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
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
Closed‐Loop Recyclable High‐Performance Aerogels Derived from Polystyrene
Advanced Functional Materials, EarlyView.Upcycling of commercial polystyrene waste into closed‐loop recyclable high‐performance aerogels is presented. These PSAs are made from aminated PS waste using a dialdehyde crosslinker. The PSAs are highly porous, thermally superinsulating, and intrinsically hydrophobic.
Yufei Xiong +3 more
wiley +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
Near‐Infrared Circularly Polarized Electroluminescence with Switchable Handedness in Organic LEDs
Advanced Functional Materials, EarlyView.The first fully‐organic circularly polarized near‐infrared OLED, using a co‐assembled active layer of ITIC and a chiral inducer, exhibits dissymmetry values up to 0.074 and 1.65 Wsr−1m−2 radiance. The circular polarization sign can be switched by manipulating the position of the recombination zone, resulting in enhanced device performance and stability.
Francesco Zinna +4 more
wiley +1 more source
Diamonds and forward variance models [PDF]
arXiv, 2022 In this non-technical introduction to diamond trees and forests, we focus on their application to computation in stochastic volatility models written in forward variance form, rough volatility models in particular.
arxiv
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
MANAGING FINANCE INVESTMENT: FACTORS OF INVESTMENT APPEAL
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article discusses conditions of finance investment in the development of productive forces in Russia. Factors of investment appeal to global investors are shown.
Elena V. Semenkova
doaj +1 more source
Choosing the Right Return Distribution and the Excess Volatility Puzzle [PDF]
arXiv, 2020 Proponents of behavioral finance have identified several "puzzles" in the market that are inconsistent with rational finance theory. One such puzzle is the "excess volatility puzzle". Changes in equity prices are too large given changes in the fundamentals that are expected to change equity prices.
arxiv
Estimation of Historical volatility and Allocation strategies using Variance Swaps [PDF]
arXiv, 2022 In this memorie de fin d'etudes, we review some techniques to estimate historical volatility and to price Variance ...
arxiv