Effects of market sentiment in index option pricing: a study of CNX NIFTY index option [PDF]
This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is
Nagarajan, Thirukumaran +1 more
core
Establishing Atomic Coherence in Twisted Oxide Membranes Containing Volatile Elements
Twisted oxide membranes containing volatile elements often suffer from amorphous interfacial dead layers that suppress coupling. An oxygen‐annealing strategy establishes atomically coherent and chemically bonded interfaces in twisted NaNbO3 membranes, enabling coherent oxide moiré architectures in volatile‐element‐containing systems.
Young‐Hoon Kim +6 more
wiley +1 more source
COVID-19, Lockdowns and Herding Towards a Cryptocurrency Market-Specific Implied Volatility Index
Rubbaniy G, Polyzos S, Rizvi SKA.
europepmc +1 more source
The Information Content of Implied Volatility in the Hong Kong and Singapore Covered Warrants Markets [PDF]
This paper examines the informational content and predictive power of implied volatility over different forecasting horizons in a sample of European covered warrants traded in the Hong Kong and Singapore markets.
Ming-Hua Liu, Cheny Chen, Hoa Nguyen
core
Soft Skins With Reversible Thickness Morphing: Materials, Mechanisms, and Applications
Evolution of electronic skin (e‐skin) technologies toward adaptive, multifunctional soft skins. Phase I highlights early rigid and discrete sensory interfaces. Phase II shows the transition toward flexible, stretchable, and large‐area e‐skin. Phase III captures the emergence of computational e‐skin.
Oliver Ozioko +2 more
wiley +1 more source
Geopolitical risks and the spillover of food market risks: case analysis of the Chinese grain market. [PDF]
Li J, Yang Y.
europepmc +1 more source
Chloride Ions: Essential Agents for Achieving Spontaneous Delamination of MXene
This work first identifies chloride ions as essential agents for spontaneous MXene delamination. Without Cl−, etched Ti3C2Tx remains multilayered; with Cl−, interlayer modification enables Li+ intercalation and osmotic swelling. The SPEED process couples HF‐assisted Al extraction, Cl−‐mediated interlayer expansion, and Li+‐driven swelling to produce ...
Sukhyeun Jang +11 more
wiley +1 more source
Reliable Hardware Sensor and Large Language Model Fusion for Intelligent Short-Term Market Risk Sensing and Prediction. [PDF]
Zhou Z +6 more
europepmc +1 more source
The transition from cryogenic distillation to polymeric sorbents for light hydrocarbon purification is crucial for energy and environmental sustainability. The polymeric sorbents are engineered to separate gas mixtures based on their specific properties.
Kelechi Festus +9 more
wiley +1 more source
Creating an interdisciplinary, modular, and policy-oriented county-level mental health index for the United States. [PDF]
Datzman J, Allen-Moi G.
europepmc +1 more source

