Study of the behaviour of artificial radioactive aerosols. Applications to some problems of atmospheric circulation (1963); Etude du comportement dcs aerosols radioactifs artificiels. Applications a quelques problemes de circulation atmospherique (1963)

Energy Technology Data Exchange (ETDEWEB)

Lambert, G. [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1963-11-15

The aim of this work, consists in the examination of the behaviour of radioactive aerosols produced in the atmosphere by nuclear explosions, in order to deduce the most general laws governing atmospheric circulation and diffusion. After having given a general table of the radioactive aerosols present the authors consider the validity and the precision of the measurement methods and the concentration of the aerosols at ground level and in the upper atmosphere, as well as their deposition on the ground. The existence is thus demonstrated of a tropospheric equatorial barrier and of discontinuous and seasonal aspects of stratosphere-troposphere transfers. The role is shown of precipitations and dry auto-filtration in the lower atmosphere cleaning processes. This work makes it possible to describe the general behaviour of dust from the stratosphere, and to improve the total radioactive contamination of the globe. (author) [French] L'objectif de ce travail consiste a examiner le comportement des aerosols radioactifs introduits dans l'atmosphere par les explosions nucleaires, pour en deduire les lois les plus generals de la circulation et diffusion atmospheriques. Apres avoir dresse un tableau d'ensemble des aerosols radioactifs presents, on examine la validite et la precision des methodes de mesure de leur concentration, au niveau du sol et en haute atmosphere, ainsi que de leur depot a la surface du sol. On met ainsi en evidence l'existence d'une barriere equatoriale tropospherique; l'aspect discontinu et saisonnier des transferts stratosphere-troposphere; le role des precipitations et de l'auto-filtration seche, dans les processus de nettoyage de la basse atmosphere. Ces etudes permettent de decrire le comportement general des poussieres d'origine stratospherique et d'ameliorer le bilan de la contamination radioactive du globe. (auteur)

Observation of Au + Au → Au + Au + ρ0 and Au + Au → Au* + Au* + ρ0 with STAR

International Nuclear Information System (INIS)

Spencer, K.

2002-01-01

First observation of the reactions Au + Au → Au + Au + ρ 0 and Au + Au → Au* + Au* + ρ 0 with the STAR detector are reported. The ρ are produced at small perpendicular momentum, as expected if they couple coherently to both nuclei. Models of vector meson production and the correlation with nuclear breakup are discussed, as well as a fundamental test of quantum mechanics that is possible with the system. (author)

Tests of the use of cation exchange organic resins for the decontamination of radioactive aqueous effluents; Essais d'emploi des resines organiques echangeuses de cations pour la decontamination des effluents aqueux radioactifs

Energy Technology Data Exchange (ETDEWEB)

Bourdrez, Jean; Girault, Jacques; Wormser, Gerald

1962-12-14

The authors report tests performed in laboratory and results obtained during an investigation of the use of synthetic ion exchangers for the decontamination of radioactive effluents of moderate activity level and with a non neglectable salt loading. Resins are used under sodium form and regenerated after each fixing operation. Once decontaminated and free of its disturbing ions, the regenerating agent (NaCl) is used for several operations. The authors present the used resins, the treated effluents, describe the tests, and discuss the obtained results [French] Dans ce rapport nous faisons le point des essais et resultats obtenus au laboratoire au cours d'une etude concernant l'utilisation des echangeurs d'ions synthetiques pour la decontamination des effluents radioactifs de niveau d'activite moyenne et de charge en sels non negligeable. Les resines sont employees sous forme sodique et regenerees apres chaque operation de fixation. Le regenerant decontamine et debarrasse de ses ions genants est utilise pour plusieurs operations d'elution. Les seuls residus a stocker proviennent d'une part eventuellement d'un pretraitement de l'effluent, d'autre part, dans tous les cas des precipites consecutifs a la purification de l'eluant dont le traitement chimique est plus aise et donne lieu a des boues beaucoup moins volumineuses qu'une coprecipitation effectuee sur la totalite de l'effluent. (auteurs)

Comparison of methods for measuring the ion exchange capacity of a soil. Development of a quick method; Comparaison des methodes de mesure de la capacite d'echange d'ions d'un sol. Mise au point d'une methode rapide

Energy Technology Data Exchange (ETDEWEB)

Amavis, R [Commissariat a l' Energie Atomique, Saclay (France).Centre d' Etudes Nucleaires

1959-07-01

In the course of a study on the movement of radioactive ions in soil we had to measure the cationic exchange capacity of various soil samples, this parameter being one of the most important in the appreciation of the extent of fixation of radioactive ions in the ground. The object of this report is to describe the various methods used and to compare the results obtained. A colorimetric method, using Co(NH{sub 3}){sub 6}{sup 3+} as exchangeable ion, was developed. It gives results comparable to those obtained with conventional methods, whilst considerably reducing the time necessary for the operations. (author) [French] A l'occasion de l'etude du mouvement des ions radio-actifs dans un sol, nous avons ete amenes a mesurer la capacite d'echange cationique de differents echantillons de sols; ce parametre etant un des plus importants pour apprecier la valeur de la fixation des ions radioactifs dans un terrain. L'objet de ce rapport est d'exposer les diverses methodes utilisees et de comparer les resultats obtenus. Une methode calorimetrique, utilisant Co(NH{sub 3}){sub 6}{sup 3+} comme ion echangeable, a ete mise au point: elle donne des resultats comparables a ceux obtenus avec les methodes habituelles et permet de reduire considerablement la duree des manipulations. (auteur)

Ultra-relativistic Au+Au and d+Au collisions:

Science.gov (United States)

Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Chai, Z.; Decowski, M. P.; García, E.; Gburek, T.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Hauer, M.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Seals, H.; Sedykh, I.; Skulski, W.; Smith, C. E.; Stankiewicz, M. A.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tang, J.-L.; Tonjes, M. B.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Vaurynovich, S. S.; Verdier, R.; Veres, G. I.; Wenger, E.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wuosmaa, A. H.; Wysłouch, B.

In this talk I will review PHOBOS data on charged particle multiplicities, obtained in Au+Au and d+Au collisions at RHIC. The general features of the Au+Au pseudorapidity distributions results will be discussed and compared to those of /line{p}p collisions. The total charged particle multiplicity, scaled by the number of participant pairs, is observed to be about 40% higher in Au+Au collisions than in /line{p}p and d+Au systems, but, surprisingly at the same level of e+e- collisions. Limiting fragmentation scaling is seen to be obeyed in Au+Au collisions.

Containment of Radioactive Waste for Sea Disposal and Fisheries Off the Canadian Pacific Coast; La Mise en Recipients des Dechets Radioactifs en Vue de leur Elimination dans la Mer et la Protection des Pecheries Operant au Large de la Cote Canadienne de l'Ocean Pacifique; 0423 0414 0414 ; Confinamiento de Desechos Radiactivos para su Evacuacion en el Mar, en Relacion con las Pesquerias de la Costa Canadiense del Pacifico

Energy Technology Data Exchange (ETDEWEB)

Waldichuk, Michael [Fisheries Research Board of Canada Biological Station, Nanaimo, BC (Canada)

1960-07-01

1946 a 1957 inclusivement, on a immerge, au large de la cote de Californie, un total de 16.288 bidons de 230 litres environ, remplis de dechets a faible radioactivite. Au cours de ces operations d'evacuation dans les eaux des Etats-Unis, on s'est efforce d'observer deux criteres principaux: 1) assurer la securite des manipulations entre la source des dechets et le lieu d'evacuation et 2) d'engloutir de facon appropriee les dechets dans la mer. Aucune condition n'a ete fixee au sujet de l'integrite du recipient ou du contenu, une fois parvenus dans les profondeurs de la mer. Le memoire expose d'autres methodes pour renfermer des dechets radioactifs qui ont ete utilisees ou suggerees precedemment: mise en recipients metalliques, adsorption sur de l'argile et integration dans du verre. Afin de rendre les dechets radioactifs inoffensifs pour les poissons et autres organismes aquatiques, il faut 1) soit les isoler du milieu environnant, 2) soit les disperser afin d'abaisser leur radioactivite a, la concentration autorisee. Il a ete propose, pour isoler les dechets du milieu environnant, de les placer dans un recipient spherique construit selon un plan approprie, scelle hermetiquement et capable de resister a de hautes pressions; il servirait pour l'elimination des dechets solides a radioactivite faible ou moyenne. Les poissons peuvent etre affectes par les dechets radioactifs de plusieurs manieres : 1) par rayonnement direct des matieres radioactives eliminees; ' 2) par ingestion d'organismes alimentaires contenant des radioisotopes concentres ; 3) par irradiation de l'eau contenant des ions ou particules radioactifs et 4) par contamination, au contact de matieres riches en radioisotopes precipitees en profondeur. L'auteur pense qu'il est bon de poursuivre les recherches avant d'autoriser l'elimination en grand des dechets radioactifs dans la mer. (author) [Spanish] Los desechos de baja radiactividad suelen ser, por lo general, basuras de laboratorio contaminadas, piezas de

The Differences Between Stock Splits and Stock Dividends

DEFF Research Database (Denmark)

Bechmann, Ken L.; Raaballe, Johannes

It is often asserted that stock splits and stock dividends are purely cosmetic events. However, many studies have documented several stock market effects associated with stock splits and stock dividends. This paper examines the effects of these two types of events for the Danish stock market...... different. Second, the positive stock market reaction is closely related to associated changes in a firm's payout policy, but the relationship varies for the two types of events. Finally, there is only very weak evidence for a change in the liquidity of the stock. On the whole, after controlling...... for the firm's payout policy, the results suggest that a stock split is a cosmetic event and that a stock dividend on its own is considered negative news....

