Results 31 to 40 of about 257,407 (303)
Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [PDF]
تحقیقات مالی, 2020 Objective: The relationship between idiosyncratic volatility and expected return in finance has become a puzzle. While, based on modern portfolio theory, the relationship between risk and expected return is positive, many studies find a negative ...
Mehdi Asima, Reza Eyvazloo
doaj +1 more source
Volatility in the Italian Stock Market: an Empirical Study
, 1999 We study the volatility of the MIB30-stock-index high-frequency data from November 28, 1994 through September 15, 1995. Our aim is to empirically characterize the volatility random walk in the framework of continuous-time finance. To this end, we compute
Ball +11 more
core +3 more sources
Arthritis Care &Research, Accepted Article.Objective This study aimed to characterize cannabis product choices (cannabinoid content and formulation) among rheumatology patients, and their associations with patient factors, patient reported perceived side effects and positive impacts. Methods An online survey (delivered from March to November 2022) was distributed by Alberta Health Services to ...
Susan Zhang +10 more
wiley +1 more source
Maximum likelihood approach for several stochastic volatility models
, 2012 Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable.
Camprodon, Jordi, Perelló, Josep
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Zein‐Based Adhesives: Sustainable Extraction and Application in Bioadhesive Technologies
Advanced Engineering Materials, EarlyView.Zein is extracted from corn gluten meal using a simple and scalable process with high yield (~90%). The resulting protein is applied in bioadhesives modified with Ca2+ and Fe3+ ions, exhibiting substrate‐dependent adhesion. The findings demonstrate competitive bonding performance and highlight the role of ionic interactions in tuning adhesion ...
Paula Bertolino Sanvezzo +3 more
wiley +1 more source
Macroeconomic Volatility and its Significance to the Rising External Indebtedness of Nigeria
Maliye Çalışmaları Dergisi, 2021 The motivation of this study has been to identify the effects of the multidimensional perspectives of macroeconomic volatility on the growth of external debt in Nigeria from 1970 to 2018. Methodologically, the Auto-Regressive Distributed Lag (ARDL) model
Samson Adeniyi Aladejare
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Advanced Engineering Materials, EarlyView.Geometry‐driven thermal behavior in wire‐arc additive manufacturing (WAAM) influences microstructural evolution during nonequilibrium solidification of a chemically complex Fe–Cr–Nb–W–Mo–C nanocomposite system. By comparing different deposits configurations, distinct entropy–cooling rate correlations, segregation, and carbide evolution are revealed ...
Blanca Palacios +5 more
wiley +1 more source
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Financial Innovation, 2023 This paper is motivated by Bitcoin’s rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets.
Elie Bouri +2 more
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Photoswitchable Conductive Metal–Organic Frameworks
Advanced Functional Materials, EarlyView.A conductive material where the conductivity can be modulated remotely by irradiation with light is presented. It is based on films of conductive metal–organic framework type Cu3(HHTP)2 with embedded photochromic molecules such as azobenzene, diarylethene, spiropyran, and hexaarylbiimidazole in the pores.
Yidong Liu +5 more
wiley +1 more source
Investor sentiment, market volatility, and ESG Index dynamics: an empirical analysis
Cogent Economics & FinanceThis study integrates both traditional finance theory and behavioral finance to explore the impact of investor sentiment and market volatility on Environmental, Social and Governance (ESG) thematic indices in the Indian market. Using the India Volatility
Pushpa Negi +3 more
doaj +1 more source