Results 51 to 60 of about 255,661 (340)

Global Engagement and Returns Volatility [PDF]

, 2015
This paper finds that a greater reliance on foreign market sales increases the volatility of firms’ stock returns, using high-frequency data for publicly listed Japanese manufacturing firms over the period 2000–10. The two margins of global engagement we
Girma, S., Lancheros, S., Riaño, A.
core   +4 more sources

Finance-Growth Volatility Nexus: Evidence from Lebanon

Asian Economic and Financial Review, 2018
A generalized autoregressive conditional heteroskedasticity (GARCH) model incorporating shocks of financial deepening and growth variables in the variance equation of the other variable respectably is used to investigate whether there is a significant bi-directional spillover of shocks between the two variables in Lebanon.
Salah Abosedra, Bernard, Ben Sita
openaire   +1 more source

Copper‐based Materials for Photo and Electrocatalytic Process: Advancing Renewable Energy and Environmental Applications

Advanced Functional Materials, EarlyView.
Cu‐based catalysts as a cornerstone in advancing sustainable energy technologies are fully reviewed in this manuscript, highlighting their potential in photo‐ and electrocatalysis. It includes metallic copper, copper oxides, copper sulfides, copper halide perovskites, copper‐based metal–organic frameworks (MOFs), and covalent organic frameworks (COFs),
Jéssica C. de Almeida, Yanjie Wang, Thais A. Rodrigues, Paulo H. H. Nunes, Vagner R. de Mendonça, Paulo H. E. Falsetti, Leticia V. Savazi, Tao He, Alexandra V. Bardakova, Aida V. Rudakova, Jie Tian, Alexei V. Emeline, Osmando F. Lopes, Antonio Otavio T. Patrocínio, Jia Hong Pan, Caue Ribeiro, Detlef W. Bahnemann   +16 more
wiley   +1 more source

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Journal of Applied Mathematics, 2014
Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang   +2 more
doaj   +1 more source

Intraday return volatility in Saudi Stock Market: An evidence from Tadawul All Share Index [PDF]

Management Science Letters, 2019
The association between risk and return is a significant concept in finance that has been studied in the past to a large extent. The stock market volatility is closely associated with the risk.
Abdul Rahman Shaik, Abdul Malik Syed
doaj   +1 more source

Examining Herding Behaviour and Its Impact on Stock Market Volatility: Insights from Asian Economies

Jurnal Manajemen Teori dan Terapan, 2023
Objective: This study empirically investigates herding bias in six key Asian countries—Indonesia, Singapore, Taiwan, China, Hong Kong, and India—across different periods (pre-, during, and post-COVID-19).
Riza Patwarani, Zaafri Husodo
doaj   +1 more source

2D Multifunctional Spin‐Orbit Coupled Dirac Nodal Line Materials

Advanced Functional Materials, EarlyView.
A total of 473 nonmagnetic and antiferromagnetic 2D spin‐orbit coupled Dirac nodal line materials are screened, spanning 5 layer groups and 12 magnetic space groups. Furthermore, it integrates their topological properties with electride, multiferroic, and magnetic characteristics, revealing unique systems with expanded functionalities and promising ...
Weizhen Meng, Ying Liu, Jialin Gong, Yalong Jiao, Xiaoming Zhang, Wenxian Li, Zhenxiang Cheng, Tie Yang   +7 more
wiley   +1 more source

Kinetic Insights into Precursor‐Assisted Soft Sphere Close Packing Revealed by In Situ GISAXS with Implications for Gas Sensing

Advanced Functional Materials, EarlyView.
The versatile precursor‐assisted soft sphere close packing during slot‐die coating is investigated with in situ X‐ray scattering. The soft crystallization pathways towards a close packing involve multistep structural transitions such as surface nucleation, in‐plane, and out‐of‐plane crystallization.
Guangjiu Pan, Wenhe Xie, Suzhe Liang, Ting Tian, Shanshan Yin, Lixing Li, Altantulga Buyan‐Arivjikh, Jinsheng Zhang, Thomas Baier, Zhuijun Xu, Matthias Schwartzkopf, Sarathlal Koyiloth Vayalil, Stephan V. Roth, Yonghui Deng, Peter Müller‐Buschbaum   +14 more
wiley   +1 more source

Double Helical Plasmonic Antennas

Advanced Functional Materials, EarlyView.
Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin, Luka Zurak, Krzysztof Maćkosz, Lorenz Löffler, Victor Deinhart, Ivo Utke, Thorsten Feichtner, Katja Höflich   +7 more
wiley   +1 more source

Asymptotic equivalence for inference on the volatility from noisy observations

, 2011
We consider discrete-time observations of a continuous martingale under measurement error. This serves as a fundamental model for high-frequency data in finance, where an efficient price process is observed under microstructure noise.
Reiß, Markus
core   +1 more source