A contribution to the study of radioactive waste dilution in the Rhone involving tests with a rhodamine B tracer; Contribution a l'etude de la dilution des effluents radioactifs dans le Rhone par le rejet experimental de rhodamine B

Energy Technology Data Exchange (ETDEWEB)

Rodier, J.; Marichal, M. [Commissariat a l' energie atomique et aux energies alternatives - CEA, Centre de production de plutonium de Marcoule, Service de protection contre les radiations (France)

1961-07-01

The process whereby waste from the Marcoule plant mixes with the water in the Rhone was followed in tests with rhodamine as a chemical tracer. Satisfactory dispersion was noted less than 4 km downstream from the waste discharge duct outlet, and the degree of homogeneity was considered to be satisfactory at the bridge of Roquemaure, und perfect at Avignon. This investigation not only revealed a complete absence of any preferential flow paths containing high radioactive waste concentrations, but it also enabled the most representative points to be selected at which to take Rhone water samples during future radioactive waste discharges. Reprint of a paper published in 'La Houille Blanche' N. 5 - Aug 196, p. 636-641 [French] L'emploi de la rhodamine comme traceur chimique a permis de suivre l'evolution du melange des effluents du Centre de Marcoule aux eaux du Rhone. La dispersion est deja satisfaisante a moins de 4 km en aval de la conduite des rejets, et l'homogeneite peut etre consideree comme atteinte au pont de Roquemaure et parfaite a Avignon. Cette etude a montre que les veines preferentielles ou se concentrait l'ecoulement des effluents radioactifs n'existent pas. Elle a permis de preciser en outre les emplacements les plus representatifs des points d'echantillonnage des eaux du Rhone au cours des rejets. Reproduction d'un article publie dans 'La houille blanche' N. 5 - Aug 196, p. 636-641.

Magnetic susceptibilities of liquid Cr-Au, Mn-Au and Fe-Au alloys

Energy Technology Data Exchange (ETDEWEB)

Ohno, S.; Shimakura, H. [Niigata University of Pharmacy and Applied Life Sciences, Higashijima, Akiha-ku, Niigata 956-8603 (Japan); Tahara, S. [Faculty of Science, University of the Ryukyus, Nishihara-cho, Okinawa 903-0213 (Japan); Okada, T. [Niigata College of Technology, Kamishin’eicho, Nishi-ku, Niigata 950-2076 (Japan)

2015-08-17

The magnetic susceptibility of liquid Cr-Au, Mn-Au, Fe-Au and Cu-Au alloys was investigated as a function of temperature and composition. Liquid Cr{sub 1-c}Au{sub c} with 0.5 ≤ c and Mn{sub 1-c}Au{sub c} with 0.3≤c obeyed the Curie-Weiss law with regard to their dependence of χ on temperature. The magnetic susceptibilities of liquid Fe-Au alloys also exhibited Curie-Weiss behavior with a reasonable value for the effective number of Bohr magneton. On the Au-rich side, the composition dependence of χ for liquid TM-Au (TM=Cr, Mn, Fe) alloys increased rapidly with increasing TM content, respectively. Additionally, the composition dependences of χ for liquid Cr-Au, Mn-Au, and Fe-Au alloys had maxima at compositions of 50 at% Cr, 70 at% Mn, and 85 at% Fe, respectively. We compared the composition dependences of χ{sub 3d} due to 3d electrons for liquid binary TM-M (M=Au, Al, Si, Sb), and investigated the relationship between χ{sub 3d} and E{sub F} in liquid binary TM-M alloys at a composition of 50 at% TM.

Review of the incineration of 500 tonnes of radio-active residues; Bilan de l'incineration de 500 tonnes de residus radioactifs

Energy Technology Data Exchange (ETDEWEB)

Rodier, J; Seyfried, P; Charbonneaux, M [Commissariat a l' Energie Atomique, Chusclan (France). Centre de Production de Plutonium de Marcoule

1969-07-01

During its first five years operation, the incinerator at the Marcoule Centre has burnt almost 500 tonnes of radio-active residues. Improvements in some of the details of the process have been made during this period; they concern the nature of the materials involved. The technical and radiological results for the installation are very favorable, and have made it possible to maintain a high charge factor.Although the overall economic results are not advantageous in the case of ungraded solid residues this method represents nevertheless the best available for eliminating oils, solvents, wood and dead animals. It can also be of use furthermore each time that a dilution in the atmosphere can advantageously be used as a method of disposing of certain radio elements such as tritium or carbon 14 in the form of gases or vapours. (author) [French] L'incinerateur du Centre de Marcoule a brule, durant les 5 premieres annees de fonctionnement, pres de 500 tonnes de residus radioactifs. Les ameliorations de detail realisees au cours de cette periode ont porte sur la nature des materiaux employes. Les bilans techniques et radiologiques de l'installation sont tres favorables et ont permis de maintenir un facteur de charge eleve. Si le bilan economique n'est pas favorable a l'incineration des residus solides 'tout venant' cette methode constitue cependant la solution ideale pour l'elimination des huiles, des solvants, du bois et des cadavres d'animaux. En outre, elle peut etre interessante chaque fois que la dilution dans l'atmosphere peut etre avantageusement mise a profit pour rejeter certains radioelements tels que le tritium ou le carbone 14 sous forme de gaz ou de vapeurs. (auteur)

The use of 65Zn in the study of Heliothis armigera larva's behavior on tomatoes

International Nuclear Information System (INIS)

Saour, George.

1987-01-01

Short communication. A summary of a DEA report submitted under the title ''Etude au moyen du Zinc Radioactif 65 Zn du comportement des chenilles d'Heliothis armigera hubner (Lepidoptera, Noctuidae) sur Tomate.'' Univ. de Droit d'Economie et des Sciences d'Aix-Marseille-III. Faculte des Sciences et Techniques de Saint-Jerome. INRA-MONTEAVET, Station de Zoologie

Price Earnings Ratio and Stock Return Analysis (Evidence from Liquidity 45 Stocks Listed in Indonesia Stock Exchange

Directory of Open Access Journals (Sweden)

Liem Pei Fun

2012-01-01

Full Text Available Price to Earnings Ratio (PE Ratio has been broadly used by analysts and investors for stock selection. Stocks with low PE ratio are perceived as having cheaper current price hence expected to generate higher return in subsequent period. This paper aims to examine predictability of stock return using PE Ratio based on historical relationship between PE Ratio and subsequent stock return. Particularly, it seeks to find whether stocks with high PE Ratio followed by low stocks return and on the contrary, stocks with low PE Ratio followed by high stocks return. Using stocks which are included as member of Liquidity 45 and observation period 2005-2010 as samples, results show that there is significance difference between low PE and high PE portfolio stock return in short term (holding period of 6 months but there is no significance difference between both portfolio stock return if they are hold for one, two, three, and four years. This research also finds that there is no significant relationship between stock return and (trailing PE Ratio which suggests that (trailing PE Ratio is not useful in estimating both short term and long term stock returns

Magnetic properties of a Cr trimer on Au(1 1 1) surface

International Nuclear Information System (INIS)

Antal, A.; Udvardi, L.; Ujfalussy, B.; Lazarovits, B.; Szunyogh, L.; Weinberger, P.

