Results 111 to 120 of about 83,313 (304)
On the Correlation Structure of Microstructure Noise in Theory and Practice [PDF]
We argue for incorporating the financial economics of market microstructure into the financial econometrics of asset return volatility estimation. In particular, we use market microstructure theory to derive the cross-correlation function between latent ...
Francis X. Diebold, Georg H. Strasser
core
The impact of macroeconomic news on quote adjustments, noise, and informational volatility [PDF]
We study the impact of the arrival of macroeconomic news on the informational and noise-driven components in high-frequency quote processes and their conditional variances.
Hautsch, Nikolaus +2 more
core +3 more sources
Blockchain-based cryptocurrency markets present unique analytical challenges due to their decentralized nature, continuous operation, and extreme volatility.
Oleksandr Kuznetsov +4 more
doaj +1 more source
Mesenchymal stromal cells (MSCs) show promise for treating immune‐related disorders through immunomodulation and tissue regeneration. This review gives a brief overview of current clinical approval of MSC therapies. It also discussed how bioengineering, including genetic modification, biomaterial delivery, extracellular vesicles, and iPSC‐derived MSCs,
Sichen Yang +6 more
wiley +1 more source
This work introduces a theragenerative 3D‐printed biodegradable stent with Janus nanoarchitecture for spatially controlled vascular healing. A luminal tantalum ion–implanted surface accelerates endothelialization and hemocompatibility, while an abluminal sirolimus/poly‐L‐lactic acid–tantalum layer provides sustained drug release and suppresses smooth ...
Jong Hwa Seo +19 more
wiley +1 more source
Equity Trading Systems in Europe - A survey of recent changes [PDF]
This paper provides a survey of recent changes in the market microstructure of the 5 largest European Stock Exchanges. We first provide a brief statistical overview of European equity markets.
DEMARCHI, Marianne, FOUCAULT, Thierry
core
Tokenized Gold in Crypto Markets: Tracking Accuracy and Portfolio Performance
This paper examines the relationship between traditional gold (XAU) and its tokenized counterparts (PAXG and XAUT), providing an empirical assessment of how digital representations of real-world assets align with their underlying benchmarks.
Muhammad Ashfaq +3 more
doaj +1 more source
ABSTRACT The lithium plating reaction in graphite electrodes acts as a root cause for the accelerated degradation and the internal short circuits in lithium‐ion batteries. Here, an electrochemical model based on multi‐scale microstructural images was established to identify lithium plating‐stripping processes, thereby supporting the predictive outcomes
Heng Huang +9 more
wiley +1 more source
The Impact of the Japanese Banking Crisis on the Intraday FX Market [PDF]
Using the tick-by-tick yen/dollar exchange rate, this paper examines the effect of Japanese banking crisis in late 1997 on the foreign exchange market.
Yuko Hashimoto
core
Sustainable Materials Design With Multi‐Modal Artificial Intelligence
Critical mineral scarcity, high embodied carbon, and persistent pollution from materials processing intensify the need for sustainable materials design. This review frames the problem as multi‐objective optimization under heterogeneous, high‐dimensional evidence and highlights multi‐modal AI as an enabling pathway.
Tianyi Xu +8 more
wiley +1 more source

