Results 91 to 100 of about 8,905,614 (368)
Testing Downside Risk Efficiency Under Market Distress [PDF]
, 2008 In moments of distress downside risk measures like Lower Partial Moments (LPM) are more appropriate than the standard variance to characterize risk. The goal of this paper is to study how to compare portfolios in these situations.
Gonzalo, J., Olmo, J.
core +3 more sources
Carbon Nanotube 3D Integrated Circuits: From Design to Applications
Advanced Functional Materials, EarlyView.As Moore's law approaches its physical limits, carbon nanotube (CNT) 3D integrated circuits (ICs) emerge as a promising alternative due to the miniaturization, high mobility, and low power consumption. CNT 3D ICs in optoelectronics, memory, and monolithic ICs are reviewed while addressing challenges in fabrication, design, and integration.
Han‐Yang Liu +3 more
wiley +1 more source
Audit Financiar, 2016 This paper examines and quantifies the implications of financial indicators of performance on the share return of companies listed on Bucharest Stock Exchange.
Iulia-Oana ȘTEFAN(BELCIC-ȘTEFAN)
doaj +1 more source
Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943 [PDF]
arXiv, 2019 This study explores the time-varying structure of market efficiency in the prewar and wartime Japanese stock market using a new market capitalization-weighted stock price index, the equity performance index. We examine whether the adaptive market hypothesis (AMH) is supported in that era.
arxiv
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model [PDF]
arXiv, 2020 This paper explores when the financial market lost the price formation function in prewar Japan in the sense of Fama's (1970) semi-strong form market efficiency using a new dataset. We particularly focus on the relationship between the prewar Japanese financial market and several government policy interventions to explore whether the semi-strong form ...
arxiv
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
, 2014 This paper develops a non-Bayesian methodology to analyze the time-varying structure of international linkages and market efficiency in G7 countries. We consider a non-Bayesian time-varying vector autoregressive (TV-VAR) model, and apply it to estimate ...
Akihiko Noda +6 more
core +1 more source
Interfacial Interaction‐Mediated Regulation of Metal Oxidation States for Enhanced CO2 Reduction
Advanced Functional Materials, EarlyView.A hybrid strategy is employed to optimize bismuth–oxygen interactions, precisely regulating interfacial bismuth–oxygen bonds during topochemical synthesis. This leads to vanadium oxynitride‐bismuth catalyst exhibiting high Faradaic efficiency and durability for formate production, attributed to enhanced reaction thermodynamics and kinetics.
Zhongyuan Ma +6 more
wiley +1 more source
Understanding Financial Market States Using Artificial Double Auction Market [PDF]
, 2015 The ultimate value of theories of the fundamental mechanisms comprising the asset price in financial systems will be reflected in the capacity of such theories to understand these systems. Although the models that explain the various states of financial markets offer substantial evidences from the fields of finance, mathematics, and even physics to ...
arxiv +1 more source
Liquidity and Market Efficiency in the World’s Largest Carbon Market
, 2015 We investigate liquidity and market efficiency on the world's largest carbon exchange, IntercontinentalExchange Inc.’s European Climate Exchange (ECX), by using intraday short-horizon return predictability as an inverse indicator of market efficiency. We
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Intelligent radiative cooling devices, adaptable to various weather conditions, have the potential for year‐round energy savings. This study introduces a sustainable dual‐mode film made from polycaprolactone nanofibers and upcycled chip bags for effective thermal management.
Qimeng Song +4 more
wiley +1 more source