2007-01-01

A Cr trimer on Au(1 1 1) surface has been studied by means of a relativistic Green's function embedding technique [B. Ujfalussy, B. Lazarovits, L. Szunyogh, G.M. Stocks, P. Weinberger, Phys. Rev. B 70 (2004) 100404(R)]. In terms of the magnetic force theorem we fit parameters of an extended Heisenberg model. We then solve the Landau-Lifshitz-Gilbert equations in order to find the ground-state and to study the spin-dynamical properties of the cluster

Results of concentration measurements of artificial radioactive aerosols in the lower atmosphere; Resultats des mesures de concentration, dans la basse atmosphere, des aerosols radioactifs artificiels

Energy Technology Data Exchange (ETDEWEB)

Ardouin, B; Jehanno, C; Labeyrie, J; Lambert, G; Tanaevsky, O; Vassy, E [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1963-07-01

This report gives the results of the measurements of artificial gross-{beta}-radioactivity in aerosols in the lower atmosphere; these measurements have been made by the Electronic Physics Service of the Electronic Department, and by the Atmospheric Physics Laboratory of the Paris Science Faculty. The measurements were begun in September 1956 and were continued in an increasing number of stations both in France and in the rest of the world. The present report deals with the period up to the end of august 1961, that is up to the end of the nuclear moratorium. After recalling the constitution and the properties of radioactive aerosols present in the atmosphere, the authors describe the measurement methods, estimate their accuracy and discuss various aspects of the results. (authors) [French] Ce rapport contient les resultats des mesures de radioactivite {beta} globale d'origine artificielle des aerosols dans la basse atmosphere, effectuees conjointement par le Service d'Electronique Physique du Departement d'Electronique et le Laboratoire de Physique de l'Atmosphere de la Faculte des Sciences de Paris. Les mesures ont commence en septembre 1956 et ont ete poursuivies dans un nombre croissant de stations, tant en France que dans le reste du monde. Le present rapport s'arrete a la fin aout 1961, c'est-a-dire au moment de la reprise des essais nucleaires. Apres avoir rappele la constitution et les proprietes des aerosols radioactifs presents dans l'atmosphere, les auteurs indiquent les methodes de mesure utilisees, evaluent leur precision et discutent les differents aspects des resultats de leurs mesures. (auteurs)

Analytical chemistry equipment for radioactive products; Installation de chimie analytique pour produits radioactifs

Energy Technology Data Exchange (ETDEWEB)

Douis, M; Guillon, A; Laurent, H; Sauvagnac, R [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1959-07-01

The report deals with a shielded enclosure, hermetic, for analytical examination and handling of radioactive products. Remote handling for the following is provided: pipette absorption - weighing - centrifuging - desiccation - volumetric - pH measurement - potentiometric - colorimetric - polarographic. The above list is not restrictive: the enclosure is designed for the rapid installation of other equipment. Powerfully ventilated and screened to 400 m-curies long life fission product levels by 5 cm of lead, the enclosure is fully safe to the stated level. (author) [French] La presente communication decrit une enceinte etanche et blindee permettant un travail et un controle analytique sur des produits radioactifs. Les techniques suivantes sont adaptees pour une manipulation a distance: pipettage, pesees, centrifugation, dessiccation, volumetrie, mesure de pH, potentiometrie, colorimetrie, polarographie. Cette liste n'est pas limitative. La conception de l'installation permet la mise en place rapide d'autres appareils. Protegee par 5 cm de plomb et fortement ventilee, elle donne toute securite de manipulation jusqu'a un niveau d'activite 400 mcuries en produits de fission a vie longue. (auteur)

Measurement of the wear rate of cast grinding balls using radioactive tracers; Evaluation de l'usure des boulets pour concasseurs, au moyen des indicateurs radioactifs; Izmerenie skorosti iznosa litykh drobil'nykh sharov pri pomoshchi mechenykh atomov; Medicion de la velocidad de desgaste de bolas trituradoras de acero colado con ayuda de indicadores radiactivos

Energy Technology Data Exchange (ETDEWEB)

Keys, J D; Eichholz, G G [Department of Mines and Technical Surveys, Ottawa, ON (Canada)

1962-01-15

The wear rate of grinding balls used in ball mills is usually hard to determine under operational conditions and little is known-about the factors determining ball life. Radioactive tracers have been used successfully to mark cast steel balls to obtain information on their life under various operating conditions for comparison with balls of different type or composition. A batch of marked steel balls has been followed through a milling operation over several weeks and statistics on wear and loss of weight have been obtained. In the test runs cobalt-60 was added to the molten metal before casting and the balls were then observed in use at an iron mine. The radioactive batch was added to a ball mill with a normal charge of about 75 tons and the mill charge was sampled at weekly intervals to pick out active balls. These balls were inspected and weighed, and the wear rate has been calculated. This procedure has proved to be a practical way of investigating wear properties under plant operating conditions. (author) [French] Il est en general difficile de determiner le taux d'usure des boulets de broyeurs dans des conditions normales d'utilisation et l'on ne sait pas grand-chose des facteurs qui determinent la longevite des boulets. Les auteurs ont employe avec succes des indicateurs radioactifs pour marquer des boulets d'acier moule, en vue d'obtenir des indications sur leur duree dans diverses conditions de. fonctionnement et de faire une comparaison entre des boulets de type different ou de. composition differente. Ils ont suivi un lot de boulets, d'acier ainsi marques pendant une operation de broyage qui a dirre plusieurs semaines, ce qui a permis de recueillir des donnees statistiques sur leur usure et leur perte de poids. Au cours des essais, du cobalt-60 a ete ajoute au metal fondu avant le moulage des boulets. Ceux-ci ont ete ensuite maintenus en observation pendant leur emploi dans une mine de fer et une mine d'or. Le lot radioactif a ete introduit danfe un

Mark Stock | NREL

Science.gov (United States)

Stock Mark Stock Scientific Visualization Specialist Mark.Stock@nrel.gov | 303-275-4174 Dr. Stock , virtual reality, parallel computing, and manipulation of large spatial data sets. As an artist, he creates . Stock built the SUNLIGHT artwork that is installed on the Webb Building in downtown Denver. In addition

Stabilisation en pression et en température du champ magnétique dans le piège à ions de précision d’ISOLTRAP au CERN

CERN Document Server

MARIE-JEANNE, M; BAN, G

2005-01-01

L’expérience ISOLTRAP, à ISOLDE au CERN, utilise la mesure de la fréquence cyclotron dans un piège de Penning pour en déduire avec une haute précision la masse des ions radioactifs produits par l’installation ISOLDE. Pour cette mesure de masse, une bonne homogénéité du champ magnétique au cours du temps est requise dans le piège. Or l’étude de l’erreur systématique a montré l’existence d’une dérive du champ magnétique en fonction du temps, à laquelle se superposent des fluctuations dépendant de la température. La courbe de dérive linéaire en fonction du temps ayant été évaluée, on souhaite mettre en place un système de régulation permettant d’atténuer les fluctuations du champ magnétique liées aux variations de la température. Ce dispositif constituera une amélioration technique pouvant conduire à la réduction de l’erreur systématique sur la mesure de masse. Ce rapport détaille l’installation d’un système de régulation de la pression de l’hélium ser...

Experimental study of contamination by inhalation of radioactive iodine aerosols. Biological balance; Etude experimentale de la contamination par inhalation d'aerosols d'iode radioactif bilan biologique

Energy Technology Data Exchange (ETDEWEB)

Marble, G [Commissariat a l' Energie Atomique, 92 - Fontenay-aux-Roses (France). Centre d' Etudes Nucleaires

1968-07-01

Several articles have been published concerning research into contamination produced by inhalation of radioactive iodine aerosols in monkeys. Results dealing with the biological balance of this contamination are presented and discussed in this report. (author) [French] L'etude experimentale de la contamination par inhalation d'aerosols d'iode radioactif effectuee chez le singe a fait l'objet de plusieurs publications. Les resultats concernant le bilan biologique de cette contamination sont presentes et discutes dans ce rapport. (auteur)

Relationship Among Political Instability, Stock Market Returns and Stock Market Volatility

OpenAIRE

Irshad Hira

2017-01-01

This study investigated the relationship of political instability with the stock prices. Results of the study indicated the negative relationship of stock prices with political instability. Moreover, results of suggested that instable political system ultimately leads decline in stock prices. Inflation has shown negative relationship with stock prices whereas, industrial production and Exports have positive relationship with stock prices.

