Results 101 to 110 of about 84,584 (304)
Molecular Design Strategies for High‐Voltage Organic Cathodes
Advanced Energy Materials, EarlyView.This work proposes molecular engineering strategies for high‐voltage organic cathode materials for Li‐ion batteries: (1) increase Li‐O coordination number (CN), (2) achieve a greater increase in aromaticity upon reduction (∆Aromaticity), and (3) add an electron‐withdrawing group (EWG), through a combined experimental and computational study on reported
Sungil Hong +8 more
wiley +1 more source
Analysis of within – month effects on the Bucharest stock exchange [PDF]
This paper explores the presence of within – month effects on the Romanian capital markets. In our analysis we employ the daily values of some important indexes from two main components of the Bucharest Stock Exchange: BET, where there are listed some of
Nistor, Costel +2 more
core +1 more source
Market Anomalies: January Effect and Weekend Effect on Stock Return
Jurnal Ilmu Keuangan dan PerbankanEvery investor will always expect a return from their investment and can take advantage of seasonal or calendar anomalies to get the expected return. Seasonal or calendar anomalies are measured using the January Effect and Weekend Effect to determine ...
Rosidatul Jannah, Nur Hidayat
doaj +1 more source
Advanced Energy Materials, EarlyView.A closed‐loop direct recycling route for Prussian White sodium‐ion battery cathodes is demonstrated. Ice‐stripped scrap and end‐of‐life electrodes are regenerated via low‐temperature aqueous resodiation (80°C), restoring sodium content, Fe2+ redox chemistry, and structural integrity.
Subha Samanta +8 more
wiley +1 more source
Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets [PDF]
To challenge the appropriateness of the theory of the weak-form market efficiency, this study examines the day-of-the-week effect and the twist-of-the-Monday effect for the ASEAN – 5 stock markets for the period June 10, 2002 through August 21, 2009. Our
Ricky Chee-Jiun Chia, Shiok Ye Lim
core
Javanese lunar calendar effect (Primbon) on abnormal return [PDF]
, 2018 The purpose of this study is to examine Javanese lunar calendar (Primbon) effect to abnormal return on Indonesian Stock Market. Type of this study is conclusive descriptive using intraday trading data.
Mahadwartha, Putu Anom, Hermin, Sidarta
core
Calendar Effects In The Indian Stock Market
International Business & Economics Research Journal (IBER), 2011 We find two distinct calendar effects in returns for the Indian stock market. More specifically, we find a November-December effect in which we document that mean returns for November and December are significantly greater than those of the other ten months.
openaire +2 more sources
Advanced Energy Materials, EarlyView.Composite cathode degradation is not merely the sum of its particles. Kinetically mismatched populations develop state‐of‐charge differences that drive spontaneous internal Li‐ion transfer; the accompanying transient currents accelerate surface degradation.
Seheon Oh +5 more
wiley +1 more source
Demographic Research, 2007 In this paper we use calendar data from the 2000 Egyptian Demographic and Health Survey (DHS) to assess the determinants of birth interval length among women who are in union.
Andrew Hinde, Angela Baschieri
doaj
January effect on stock returns: Evidence from emerging Balkan equity markets [PDF]
Industrija, 2017 The motivation for testing anomalies in the selected financial markets in the region was primarily to help investors to devise a viable investment strategy.
Milošević-Avdalović Snežana +1 more
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