Results 81 to 90 of about 727,591 (368)
SSRN Electronic Journal, 2013 We examine whether fundamental measures of volatility are incremental to market based measures of volatility in (i) predicting bankruptcies (out of sample), (ii) explaining cross-sectional variation in credit spreads, and (iii) explaining future credit excess returns.
Correia, Maria +2 more
openaire +4 more sources
Advanced Engineering Materials, EarlyView.Developing process parameters for the laser‐based Powder Bed Fusion of metals can be a tedious task. Based on melt pool depth, the process parameters are transferable to different laser scan speeds. For this, understanding the melt pool scaling behavior is essential, particularly for materials with high thermal diffusivity, as a change in scaling ...
Markus Döring +2 more
wiley +1 more source
, 2002 The costs associated with compiling data on employee stock option portfolios is a substantial obstacle in investigating the impact of stock options on managerial incentives, accounting choice, financing decisions, and the valuation of equity.
W. Guay, J. Core
semanticscholar +1 more source
Oxide‐Based Ceramic Matrix Composites for High‐Temperature Environments: A Review
Advanced Engineering Materials, EarlyView.This review examines oxide‐based ceramic matrix composites, focusing on their processing, composition, and mechanical properties for high‐temperature applications. Key topics include oxidation resistance, failure mechanisms, and corrosion behavior, with insights into their potential use in aerospace, nuclear power, and other high‐performance industries.
Karthikeyan Ramachandran +2 more
wiley +1 more source
You Need Three Butterflies to Cause a Hurricane
Scientific Annals of Economics and Business, 2020 The aim of this study is verifying the impact of high volatility, scarce liquidity and stop-loss orders on abnormal events like the May 6, 2010 Flash Crash. The paper assumes those three factors to be the main drivers, proposes a mathematical model based
Gianluca Piero Maria Virgilio
doaj +1 more source
Volatility has to be rough [PDF]
arXiv, 2020 First, we give an asymptotic expansion of short-dated at-the-money implied volatility that refines the preceding works and proves in particular that non-rough volatility models are inconsistent to a power law of volatility skew. Second, we show that given a power law of volatility skew in an option market, a continuous price dynamics of the underlying ...
arxiv
Advanced Engineering Materials, EarlyView.Hybrid materials enable high‐performance components but are challenging to process. This study explores an inductive heating concept with spray cooling for steel–aluminum specimens in a two‐step process including friction welding and cup backward extrusion.
Armin Piwek +7 more
wiley +1 more source
FOREIGN INSTITUTIONAL OWNERSHIP ANDSTOCK RETURN VOLATILITY IN INDONESIA
Jurnal Keuangan dan Perbankan, 2015 This paper examines the impact of foreign institutional ownership on contemporaneous stock return volatility in Indonesia. In this study, return volatility is measured as standard deviation of daily stockreturns.
Irwan Adi Ekaputra
doaj
Assessment of the banking system financial stability based on the differential approach [PDF]
Banks and Bank Systems, 2018 In this paper, the banking system financial stability is assessed based on the differential approach. The differential approach provides for taking into account the specificity of the banking system structural organization (from the standpoint of the ...
Anzhela Kuznyetsova +1 more
doaj +1 more source
Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring [PDF]
, 2016 This paper discusses a novel explanation for asymmetric volatility based on the anchoring behavioral pattern. Anchoring as a heuristic bias causes investors focusing on recent price changes and price levels, which two lead to a belief in continuing trend and mean-reversion respectively.
arxiv +1 more source