Radioactive Waste Control at the United Kingdom Atomic Energy Research Establishment, Harwell; Traitement des Dechets Radioactifs au Centre de Recherche sur l'Energie Atomique de Harwell; 041a 041e 041d 0422 0420 041e 041b 042c 0417 0410 0423 0414 ; Control de Desechos Radiactivos en el A.E.R.E., Harwell

Energy Technology Data Exchange (ETDEWEB)

Burns, R. H. [United Kingdom Atomic Energy Authority (United Kingdom)

1960-07-01

The paper outlines the present practices in the control and treatment of radioactive wastes at Harwell. The large-volume, low-level active liquid effluent is treated by phosphate coagulation methods and, eventually, discharged to the River Thames. The medium-level wastes are segregated and undergo a two-stage chemical treatment followed by passage through columns of Vermiculite. The latter process has been found to be effective in removing radoicaesium, which is not dealt with efficiently by the precipitation methods used. Liquid wastes with a high- activity content are stored and a new plant, incorporating chemical treatment, ion exchange and evaporation, is being installed. The chemical sludges formed in the treatment processes are dumped at sea after de-watering by filtration. The contaminated solid waste is either stored or disposed of at sea. It is important to reduce the volume as much as possible and the methods employed include pressure baling, melting and incineration of combustible matter. Small quantities of activity are discharged to the atmosphere through exhaust stacks. The cleaning of this discharge air is commonly achieved by the use of high-efficiency filters or liquid scrubbing systems. Regular stack monitoring is carried out and this is backed up by a comprehensive district sampling programme. (author) [French] L'auteur decrit les methodes de controle et de traitement des dechets radioactifs qui sont appliquees au Centre de Harwell. Le volume considerable des effluents liquides de faible activite est traite par des methodes de coagulation au moyen des phosphates, puis evacue dans la Tamise. Apres separation, les dechets d'activite moyenne sont soumis a un traitement chimique en deux temps, avant de traverser des colonnes de Vermiculite. On a constate que ce dernier processus eliminait le radio- cesium, ce que les methodes de precipitation utilisees ne permettent pas de faire de maniere efficace. Les dechets liquides d'activite intense sont

Relationship Among Political Instability, Stock Market Returns and Stock Market Volatility

Directory of Open Access Journals (Sweden)

Irshad Hira

2017-08-01

Full Text Available This study investigated the relationship of political instability with the stock prices. Results of the study indicated the negative relationship of stock prices with political instability. Moreover, results of suggested that instable political system ultimately leads decline in stock prices. Inflation has shown negative relationship with stock prices whereas, industrial production and Exports have positive relationship with stock prices.

Perbandingan Stock Market Crash 1987 : Dan Stock Market Crash 1997

OpenAIRE

Indridewi Atmadjaja, Yovita Vivianty

1999-01-01

Stock market crash refers to the condition, which is marked with the large dropping of stock Market price index. Historically, stock market crash has happened three times, namely in 1929, 1987 and 1997. This paper will discuss the causes of 1987's and 1997's stock market Crash and the similarities and the differences between 1987's and 1997's stock market crash. The structure of the paper is as follows. The paper starts with the introduction. The second Section briefly explains the causes of ...

Comparable stocks, boundedly rational stock markets and IPO entry rates.

Directory of Open Access Journals (Sweden)

Jay Chok

Full Text Available In this study, we examine how initial public offerings (IPO entry rates are affected when stock markets are boundedly rational and IPO firms infer information from their counterparts in the market. We hypothesize a curvilinear relationship between the number of comparable stocks and initial public offerings (IPO entry rates into the NASDAQ Stock Exchange. Furthermore, we argue that trading volume and changes in stock returns partially mediates the relationship between the number of comparable stocks and IPO entry rates. The statistical evidence provides strong support for the hypotheses.

Cluster-to-cluster transformation among Au6, Au8 and Au11 nanoclusters.

Science.gov (United States)

Ren, Xiuqing; Fu, Junhong; Lin, Xinzhang; Fu, Xuemei; Yan, Jinghui; Wu, Ren'an; Liu, Chao; Huang, Jiahui

2018-05-22

We present the cluster-to-cluster transformations among three gold nanoclusters, [Au6(dppp)4]2+ (Au6), [Au8(dppp)4Cl2]2+ (Au8) and [Au11(dppp)5]3+ (Au11). The conversion process follows a rule that states that the transformation of a small cluster to a large cluster is achieved through an oxidation process with an oxidizing agent (H2O2) or with heating, while the conversion of a large cluster to a small one occurs through a reduction process with a reducing agent (NaBH4). All the reactions were monitored using UV-Vis spectroscopy and ESI-MS. This work may provide an alternative approach to the synthesis of novel gold nanoclusters and a further understanding of the structural transformation relationship of gold nanoclusters.

Jakarta Islamic Index-L 45: Rate Financial Performance, Beta Stocks and Stock Price in Indonesian Stock Exchange

Directory of Open Access Journals (Sweden)

Tajus Subqi

2016-08-01

Full Text Available This research had analyzed the effect of financial performance and stock beta (systematic risk towards stock price of eight listed companies in Jakarta Islamic Index (JII – LQ 45 for the time period of 2012-2014. The data was gathered by employing literature study and documentation of financial statements. Multiple regressions are used to measure the effect of independent variable towards dependent variable along with ttest and F test. The results based on overall test suggested that only ROE and NPM had opposite direction correlation with the stock price, meanwhile other variables had positive direction correlation. From partial test with 5% level of significance, only EPS and PER had significant effect on stock price while other variables had no effect.   Keywords: financial performance analysis, stock price, stock beta (systematic risk, Jakarta Islamic Index

Analysis on the Influence of Stock Index Futures on Chinese Stock Market

Institute of Scientific and Technical Information of China (English)

王钊

2014-01-01

As the first product of financial futures in China, CSI 300 Stock Index Futures is a symbol of the continual improvement and development of Chinese capital market system. So it would be bound to generate immeasurable influence on Chinese capital market and financial system. Starting from introducing the relevant summaries of stock index futures, this paper analyzes the influence of the stock index futures on the fluctuation in the international stock market;then, it analyzes influence of the stock index futures on the fluctuation in Chinese stock market, in order to propose some suggestions to the policies for developing Chinese stock index futures.

The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock market

OpenAIRE

Grobys, Klaus

2011-01-01

Passive investment strategies basically aim to replicate an underlying benchmark. Thereby, the management usually selects a subset of stocks being employed in the optimization procedure. Apart from the optimization procedure, the stock selection approach determines the stock portfolios' out-of-sample performance. The empirical study here takes into account the Danish stock market from 2000-2010 and gives evidence that stock portfolios including small companies' stocks being estimated via coin...

Porphyry Cu-Au mineralization in the Mirkuh Ali Mirza magmatic complex, NW Iran

Science.gov (United States)

Maghsoudi, A.; Yazdi, M.; Mehrpartou, M.; Vosoughi, M.; Younesi, S.

2014-01-01

The Mirkuh Ali Mirza Cu-Au porphyry system in East Azerbaijan Province is located on the western part of the Cenozoic Alborz-Azerbaijan volcanic belt. The belt is also an important Cu-Mo-Au metallogenic province in northwestern Iran. The exposed rocks in the study area consist of a volcaniclastic sequence, subvolcanic rocks and intermediate to mafic lava flows of Neogene age. The volcanic rocks show a typical subduction-related magmatic arc geological and geochemical signature, with low concentration of Nb, Ta, and Ti. Mineralization is hosted by Neogene dacitic tuff and porphyritic dacite situated at the intersections of northeast and northwest faults. Field observations, alteration zonation, geochemical haloes and isotopic data of the Mirkuh Ali Mirza magmatic complex show similarities with typical convergent margin Cu-Au porphyry type deposits. The following features confirm the classic model for Cu-Au porphyry systems: (a) close spatial association with high-K calcalkaline to shoshonitic rock related to post-collision extensional setting (b) low grade Cu (0.57%) (c) stockworks as well as disseminated sulfides (c) zonality of the alteration patterns from intense phyllic at the center to outward weak-phyllic, argillic, and propylitic (d) the presence of a pyritic halo (e) accompanied by sheeted veins and low-sulfidation epithermal gold (f) mineralization spatially associated with intersection of structures, (g) genetically related to diorite porphyry stocks at depth (h) geochemical zonation of (Cu ± Au ± Ag ± Bi) → (Cu + Mo ± Bi ± Au ± Pb ± Zn ± As) → (Au + Mo ± Pb ± Zn) → (As + Ag + Sb + Mn + Ba + Pb + Zn + Hg) → Hg from center to outwards (i) The range of sulfur isotopic values is approximately zero (interpreted to have magmatic source) and similar to other subduction-related porphyry Cu deposits.

