Results 121 to 130 of about 37,989 (306)
Coupling Index and Stocks [PDF]
In this paper, we are interested in continuous time models in which the index level induces some feedback on the dynamics of its composing stocks. More precisely, we propose a model in which the log-returns of each stock may be decomposed into a systemic
Mohamed Sbai, Benjamin Jourdain
core
Advanced Healthcare Materials, EarlyView.Surface‐host dialogue at the implant interface governs biological fate and osseointegration. Surface physicochemical properties of titanium (Ti) dental implants, including microgrooves, nanopatterns, nanotopography, roughness, and wettability, modulate the initial adsorption of proteins and the formation of a dynamic biointerface.
Daniela Moreira Cunha +9 more
wiley +1 more source
Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing
Advanced Materials, EarlyView.This work has provided a protocol for fabricating retinomorphic phototransistors by integrating ferroelectric ligands with quantum dots. The resulting device combines ferroelectricity, optical responsiveness, and low‐power operation to enable adaptive signal amplification and high recognition accuracy under low‐light conditions, while supporting ...
Tingyu Long +26 more
wiley +1 more source
Do Individual Index Futures Investors Destabilize the Underlying Spot Market? [PDF]
This paper investigates the impact of introducing index futures trading on the volatility of the underlying stock market. We exploit a unique institutional setting in which presumably uninformed individuals are the dominant trader type in the futures ...
Christian A. Salm +2 more
core
Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application
Advanced Materials, EarlyView.This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong +12 more
wiley +1 more source
Commodity Price Volatility: The Impact of Commodity Index Traders
index, traders, commodity, price, volatility, Agricultural and Food Policy, Demand and Price Analysis, Marketing,
Weersink, Alfons, Hailu, Getu
core
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility [PDF]
In this paper, we provide evidence on two alternative mechanisms of interaction between returns and volatilities: the leverage effect and the volatility feedback effect.
Jean-Marie Dufour +2 more
core
Strain Engineering of Magnetoresistance and Magnetic Anisotropy in CrSBr
Advanced Materials, EarlyView.Biaxial compressive strain significantly enhances magnetoresistance and critical saturation fields in thin flakes of the 2D magnet CrSBr, along all three crystallographic axes. First‐principles calculations link these effects to strain‐induced increases in exchange interactions and magnetic anisotropy.
Eudomar Henríquez‐Guerra +19 more
wiley +1 more source
Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note [PDF]
In an earlier paper we adopted a Bi-variate BEKK-GARCH framework and employed a systematic approach to examine structural breaks in the Hang Seng Index and Index Futures market volatility.
Siu Pang Au-Yeung, Gerard Gannon
core
The Predictive Value of Investor Sentiment Index on the Volatility of the Malaysian Stock Market
Asian Journal of Accounting Perspectives, 2016 Motivated by evidence that excess volatility could not be explained by the present standard value efficient market models coupled with the irrational behavioural anomaly observed in the Malaysian stock market, this study aims to construct the investors ...
Nathrah Yacob +2 more
doaj +2 more sources