang
doaj +1 more source
PENGARUH KONTRAK FUTURES INDEKS TERHADAP VOLATILITAS UNDERLYING SPOT MARKET DI INDONESIA
Jurnal Manajemen, 2017 There were some contradictory between the impacts of futures contract to the volatility of underlying asset. In the one side, some researches concluded that futures transaction affect to underlying asset volatility, but in the other side said the future ...
Sukmawati Sukamulja, Sony Fidanti
doaj +1 more source
Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets [PDF]
arXiv, 2020 A market portfolio is a portfolio in which each asset is held at a weight proportional to its market value. Functionally generated portfolios are portfolios for which the logarithmic return relative to the market portfolio can be decomposed into a function of the market weights and a process of locally finite variation, and this decomposition is ...
arxiv
Poka: A Necro‐Robot Beetle with a Measured Payload Ratio of 6847%
Advanced Robotics Research, EarlyView.Here, Poka, a necro‐robot beetle with the ability to carry more than 68 times its own weight, is introduced, making it also a walking robot with the highest payload ratio measured to date. This paper is concerned with the design, manufacture and validation of ‘Poka', a novel millimetre‐scale necro‐robot aimed at bridging the performance gap between ...
Yordan Tsvetkov, Parvez Alam
wiley +1 more source
Asset Growth Anomaly and Stock Returns: An Evidence of Karachi Stock Exchange (KSE) Market
JISR Management and Social Sciences & Economics, 2017 In efficient market, firms who make more investments are considered to have high earnings and better prospects which instantly incorporated into its share prices.
Asra Jawed Shaikh, Muhammad Kashif
doaj +1 more source
Trade-based Asset Model using Dynamic Junction Tree for Combinatorial Prediction Markets [PDF]
arXiv, 2014 Prediction markets have demonstrated their value for aggregating collective expertise. Combinatorial prediction markets allow forecasts not only on base events, but also on conditional and/or Boolean combinations of events. We describe a trade-based combinatorial prediction market asset management system, called Dynamic Asset Cluster (DAC), that ...
arxiv
Martingale-Like Behavior of Prices [PDF]
Asset prices set in a competitive market need not be martingales; that is, it need not be true that the best predictor of future prices is the current price.
Christopher A. Sims
core
A 3D‐Printed Microfluidic Sensor Platform for Online Bioprocess Monitoring
Advanced Sensor Research, EarlyView.A 3D‐printed microfluidic lab‐on‐a‐chip sensor platform is presented, compatible with various cultivation setups, that integrates sensors for pH, pO₂, pCO₂, glucose, lactate, and additionally features a sampling unit for small‐volume abstraction. With this platform, continuous real‐time monitoring of critical bioprocess parameters is enabled and ...
Christopher Heuer +5 more
wiley +1 more source