Treatment and final conditioning of solid radioactive wastes; Traitement et conditionnement definitif des dechets radioactifs solides

Energy Technology Data Exchange (ETDEWEB)

Cerre, J [Commissariat a l' Energie Atomique, Saclay (France).Centre d' Etudes Nucleaires

1960-07-01

The storage of solid radioactive wastes on a site is so cumbersome and dangerous that we have developed a method of treatment and conditioning by means of which the volume of waste is considerably reduced and very long-lasting shielding can be provided. This paper describes the techniques adopted at Saclay, where the wastes are sheared, compressed and enveloped in concrete of variable thickness. The main part of the report is devoted to a description of the corresponding remote handling installation. (author) [French] L'encombrement et le danger que presentent sur un site le stockage de dechets radioactifs solides nous ont amenes a etudier un mode de traitement et de conditionnement permettant une sensible reduction du volume des dechets et une protection de tres longue duree. La presente communication expose les techniques adoptees a Saclay ou les dechets sont cisailles, comprimes et enrobes dans du beton d'epaisseur variable. La description de l'installation telecommandee correspondante fait l'objet principal de cette communication. (auteur)

The treatment of effluents; Ameliorations apportees aux traitements des residus radioactifs

Energy Technology Data Exchange (ETDEWEB)

Wormser, G; Rodier, J; Robien, E de; Fernandez, N [Commissariat a l' Energie Atomique, Grenoble (France). Centre d' Etudes Nucleaires

1964-07-01

resins are used in the sodium form; the regeneration is carried out using a sodium salt solution which, after decontamination by coprecipitation is used again. With this process it is possible to use a smaller volume of sludge. 2 - The use of a natural evaporator. This process uses atmospheric air which is not saturated with water vapour and which is at a normal temperature, in order to extract water from the aqueous effluents. (authors) [French] Depuis plusieurs annees, le Commissariat a l'Eneregie Atomique Francais s'est penche avec interet sur les problemes poses par les effluents radioactifs. Les hautes activites n'ayant pas encore recu de solution definitive, nous nous bornerons a traiter, dans cette communication, que des realisations et des recherches relatives aux effluents faiblement et moyennement actifs. Dans le domaine des realisations, diverses stations de traitement ont ete construites en France; nous en ferons une breve enumeration, tout en faisant ressortir les nouveautes les plus importantes. C'est ainsi que nous presenterons plus specialement les dernieres stations de traitement mises en oeuvre (Grenoble, Fontenay-aux-Roses, Cadarache). De I'ensemble de ces realisations nouvelles, nous traiterons d'une maniere un peu plus approfondie, les trois sujets suivants: 1 - Atelier de conditionnement par bitumage des boues provenant de la concentration des radio-nucleides. 2 - Atelier de traitement des dechets solides radioactifs et combustibles par incineration. 3 - Ensemble de concentration effluents liquides radioactifs par evaporation. Dans le domaine de la recherche, de nombreuses voies ont ete abordees; nous en ferons I'inventaire. Il s'agit, dans la plupart des cas, de la concentration des radio-nucleides en vue d'un stockage pratique et peu onereux, concentration associee a une decontamination efficace, et Ie meilleur marche possible, des liquides aqueux, en vue de leur rejet. Pour l'amelioration des traitements aboutissant a la concentration des radio

Experimental study of contamination by inhalation of radioactive iodine aerosols. Biological balance; Etude experimentale de la contamination par inhalation d'aerosols d'iode radioactif bilan biologique

Energy Technology Data Exchange (ETDEWEB)

Marble, G. [Commissariat a l' Energie Atomique, 92 - Fontenay-aux-Roses (France). Centre d' Etudes Nucleaires

1968-07-01

Several articles have been published concerning research into contamination produced by inhalation of radioactive iodine aerosols in monkeys. Results dealing with the biological balance of this contamination are presented and discussed in this report. (author) [French] L'etude experimentale de la contamination par inhalation d'aerosols d'iode radioactif effectuee chez le singe a fait l'objet de plusieurs publications. Les resultats concernant le bilan biologique de cette contamination sont presentes et discutes dans ce rapport. (auteur)

Chiral magnetic effect search in p+Au, d+Au and Au+Au collisions at RHIC

Science.gov (United States)

Zhao, Jie

2018-01-01

Metastable domains of fluctuating topological charges can change the chirality of quarks and induce local parity violation in quantum chromodynamics. This can lead to observable charge separation along the direction of the strong magnetic field produced by spectator protons in relativistic heavy-ion collisions, a phenomenon called the chiral magnetic effect (CME). A major background source for CME measurements using the charge-dependent azimuthal correlator (Δϒ) is the intrinsic particle correlations (such as resonance decays) coupled with the azimuthal elliptical anisotropy (v2). In heavy-ion collisions, the magnetic field direction and event plane angle are correlated, thus the CME and the v2-induced background are entangled. In this report, we present two studies from STAR to shed further lights on the background issue. (1) The Δϒ should be all background in small system p+Au and d+Au collisions, because the event plane angles are dominated by geometry fluctuations uncorrelated to the magnetic field direction. However, significant Δϒ is observed, comparable to the peripheral Au+Au data, suggesting a background dominance in the latter, and likely also in the mid-central Au+Au collisions where the multiplicity and v2 scaled correlator is similar. (2) A new approach is devised to study Δϒ as a function of the particle pair invariant mass (minv) to identify the resonance backgrounds and hence to extract the possible CME signal. Signal is consistent with zero within uncertainties at high minv. Signal at low minv, extracted from a two-component model assuming smooth mass dependence, is consistent with zero within uncertainties.

Electronic sorting of radioactive ores; Triage electronique des minerais radioactifs

Energy Technology Data Exchange (ETDEWEB)

Sandier, J.

1958-01-15

Electronic sorting of radioactive ores consists in passing the rock lumps, after sieving, one by one in front of radioactivity detectors; these detectors command electromechanical systems which class the ores according to their radioactivity level. This note sets on the state of progress of the work going on at the D.R.E.M.: use of scintillometers for γ-ray detection, with circuits carrying magnetic memories to improve their operation; results of laboratory and semi-industrial tests on several deposits; description of the material, data on the first factory project; notes on the financial returns of the process. A description is also given of the electronic sorting material used skip by skip for a first rough classification of the ores according to their content, as they leave the shaft. (author) [French] Le triage electronique des minerais radioactifs consiste a faire passer, apres criblage, les cailloux un par un devant des detecteurs de radioactivite; ces detecteurs commandent des systemes electromecaniques qui classent les minerais selon leur niveau de radioactivite. La note expose l'etat d'avancement des travaux en cours a la D.R.E.M: utilisation des scintillometres pour la detection des rayonnements γ, de circuits comportant des memoires magnetiques pour ameliorer le fonctionnement; resultats d'essais de laboratoire et semi-industriels sur plusieurs gisements; description du materiel, donnees sur le premier projet d'usine; notes sur la rentabilite du procede. Est egalement decrit le materiel de triage electronique skip par skip utilise pour une premiere classification grossiere des minerais selon leurs teneurs, des la sortie des puits. (auteur)

Determinants of Stock Price Movements: Evidence from Chittagong Stock Exchange, Bangladesh

Directory of Open Access Journals (Sweden)

Mohammed Syedul Islam

2015-01-01

Full Text Available Stock market plays a vital role in the economic development of an economy. It bridges up between savers and real manufacturers by raising funds from investors to companies. This process was broken down due to the 2010-2011 stock market crash in Bangladesh. Though the determinants of stock price have been settled empirically, the current paper aims to reexamine the relationship between stock price, dividend and retained earnings of 29 listed banks of Chittagong Stock Exchange, in the post-crash period. Cross-sectional data were collected from secondary sources. Using linear regression method, the study found that both, dividend and retained earnings of sample banks have strong influence over the stock price, though there was moderate explanatory power of those variables. After reviewing the causes of crisis 2010-2011, this study suggests the following: to control price manipulation, to publish proper financial statement, regulate the dividend policy, to ensure sufficient knowledge among investors, recruit technical expert and ensure proper settlement for transactions, prevent crises of stock market against speculation etc.

Successful synthesis and thermal stability of immiscible metal Au-Rh, Au-Ir andAu-Ir-Rh nanoalloys

Science.gov (United States)

Shubin, Yury; Plyusnin, Pavel; Sharafutdinov, Marat; Makotchenko, Evgenia; Korenev, Sergey

2017-05-01

We successfully prepared face-centred cubic nanoalloys in systems of Au-Ir, Au-Rh and Au-Ir-Rh, with large bulk miscibility gaps, in one-run reactions under thermal decomposition of specially synthesised single-source precursors, namely, [AuEn2][Ir(NO2)6], [AuEn2][Ir(NO2)6] х [Rh(NO2)6]1-х and [AuEn2][Rh(NO2)6]. The precursors employed contain all desired metals ‘mixed’ at the atomic level, thus providing significant advantages for obtaining alloys. The observations using high-resolution transmission electron microscopy show that the nanoalloy structures are composed of well-dispersed aggregates of crystalline domains with a mean size of 5 ± 3 nm. Еnergy dispersive x-ray spectroscopy and x-ray powder diffraction (XRD) measurements confirm the formation of AuIr, AuRh, AuIr0.75Rh0.25, AuIr0.50Rh0.50 and AuIr0.25Rh0.75 metastable solid solutions. In situ high-temperature synchrotron XRD (HTXRD) was used to study the formation mechanism of nanoalloys. The observed transformations are described by the ‘conversion chemistry’ mechanism characterised by the primary development of particles comprising atoms of only one type, followed by a chemical reaction resulting in the final formation of a nanoalloy. The obtained metastable nanoalloys exhibit essential thermal stability. Exposure to 180 °C for 30 h does not cause any dealloying process.

