Results 261 to 270 of about 450,166 (309)

Combustion of Volatile Matter in Fluidized Beds

Industrial & Engineering Chemistry Research, 1980
The change of the volatiles burn-out time has been investigated for different particle sizes, superficial velocities, volatile matter content and masses charged. The results have shown that the volatiles take about 3–12 sec to burn for the particle size(1.52–3.06mm) and velocity range (0.38–0.58m/s) studied.
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Risk and Return in Stochastic Volatility Models: Volatility Feedback Matters!

SSRN Electronic Journal, 2007
We develop a model of stock return volatility that includes a positive risk-return relation, a significant volatility feedback effect and explains a rich set of empirical phenomena. It explains the negative correlation between returns and volatility we observe in stock data.
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Pairs trading: does volatility timing matter?

Applied Economics, 2015
Pairs trading is a dollar-neutral trading strategy. Using the components of two major stock indices, the S&P 500 and the Nikkei 225, this article deals with the performance of a pairs trading system based on various pairs selection methods (distance, stationarity, cointegration) over a 10-year period.
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Should Stochastic Volatility Matter to the Cost‐Constrained Investor?

Mathematical Finance, 2003
Significant strides have been made in the development of continuous‐time portfolio optimization models since Merton (1969). Two independent advances have been the incorporation of transaction costs and time‐varying volatility into the investor's optimization problem. Transaction costs generally inhibit investors from trading too often.
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Thermographic Measurements of Volatile Particulate Matter

SAE Technical Paper Series, 2015
<div class="section abstract"><div class="htmlview paragraph">Semi-volatile species in the exhaust can condense on the primary particulate matter (PM) forming significant secondary PM mass downstream<span class="xref">1</span>. We developed a new thermographic technique to measure the volatility of a particle population.
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Does Idiosyncratic Volatility Matter? New Zealand Evidence

Review of Pacific Basin Financial Markets and Policies, 2007
Standard asset pricing models ignore idiosyncratic risk. In this study, we examine if idiosyncratic or unique risk affects returns for New Zealand stocks using the factor portfolio mimicking approach of Fama and French (1993, 1996). We find evidence of a negative relationship between firm size and a stock's idiosyncratic volatility.
Drew, ME, Marsden, A, Veeraraghavan, M
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What matters for global food price volatility?

Empirical Economics, 2017
Applying ensemble empirical mode decomposition (EEMD) to the study of global food price volatility, this article decomposes an original food price series into a set of intrinsic mode functions, from high to low frequency, and a residual, which provides an explanation of how different factors contribute to each component of food price volatility. A time
Lafang Wang, Wenjing Duan, Dan Qu, Shaojun Wang   +3 more
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Idiosyncratic Volatility Matter? New Zealand Evidence

2004
Standard asset pricing models ignore idiosyncratic risk. In this study we examine if stock idiosyncratic or unique risk affects returns for New Zealand stocks using the factor portfolio mimicking approach of Fama and French (1993, 1996). We find evidence of a negative relationship between firm size and a stock’s idiosyncratic volatility.
Michael Drew, Alastair Marsden, Madhu Veeraraghavan   +2 more
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Volatile Matter of Pennsylvania Anthracite

Industrial & Engineering Chemistry, 1935
H. G. Turner, W. L. Keene
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Idiosyncratic Volatility Discount Dividend Matters

SSRN Electronic Journal, 2011
Robert Savickas, Bo Zhao
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