Results 21 to 30 of about 105,875 (314)
PLoS ONE, 2022 We investigate liquidity spillovers among industry sectors in the S&P 500 index to explain the interconnection dynamics in the US stock market. To do so, we define a sectoral liquidity measure based on the Amihud liquidity measure.
Seo-Yeon Lim, Sun-Yong Choi
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Fermi Liquids and Luttinger Liquids [PDF]
, 2000 In these lecture notes, the basic physics of Fermi liquids and Luttinger liquids is presented. Fermi liquids are discussed both from a phenomenological viewpoint, in relation to microscopic approaches, and as renormalization group fixed points. Luttinger liquids are introduced using the bosonization formalism, and their essential differences with Fermi
Schulz, H., Cuniberti, G., Pieri, P.
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Proceedings of the 16th Annual International Conference on Mobile Systems, Applications, and Services, 2018 This paper shows the feasibility of identifying liquids by shining ultra-wideband (UWB) wireless signals through them. The core opportunity arises from the fact that wireless signals experience distinct slow-down and attenuation when passing through a liquid, manifesting in the phase, strength, and propagation delay of the outgoing signal.
Ashutosh Dhekne +4 more
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Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure Liquidity?
Entropy, 2020 This paper examines whether liquidity proxies based on different daily prices and quotes approximate latent liquidity. We compare percent-cost daily liquidity proxies with liquidity benchmarks as well as with realized variance estimates.
Barbara Będowska-Sójka +1 more
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Liquid-liquid-solid transition in viscoelastic liquids [PDF]
Scientific Reports, 2013 Liquid-liquid-solid transitions (LLST) are known to occur in confined liquids, exist in supercooled liquids and emerge in liquids driven from equilibrium. Molecular dynamics (MD) simulations claim many successes in forecasting the phenomena. The transitions are also studied in the framework of thermodynamics based methods and minimalistic models.
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Journal of Mathematics, 2021 This paper adopts the intelligent scheduling method to conduct an in-depth study and analysis on the optimization of financial asset liquidity management model, elaborates and analyzes the liquidity risk management theory of commercial banks, and reviews
Yi Zhou, Weili Xia, Shengping Peng
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Determinants of liquidity risk: Empirical evidence from Indian commercial banks [PDF]
Banks and Bank Systems, 2023 Liquidity risk is a significant financial threat that must be handled carefully. Underestimation or mismanagement of liquidity risk may lead to severe financial losses or even bank failures.
Tisa Maria Antony
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The diminishing liquidity premium [PDF]
, 2008 Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, we present evidence that both the sensitivity of returns to liquidity and liquidity premia have significantly declined over the past four decades to levels
Azi Ben-Rephael +5 more
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Size Effect in Market-wide Liquidity Commonality: Evidence from the Indian Stock Market
Organizations and Markets in Emerging Economies, 2019 Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in market microstructure. Analyzing and identifying such commonality will enable the investor and policy maker to discover evidence ...
Namitha K. Cheriyan, Daniel Lazar
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Liquid-Liquid Extraction of Ferric Ions into the Ionic Liquids [PDF]
Minerals, 2021 Imidazolium ionic liquids containing acetylacetone, thenoyltrifluoroacetone, or 8-hydroxyquinoline, respectively, were used as the extracting agents for the separation of traces of iron (III) from its aqueous solutions with or without citric and oxalic acids.
Katerina Cubova +3 more
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