Analysis of Right Issue Announcement Effect toward Stock Price Movement and Stock Trading Volume within Issuer in Indonesia Stock Exchange

Directory of Open Access Journals (Sweden)

Wilson Yaputra Yakup

2016-05-01

Full Text Available The purpose of this study were to identify and analyze the rights issue effect to the stock price, the effect of the rights issue on stock trading volume, the correlation between stock prices before and after the right issue, as well as the correlation between volume of trading activity before the right issue and after that event. The objects of the study are the companies listed on Indonesia Stock Exchange (JSX. The hypothesis stated that right issues have a significant effect on stock price on companies listed on the JSX, rights issues have a significant effect on the stock trading volume on companies listed on the JSX, there is a significant correlation between stock price before and after the rights issue on companies listed in JSX, there is a significant correlation between volume of the stock trading before the rights issue and after that event. Data analysis used were descriptive statistics, simple linear regression analysis and paired t-test. Hypothesis testing was performed by using the Pearson correlation test with significance level of 5%. The results show that the right issue has a positive effect but not significant toward stock prices of companies listed in JSX, right issue has a negative effect and not significant toward the trading volume activity (TVA on companies listed in JSX.

Synthesis of ultrathin face-centered-cubic Au@Pt and Au@Pd core-shell nanoplates from hexagonal-close-packed Au square sheets

KAUST Repository

Fan, Zhanxi

2015-03-17

The synthesis of ultrathin face-centered-cubic (fcc) Au@Pt rhombic nanoplates is reported through the epitaxial growth of Pt on hexagonal-close-packed (hcp) Au square sheets (AuSSs). The Pt-layer growth results in a hcp-to-fcc phase transformation of the AuSSs under ambient conditions. Interestingly, the obtained fcc Au@Pt rhombic nanoplates demonstrate a unique (101)f orientation with the same atomic arrangement extending from the Au core to the Pt shell. Importantly, this method can be extended to the epitaxial growth of Pd on hcp AuSSs, resulting in the unprecedented formation of fcc Au@Pd rhombic nanoplates with (101)f orientation. Additionally, a small amount of fcc (100)f-oriented Au@Pt and Au@Pd square nanoplates are obtained with the Au@Pt and Au@Pd rhombic nanoplates, respectively. We believe that these findings will shed new light on the synthesis of novel noble bimetallic nanostructures. Phase change: Ultrathin Au@Pt and Au@Pd core-shell nanoplates were prepared from Au square sheets. A phase transformation from hexagonal close-packed (hcp) to face-centered cubic (fcc) is observed upon coating the hcp Au square sheets with Pt or Pd under ambient conditions. The prepared fcc Au@Pt and Au@Pd rhombic nanoplates demonstrate unique (101)f orientation (picture shows a typical fcc Au@Pt rhombic nanoplate). © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Market Structure and Stock Splits

OpenAIRE

David Michayluk; Paul Kofman

2001-01-01

Enhanced liquidity is one possible motivation for stock splits but empirical research frequently documents declines in liquidity following stock splits. Despite almost thirty years of inquiry, little is known about all the changes in a stock's trading activity following a stock split. We examine how liquidity measures change around more than 2,500 stock splits and find a pervasive decline in most measures. Large stock splits exhibit a more severe liquidity decline than small stock splits, esp...

Stock or stroke? Stock market movement and stroke incidence in Taiwan.

Science.gov (United States)

Chen, Chun-Chih; Chen, Chin-Shyan; Liu, Tsai-Ching; Lin, Ying-Tzu

2012-12-01

This paper investigates the impact of stock market movement on incidences of stroke utilizing population-based aggregate data in Taiwan. Using the daily data from the Taiwan Stock Exchange Capitalization Weighted Stock Index and from the National Health Insurance Research Database during 2001/1/1-2007/12/31, which consist of 2556 observations, we examine the effects of stock market on stroke incidence - the level effect and the daily change effects. In general, we find that both a low stock index level and a daily fall in the stock index are associated with greater incidences of stroke. We further partition the data on sex and age. The level effect is found to be significant for either gender, in the 45-64 and 65 ≥ age groups. In addition, two daily change effects are found to be significant for males and the elderly. Although stockholdings can increase wealth, they can also increase stroke incidence, thereby representing a cost to health. Copyright © 2012 Elsevier Ltd. All rights reserved.

The treatment and conditioning of solid radioactive waste (1962); Le traitement et le conditionnement des dechets radioactifs solides (1982)

Energy Technology Data Exchange (ETDEWEB)

Cerre, P; Mestre, E [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1962-07-01

Previous studies, the results of which have been confirmed by experiments, have led us to build a semi-industrial plant for the treatment and coating of solid radioactive waste. This report details the means at our disposal in a pilot plant which, apart from being used for tests, was also routine-operated. It is thus possible to give also an appreciation of its operation in this report. (authors) [French] Les etudes anterieures, dont les resultats ont ete confirmes par des essais, nous ont conduits a realiser une installation semi-industrielle de traitement et d'enrobage des dechets radioactifs solides. Le rapport a pour but de preciser les moyens mis a notre disposition dans une unite pilote qui, outre son role de banc d'essai, a pu etre exploitee en routine. C'est donc aussi un bilan de son exploitation qui est presente. (auteurs)

The Electronic Properties and L3 XANES of Au and Nano-Au

International Nuclear Information System (INIS)

Yiu, Y.M.; Zhang, P.; Sham, T.K.

2004-01-01

The electronic properties of Au crystal and nano Au have been investigated by theory and experiment. Molecularly capped nano-Au was synthesized using the two-phase method. Au nano-particles have been characterized by X-Ray Diffraction (XRD) and Transmission Electron Microscopy (TEM). They retain the fcc crystal structure. Their sizes have been determined to be in a range from 5.5 nm to 1.7 nm. The L3 X-ray Absorption Near Edge Structure (XANES) of nano-Au and Au foil have been recorded using synchrotron radiation, and examined by theoretical calculation based on the first principles. Both theory and experiment show that the nano-Au particles have essentially all the Au L3 XANES features of bulk Au in the near edge region with less pronounced resonance peaks. It is also shown that nano Au exhibits lower 4f binding energy than bulk Au in good agreement with quantum confined Au systems reported previously.

100-MeV proton beam intensity measurement by Au activation analysis using {sup 197}Au(p, pn){sup 196}Au and {sup 197}Au(p, p3n){sup 194}Au reactions

Energy Technology Data Exchange (ETDEWEB)

Mokhtari Oranj, Leila [Division of Advanced Nuclear Engineering, POSTECH, Pohang 37673 (Korea, Republic of); Jung, Nam-Suk; Oh, Joo-Hee [Pohang Accelerator Laboratory, POSTECH, Pohang 37673 (Korea, Republic of); Lee, Hee-Seock, E-mail: lee@postech.ac.kr [Pohang Accelerator Laboratory, POSTECH, Pohang 37673 (Korea, Republic of)

2016-05-15

The proton beam intensity of a 100-MeV proton linac at the Korea Multi-purpose Accelerator Complex (KOMAC) was measured by an Au activation analysis using {sup 197}Au(p, pn){sup 196}Au and {sup 197}Au(p, p3n){sup 194}Au reactions to determine the accuracy and precision of beam intensity measurement using Gafchromic film dosimetry method. The target, irradiated by 100-MeV protons, was arranged in a stack consisting of Au, Al foils and Pb plates. The yields of produced radio-nuclei in Au foils were obtained by gamma-ray spectroscopy. The FLUKA code was employed to calculate the energy spectrum of protons onto the front surface of Au foils located at three different depth points of the target and also to investigate the condition of incident beam on the target. A good agreement was found between the beam intensity measurements using the activation analysis method at three different depth points of the target. An excellent agreement was also observed between the beam intensity measurements using the Au activation analysis method and the dosimetry method using Gafchromic film.

