Results 151 to 160 of about 1,041,681 (327)
Stock returns, volume and stock price volatility : An empirical firm-level analysis [PDF]
, 2002 This paper examines the relation between stock returns and stock market volatility in an autoregressive conditional heteroskedasticity model framework.
Jurgen Schraepen
core +1 more source
Designing of Self‐Dispersing Soft Dendritic Microcleaners for Microplastics Capture and Recovery
Advanced Functional Materials, EarlyView.The capture and recovery of microplastics from open aquatic systems is a complex problem, which necessitates nontrivial solutions. The principles of a comprehensive multistage process based on sustainably sourced microcleaners with hierarchical morphology are demonstrated.
Haeleen Hong +3 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A lack of standard approaches for testing and reporting the performance of metal halide perovskites and organic semiconductor radiation detectors has resulted in inconsistent interpretation of performance parameters, impeding progress in the field. This Perspective recommends key metrics and experimental details, which are suggested for reporting in ...
Jessie A. Posar +8 more
wiley +1 more source
Hedging with Stochastic and Local Volatility [PDF]
We derive the local volatility hedge ratios that are consistent with a stochastic instantaneous volatility and show that this ‘stochastic local volatility’ model is equivalent to the market model for implied volatilities.
Carol Alexander, Leonardo M. Nogueira
core
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
Dispersion and Volatility in Stock Returns: An Empirical Investigation [PDF]
This paper studies three different measures of monthly stock market volatility: the time-series volatility of daily market returns within the month; the cross-sectional volatility or 'dispersion' of daily returns on industry portfolios, relative to the ...
John Y. Campbell, Martin Lettau
core
Carbon Nanotube 3D Integrated Circuits: From Design to Applications
Advanced Functional Materials, EarlyView.As Moore's law approaches its physical limits, carbon nanotube (CNT) 3D integrated circuits (ICs) emerge as a promising alternative due to the miniaturization, high mobility, and low power consumption. CNT 3D ICs in optoelectronics, memory, and monolithic ICs are reviewed while addressing challenges in fabrication, design, and integration.
Han‐Yang Liu +3 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Geometric multi‐bit patterning based on dynamic wetting and dewetting phenomena creates roulette‐like Physical Unclonable Function (PUF) labels with stochastic yet deterministic properties. This method leverages the solutal‐Marangoni effect for high randomness while achieving deterministic multinary patterns through polygonal confinement of binary ...
Yeongin Cho +8 more
wiley +1 more source
The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps [PDF]
We study the relation between realized and implied volatility in the bond market. Realized volatility is constructed from high-frequency (5-minute) returns on 30 year Treasury bond futures.
Bent Jesper Christensen +2 more
core
Advanced Functional Materials, EarlyView.Faradaic charging with bromine redox chemistry shows promise for energy storage, yet its efficient use in aqueous electrolytes is hindered by water decomposition and polybromides' cross‐diffusion, leading to suboptimal cell performance. This study introduces a tetrabutylammonium bromide‐based hydrated deep eutectic electrolyte with optimized water ...
Tae Pyeong Eom +4 more
wiley +1 more source