Results 131 to 140 of about 82,773 (308)
A market microstructure explanation of IPOs underpricing [PDF]
In a typical IPO game with first-price auctions, we argue that risk-averse investors always underbid in equilibrium because of subjective interpretations of the firm' communication about its actual value and resulting risk aversion about the likelihood ...
Patarick Leoni
core
Optimal Execution with Dynamic Order Flow Imbalance [PDF]
, 2014 We examine optimal execution models that take into account both market microstructure impact and informational costs. Informational footprint is related to order flow and is represented by the trader's influence on the flow imbalance process, while ...
Bechler, Kyle, Ludkovski, Mike
core
Advanced Energy Materials, EarlyView.This work demonstrates a parameter optimization for a scalable dry coating process of sulfidic ASSB cathodes (82 wt% CAM, 0.5 wt% PTFE binder) in dry room atmosphere. High‐shear extruder mixing and calendering are used to form a cathode film based on PTFE fibrillation.
Michael Wolf +9 more
wiley +1 more source
Volatility and covariation of financial assets: a high-frequency analysis [PDF]
, 2009 Using high frequency data for the price dynamics of equities we measure the impact that market microstructure noise has on estimates of the: (i) volatility of returns; and (ii) variance-covariance matrix of n. assets.
Cartea, Alvaro, Karyampas, Dimitrios
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Advanced Energy Materials, EarlyView.A combination of discrete and finite element method models for the current collector deformation and electrochemical performance analysis, respectively. The models are calibrated and validated with electrochemical and imaging data of hard carbon electrodes. These electrodes were manufactured with different parameters (slurry solid contents of 35 and 40
Soorya Saravanan +12 more
wiley +1 more source
International price discovery in the presence of market microstructure effects [PDF]
This paper addresses and resolves the problems caused by microstructure effects when measuring the relative importance of home and U.S. market in the price discovery process of internationally cross listed stocks.
Grammig, Joachim G., Peter, Franziska J.
core
Advanced Energy Materials, EarlyView.SWIR donor polymer TQ‐3T allows photomultiplication in OPD in 1:1 ratio with NFA Y6, achieving EQEs > 1100% at ‐10 V. Microseconds response times are retained, amongst the lowest for photomultiplication. As proof of concept, we demonstrate ultrathin and flexible PM‐OPDs based on our TQ‐3T:Y6 as a flexible pulse oximeter as well as a conformable image ...
Matilde Brunetta +23 more
wiley +1 more source
Statistical Models for High Frequency Security Prices [PDF]
This article studies two extensions of the compound Poisson process with iid Gaussian innovations which are able to characterize important features of high frequency security prices.
Roel C.A. Oomen
core
Addressing Bottlenecks to Achieve High‐Energy Sodium‐Ion Cells Using Tin Anodes
Advanced Energy Materials, EarlyView.The challenges in coupling high voltage cathode with Sn‐alloying anode or in anode‐free cell, using glyme based electrolytes to realize high energy Na‐ion cells are reported. Surface protection strategy such as SnO coating on Sn or trapping the parasitic species from poisoning the anode, helps improving the cyclability, with ∼100% capacity retention ...
Parth Desai +11 more
wiley +1 more source
CHALLENGES OF STOCK MARKET TRADING UNDER CRISIS CONDITIONS
Acta Economica, 2011 Under crisis conditions stock exchange and stock market trading become the breaking point where interests of investors, issuers, speculators and hedgers meet.
Горан Радивојац
doaj