Results 21 to 30 of about 11,613 (304)

Relationship between consistency parameters and granulation of fen soils

Budownictwo i Architektura, 2013
Determination of bearing capacity requires knowledge of the ground strength parameters. The best way to appreciate soil properties is the use of the direct research methods.
Krzysztof Wilk
doaj   +1 more source

High-Frequency Trading and Its Impact on Exogenous Liquidity Risk of China’s Stock Index Futures Market before and after Trading Restrictions

Complexity, 2020
Since China’s first stock index futures, China Securities Index 300 (CSI300) stock index futures were published in 2010, and China’s stock index futures market is now in a period of rapid development and play a key role in price discovery. During 2014 to
GuangWei Shi, Yun Chen
doaj   +1 more source

The LIX: A Model-Independent Liquidity Index [PDF]

SSRN Electronic Journal, 2013
This paper provides a new model-free indicator of liquidity, the so-called LIX index. The computation of the LIX index combines the conic finance theory, which recognizes the two-price economy and is built upon the concept of indices of acceptability, with the option payoff spanning formula of Breeden and Litzenberger.
openaire   +2 more sources

Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia [PDF]

, 2008
We provide a critical assessment of the method used by the Cleveland Fed to correct expected inflation derived from index-linked bonds for liquidity and inflation risk premia and show how their method can be adapted to account for time-varying inflation ...
Watzka, Sebastian, Kajuth, Florian
core   +2 more sources

The value of plasticity index (IP) and liquidity index (IL) of North Polish ablation boulder clays and varved clays depending of the method of its determination

Przegląd Naukowy Inżynieria i Kształtowanie Środowiska, 2018
Article determins a correlation between the values of the plasticity and liquidity index (IP, IL) of cohesive soils achieved by various laboratory methods (on the basis of Casagrande apparatus and cone penetrometer method) and consists research results ...
Dorota Krawczyk, Michalina Flieger-Szymańska   +1 more
doaj   +1 more source

The Role of Liquidity Management on Profitability of the Banks [PDF]

مدلسازی اقتصادسنجی, 2023
The banking system, as one of the most effective sectors of the economy, by collecting a significant part of the available liquidity and directing it to the productive sectors, causes economic prosperity.The profitability of banks depends on a set of ...
Alireza Erfani, Mohammad Amin Heydari
doaj   +1 more source

Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index.

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
doaj   +1 more source

Measuring financial performance using new liquidity indices [PDF]

Management Science Letters, 2014
Performance measurement has been considered as one of the most important subjects in accounting through separating management from ownership as well as emergence of the agency theory.
Fatemeh Sharifi, Elham Taghipour
doaj   +1 more source

Optimization and Experimental Study of Penetration Depth of Pocket Penetrometer

Applied Sciences
The pocket penetrometer has become an ideal tool for the rapid testing of soil parameters in the field due to its portability, ease of use, and cost effectiveness, but there is still room for improvement in its accuracy. In this study, a penetration test
Yanzhao Liang, Gangchen Sun, Yunjun Zhao
doaj   +1 more source