Results 71 to 80 of about 13,916 (262)
International Journal of Financial StudiesWe apply rolling-window econometric methods, including GARCH(1,1) estimation, Bai–Perron structural break detection, CUSUM stability testing, and Granger causality analysis in bivariate VAR frameworks, to analyze the temporal dynamics of market ...
Petar Zhivkov +2 more
doaj +1 more source
Advanced Science, EarlyView.Monolithically integrated Sb2S3 on industry‐compatible textured silicon for tandem photoelectrochemical hydrogen evolution coupled with iodide oxidation. ABSTRACT Solar‐driven photoelectrochemical (PEC) production of chemical fuels such as hydrogen is a viable solution to address climate neutrality objectives.
Jihong Min +13 more
wiley +1 more source
Liquidity Recovery Dynamics Following Volatility Shocks: Evidence from an Emerging Equity Market
International Journal of Financial StudiesUnderstanding how quickly trading liquidity recovers after volatility shocks is central to evaluating market resilience and trading costs in financial markets.
Ashok Kumar Panigrahi +2 more
doaj +1 more source
Essays on market microstructure
This dissertation presents three studies on financial market microstructure. The first investigates the impact of the Markets in Financial Instruments Directive II (MiFID II) on European equity markets. The second evaluates the revised WM/Refinitiv (WM/R) 4 pm FX benchmark methodology, introduced in 2015 and debated for further revision.
openaire +1 more source
Structural Colors from Modulated Topological Defects in Molecular Smectic Liquid Crystals
Advanced Science, EarlyView.Rather than using dyes and pigments, nature produces the colors of some butterflies and beetles through optical interference phenomena. This study describes an original biomimetic strategy exploiting the spontaneous formation of modulated linear defects in thin films of 8CB, a common molecular liquid crystal.
Camille N. Mahyaoui +7 more
wiley +1 more source
Informed Trading and the Price Effect of Block Trading Using Market Microstructure Models [PDF]
فصلنامه بورس اوراق بهادارIntroduction: This study examines the use of private information by informed traders and the impact of block trades on stock price volatility in the Iranian Capital Market.
Reza Eivazlou +2 more
doaj +1 more source
Advanced Science, EarlyView.Metal‐anode batteries using Li, Na, Mg, and Ca offer exceptionally high energy density, but dendrites, unstable interphases, cracking, and pore formation hinder durability and safety. This review shows how careful electrolyte and interphase design can stabilize these reactive metals.
Jian Pan +3 more
wiley +1 more source
The adverse selection component for the bid-ask spread: A revision of its estimation models
Management Letters/Cuadernos de Gestión, 2005 One of the main interests of market microstructure is the estimation of the bid–ask spread componentsfrom financial data, specially the adverse selection component given the implications of its own existence. As aresult, several empirical models based on
ANA M.ª IBÁÑEZ +2 more
doaj
Advanced Science, EarlyView.Phosphorus‐rich MgP4 is introduced as a high capacity anode for sodium‐ion batteries (SIBs) via hybrid carbon matrix engineering. A sequential CNT/G assembly forms a conductive and mechanically robust network, delivering a high reversible capacity of 1386 mAh g−1 while stabilizing alloying reactions.
Sion Ha +6 more
wiley +1 more source
Advanced Science, EarlyView.Converting CO2 into advanced carbon materials capable of meeting the rapid lithium storage demands of lithium‐ion batteries creates a mutually beneficial scenario for both energy and environmental sectors. Here, we propose a stepwise CO2 electrolysis approach to transform dilute CO2 into interlayer‐expanded graphite using molten salt electrolyzers ...
Hao Zha +8 more
wiley +1 more source