Results 181 to 190 of about 3,181,879 (366)
An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity
, 2009 Joseph Engelberg +2 more
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, 2009 In this paper, we have studied market behavioral (market friendly) pairs trading. The idea in pairs trading is basically to determine the long run relationships between the prices of two financial assets, and take the advantage of the short run deviations from this relationship.
openaire +2 more sources
Advanced Functional Materials, EarlyView.A dual‐binder dry‐processed electrode (DB‐DPE) combining PTFE and PVDF with a nanostructured Al current collector (NSA) forms a mechanically interlocked interface that significantly improves adhesion and reduces interfacial resistance. With an active material content as high as 96 wt.%, the NSA‐based DB‐DPE enables high‐mass‐loading operation (12.5 mAh
Seok Yun Kim +4 more
wiley +1 more source
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages [PDF]
, 2021 Gianna Figà‐Talamanca +2 more
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Electroactive Liquid Crystal Elastomers as Soft Actuators
Advanced Functional Materials, EarlyView.Electroactive liquid crystal elastomers (eLCEs) can be actuated via electromechanical, electrochemical, or electrothermal effects. a) Electromechanical effects include Maxwell stress, electrostriction, and the electroclinic effect. b) Electrochemical effects arise from electrode redox reactions.
Yakui Deng, Min‐Hui Li
wiley +1 more source
Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System (Subsequently published in "Journal of the Japanese and International Economies", Volume 20, Issue 4, December 2006, pp. 637-664. ) [PDF]
This paper examines intra-day patterns of the exchange rate behavior, using the "firm" bid-ask quotes and transactions of USD-JPY (Alec: The EBS notations define the base currency as the first currency in the name of the currency pair.
Takatoshi Ito, Yuko Hashimoto
core
Advanced Functional Materials, EarlyView.Bioinspired bromination of a resilin‐derived peptide enables the fabrication of electrospun nanofibrous scaffolds that uniquely combine strain‐stiffening elasticity, proteolytic stability, and antioxidant functionality. These brominated peptide–gelatin hybrids mimic the extensibility of natural elastomers, demonstrating tunable mechanical resilience ...
Elisa Marelli +6 more
wiley +1 more source
A Study on Causal Relationship between Spot Return and Future Return of GBP/INR Currency Pair Traded in India [PDF]
, 2013 Raghavendra R. H. Raghu +1 more
openalex
Loss protection in pairs trading through minimum profit bounds: A cointegration approach [PDF]
, 2006 Yan‐Xia Lin +2 more
openalex +1 more source