Stock Status

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — These data inform the public of the most recent stock status for all stocks (FSSI and non-FSSI) in the fishery management unit contained in a fishery managment plan....

Trading network predicts stock price.

Science.gov (United States)

Sun, Xiao-Qian; Shen, Hua-Wei; Cheng, Xue-Qi

2014-01-16

Stock price prediction is an important and challenging problem for studying financial markets. Existing studies are mainly based on the time series of stock price or the operation performance of listed company. In this paper, we propose to predict stock price based on investors' trading behavior. For each stock, we characterize the daily trading relationship among its investors using a trading network. We then classify the nodes of trading network into three roles according to their connectivity pattern. Strong Granger causality is found between stock price and trading relationship indices, i.e., the fraction of trading relationship among nodes with different roles. We further predict stock price by incorporating these trading relationship indices into a neural network based on time series of stock price. Experimental results on 51 stocks in two Chinese Stock Exchanges demonstrate the accuracy of stock price prediction is significantly improved by the inclusion of trading relationship indices.

The synchronicity between the stock and the stock index via information in market

Science.gov (United States)

Gao, Hai-Ling; Li, Jiang-Cheng; Guo, Wei; Mei, Dong-Cheng

2018-02-01

The synchronicity between the stock and the stock-index in a market system is investigated. The results show that: (i) the synchronicity between the stock and the stock-index increases with the rising degree of market information capitalized into stock prices in certain range; (ii) the synchronicity decreases for large firm-specific information; (iii) the stock return synchronicity is small compared to the big noise trading, however the variance noise facilitates the synchronization within the tailored realms. These findings may be helpful in understanding the effect of market information on synchronicity, especially for the response of firm-specific information and noise trading to synchronicity.

Study of filterable materials and protection instruments by the use of radioactive aerosols; Etude de materiaux filtrants et d'appareils de protection a l'aide des aerosols radioactifs

Energy Technology Data Exchange (ETDEWEB)

Billard,; Chevalier,; Pradel, [Commissariat a l' Energie Atomique, Saclay (France).Centre d' Etudes Nucleaires

1960-07-01

Many filtration problems can be studied by means of radioactive aerosols. For the investigations described in this paper we have chosen the solid disintegration products of radon, the radioactive gas formed from radium, because of the facilities of generation and measurement it offers. Radon and its daughters are in fact always present in the atmosphere in sufficient concentration for certain tests. In order to improve the sensitivity of the measurements, radon from uranium ore can be used. The technique of measuring by counting {alpha} particles is rapid and easy to employ. We have thus been able to define a test for filterable substances, and to check filtering installation and individual protection instruments. (author) [French] Les aerosols radioactifs permettent d'etudier de nombreux problemes de filtration. Pour les etudes decrites dans ce document, nous avons choisi les produits solides de desintegration du radon, gaz radioactif forme a partir du radium en raison des facilites de generation et de mesure. Le radon et ses descendants sont, en effet, toujours presents dans l'atmosphere en concentration suffisante pour certains essais. Pour ameliorer la sensibilite des mesures, il suffit d'utiliser le radon provenant de minerai d'uranium. La technique de mesure par comptage des particules {alpha} est rapide et facile a mettre en oeuvre. Nous avons pu ainsi definir un test pour les substances filtrantes et controler les installations de filtration et des appareils de protection individuelle. (auteur)

Compression stockings

Science.gov (United States)

Call your health insurance or prescription plan: Find out if they pay for compression stockings. Ask if your durable medical equipment benefit pays for compression stockings. Get a prescription from your doctor. Find a medical equipment store where they can ...

THE EFFECT OF MACROECONOMIC VARIABLES ON STOCK RETURNS ON DHAKA STOCK EXCHANGE

Directory of Open Access Journals (Sweden)

Muhammed Monjurul Quadir

2012-01-01

Full Text Available This article investigates the effects of macroeconomic variables of treasury bill interest rate and industrial production on stock returns on Dhaka Stock Exchange for the period between January 2000 and February 2007 on the basis of monthly time series data using Autoregressive Integrated Moving Average (ARIMA model. The paper has taken the overall market stock returns as an independent variable. It does not consider the stock returns of different companies separately. Though the ARIMA model finds a positive relationship between Treasury bill interest rate and industrial production with market stock returns but the coefficients have turned out to be statistically insignificant.

Stock Market Project.

Science.gov (United States)

Distel, Brenda D.

This project is designed to teach students the process of buying stocks and to tracking their investments over the course of a semester. The goals of the course are to teach students about the relationships between conditions in the economy and the stock market; to predict the effect of an economic event on a specific stock or industry; to relate…

High-p$_{T}$ Tomography of d+Au and Au+Au at SPS, RHIC, and LHC

CERN Document Server

Vitev, I; Vitev, Ivan; Gyulassy, Miklos

2002-01-01

The interplay of nuclear effects on the p_T > 2 GeV inclusive hadron spectra in d+Au and Au+Au reactions at root(s) = 17, 200, 5500 GeV is compared to leading order perturbative QCD calculations for elementary p+p (p-bar+p) collisions. The competition between nuclear shadowing, Cronin effect, and jet energy loss due to medium-induced gluon radiation is predicted to lead to a striking energy dependence of the nuclear suppression/enhancement pattern in A+A reactions. We show that future d+Au data can used to disentangle the initial and final state effects.

Stock-market efficiency in thin-trading markets : the case of the Vietnamese stock market

NARCIS (Netherlands)

Truong Dong Loc, [No Value; Lanjouw, Ger; Lensink, Robert

2010-01-01

This article reviews developments in the Stock Trading Centre (STC) in Ho Chi Minh City, Vietnam, the main stock market in the country, since its start in 2000. It presents information about developments in the number of stocks traded, trading activity and stock-price developments. This article

Stock Market Efficiency in Thin Trading Markets: The Case of the Vietnamese Stock Market

NARCIS (Netherlands)

Dong Loc, T.; Lanjouw, G.; Lensink, B.W.

2010-01-01

This article reviews developments in the Stock Trading Centre (STC) in Ho Chi Minh City, Vietnam, the main stock market in the country, since its start in 2000. It presents information about developments in the number of stocks traded, trading activity and stock-price developments. This article

Proving the Relation between Stock and Interbank Markets: The Bahrain Stock Exchange

OpenAIRE

Matveev, Aleksandr

2014-01-01

The present paper deals with further analysis of the relationship between the interbank loan rateon the one hand and the volume of investment and the amount of stocks tradable on the stock exchange on the other hand, as corroborated by calculations performed on Bahrain Stock Exchange data.

Local structure of disordered Au-Cu and Au-Ag alloys

International Nuclear Information System (INIS)

Frenkel, A. I.; Machavariani, V. Sh.; Rubshtein, A.; Rosenberg, Yu.; Voronel, A.; Stern, E. A.

2000-01-01

X-ray-absorption fine structure (XAFS) and x-ray-diffraction (XRD) measurements of disordered alloys Au x Cu 1-x and Au 0.5 Ag 0.5 prepared by melt spinning were performed. In the Au 0.5 Ag 0.5 alloy, no significant local deviations of the atoms from the average fcc lattice were detected while in Au x Cu 1-x alloys, significant deviations of atoms from the average fcc lattice were found. Mean-square vibrations of the Cu-Cu distances revealed by the XAFS in Au x Cu 1-x alloys indicate the weakening of contact between Cu atoms in the dilute limit. Our computer simulation for Au x Cu 1-x clusters of 10 5 atoms reproduces the main features of both the XAFS and XRD data

Study of the diffusion of iron, of silver and of carbon in beryllium using radioactive tracers; Etude de la diffusion du fer, de l'argent et du carbone dans le beryllium au moyen des traceurs radioactifs

Energy Technology Data Exchange (ETDEWEB)

Naik, M Ch [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1964-06-01

A study has been made of the diffusion of radioactive iron and silver tracers in beryllium. The following values have been found. D{sub Fe} = 0.53 exp - [51800 / RT], D{sub Ag} = 62 exp - [46100 / RT]. The values for iron are in good agreement with those found previously for chemical diffusion. A comparison of the diffusion coefficients for iron, silver and nickel shows that the diffusion rate increases with increasing solute atom radius. The existence has been shown of diffusion anisotropy for silver; it has been studied quantitatively on monocrystals. It is found that: D{sub parallel} 0.41 exp - [39100 / RT], D{sub perpendicular} = 1.98 exp - [45700 / RT]. The anisotropy decreases as the temperature increases. The silver diffuses more rapidly along the C axis than in the base plane. This result cannot be explained in terms of the model proposed for the diffusion of foreign atoms in solution in zinc. A greater number of experiments is required before a model can be put forward. An attempt has also been made to determine the diffusion coefficients of carbon in beryllium by treatment in an atmosphere of acetylene marked with C-14. Diffusion coefficients have been obtained but these should not be considered to be very significant since a chemical reaction occurs at the surface of the samples. (author) [French] On a etudie la diffusion dans le beryllium de traceurs radioactifs du fer et de l'argent. On trouve: D{sub Fe} = 0.53 exp - [51800 / RT], D{sub Ag} = 62 exp - [46100 / RT].Les valeurs trouvees pour le fer sont en bon accord avec les valeurs obtenues precedemment pour la diffusion chimique. La comparaison des coefficients de diffusion du fer, de l'argent et du nickel montre que la diffusion est d'autant plus rapide que le rayon atomique du solute est plus grand. On a mis en evidence une anisotropie de diffusion de l'argent qui a ete etudiee quantitativement sur des monocristaux. On trouve: D{sub parallele} = 0.41 exp - [39100 / RT], D{sub perpendiculaire} = 1

Beach sediments drift study by means of radioactive tracers; L'etude du transport littoral par la methode des traceurs radioactifs

Energy Technology Data Exchange (ETDEWEB)

Hours, R [Commissariat a l' Energie Atomique, Saclay (France).Centre d' Etudes Nucleaires; Jaffry, P [Electricite de France (EDF), 78 - Chatou (France). Lab. National d' Hydraulique

1959-07-01

The present state of the sediments drift studies by means of radioactive tracers is exposed. Various processes of labelling, immersion and detection, used in France and other countries, are reviewed. A more extended analysis of some aspects of the problem by the same authors can be found in 'La Houille Blanche', number 3, may-june 1959 (Rapport C.E.A. number 1269). (author) [French] L'etude du transport littoral des sediments et galets par la methode des traceurs radioactifs est en plein developpement. Le present rapport precise l'etat actuel de la question. Les techniques de marquage, d'immersion et de detection utilisees en France et a l'etranger sont decrites; une analyse plus detaillee de certains aspects de la question est presentee par les memes auteurs dans 'La Houille Blanche', numero 3, mai-juin 1959 (Rapport C.E.A. numero 1269). (auteur)

Stock Indices as Generalizing Indicators of the Stock Markets Condition in the European Union Countries

Directory of Open Access Journals (Sweden)

Shuba M. V.

2015-03-01

Full Text Available The aim of the article is to determine the degree of interdependence of stock markets in separate countries of the European Union, namely: France, Germany, Great Britain, Poland, the Czech Republic and Hungary on the basis of studying the changes in stock indexes, as well as determining the existence of tendencies of approximating the dynamics of the national stock index «PFTS Index» to the corresponding dynamics of stock indexes in surveyed countries. The article analyzes the dynamics of changes in stock indices in the UK (FTSE, Germany (DAX 30, France (CAC 40 and pan-European ones (EURO STOXX 50, as well as changes in stock indices in Poland (WIG 20, Czech Republic (PX, Hungary (BUX. Calculations of the coefficients of pair correlation between changes in stock indices in the studied countries have been performed. The calculation results show a substantial connection between the indicators of changes in stock indices and allow to make a conclusion that in the dynamics of stock indices of national stock markets of the studied EU countries some common trends are observed, moreover, in the behavior of the considered indices common local trends are noticed as well. The author calculated the coefficient of pair correlation between the indicators of changes in the national stock index «PFTS Index» and the stock indices of the «old» and «new» EU countries. The calculations showed that the PFTS Index does not demonstrate a high level of correlation with stock indices of the «old» EU countries and has a tendency of approaching the corresponding dynamics of stock indices of the «new» EU countries.

Nuclear spin of 185Au and hyperfine structure of 188Au

International Nuclear Information System (INIS)

Ekstroem, C.; Ingelman, S.; Wannberg, G.

1977-03-01

The nuclear spin of 185 Au, I = 5/2, and the hyperfine separation of 188 Au, Δγ = +- 2992(30) MHz, have been measured with the atomic-beam magnetic resonance method. The spin of 185 Au indicates a deformed nuclear shape in the ground state. The small magnetic moment of 188 Au is close in value to those of the heavier I = 1 gold isotopes 190 192 194 Au, being located in a typical transition region. (Auth.)

Evidence of final-state suppression of high-p{_ T} hadrons in Au + Au collisions using d + Au measurements at RHIC

Science.gov (United States)

Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Becker, B.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Busza, W.; Carroll, A.; Decowski, M. P.; García, E.; Gburek, T.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Harrington, A. S.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Khan, N.; Kulinich, P.; Kuo, C. M.; Lee, J. W.; Lin, W. T.; Manly, S.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Roland, C.; Roland, G.; Sagerer, J.; Sarin, P.; Sedykh, I.; Skulski, W.; Smith, C. E.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tonjes, M. B.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Veres, G. I.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wysłouch, B.; Zhang, J.

Transverse momentum spectra of charged hadrons with pT 2 GeV/c). In contrast, the d + Au nuclear modification factor exhibits no suppression of the high-pT yields. These measurements suggest a large energy loss of the high-pT particles in the highly interacting medium created in the central Au + Au collisions. The lack of suppression in d + Au collisions suggests that it is unlikely that initial state effects can explain the suppression in the central Au + Au collisions. PACS: 25.75.-q

Group Chemical Changes and Physical Property Correlations in Refining of Lube Base Stocks. Ir and Nmr Spectroscopy Corrélations entre les propriétés physiques et les changements de composition chimique au cours du raffinage des huiles de base. Spectrométrie infra rouge et résonance magnétique nucléaire

Directory of Open Access Journals (Sweden)

Singh H.

2006-11-01

Full Text Available Changes occurring in the chemical composition of lubricating oil base stocks with different degreeand typeof refining have been investigated by IR and NMR spectroscopy. Significant conclusions about the chemical composition have been reached through the study of structural parameters. Correlations between molecular parameters such as aromaticity , average number of carbon atoms per alkyl substituentand the Viscosity Indexof base oils are reported. The term degree of refininghas been assigned a quantitative value in combination with the VI to denote the progressive refining of raw lube distillates to base stocks. Les modifications de la composition chimique d'huiles lubrifiantes au cours de divers type de raffinage à des degrés variables de sévérité sont étudiées par spectrométries IR et RMN. L'étude des paramètres structuraux aboutit à des conclusions significatives sur la composition chimique. Des corrélations entre l'indice de viscosité et des paramètres structuraux tels que l'aromaticité et le nombre moyen d'atomes de carbone par substituant alkyl sont dégagées. On attribue au terme degré de raffinage une valeur quantitative - combiné avec l'indice de viscosité pour signifier le raffinage progressif de distillats bruts en huiles de base.

Comparative efficiencies of photothermal destruction of malignant cells using antibody-coated silica-Au nanoshells, hollow Au/Ag nanospheres and Au nanorods

Energy Technology Data Exchange (ETDEWEB)

Cheng, Fong-Yu; Chen, Chen-Tai; Yeh, Chen-Sheng, E-mail: csyeh@mail.ncku.edu.t [Department of Chemistry, National Cheng Kung University, Tainan 701, Taiwan (China)

2009-10-21

Three Au-based nanomaterials (silica-Au nanoshells, hollow Au/Ag nanospheres and Au nanorods) were evaluated for their comparative photothermal efficiencies at killing three types of malignant cells (A549 lung cancer cells, HeLa cervix cancer cells and TCC bladder cancer cells) using a CW NIR laser. Photodestructive efficiency was evaluated as a function of the number of nanoparticles required to destroy the cancer cells under 808 nm laser wavelength at fixed laser power. Of the three nanomaterials, silica/Au nanoshells needed the minimum number of particles to produce effective photodestruction, whereas Au nanorods needed the largest number of particles. Together with the calculated photothermal conversion efficiency, the photothermal efficiency rankings are silica-Au nanoshells > hollow Au/Ag nanospheres > Au nanorods. Additionally, we found that HeLa cells seem to present better heat tolerance than the other two cancer cell lines.

Stocks as Money: Convenience Yield and the Tech-Stock Bubble

OpenAIRE

John H. Cochrane

2002-01-01

What caused the rise and fall of tech stocks? I argue that a mechanism much like the transactions demand for money drove many stock prices above the 'fundamental value' they would have had in a frictionless market. I start with the Palm/3Com microcosm and then look at tech stocks in general. High prices are associated with high volume, high volatility, low supply of shares, wide dispersion of opinion, and restrictions on long-term short selling. I review competing theories, and only the conve...

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

Science.gov (United States)

Lahmiri, Salim

In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

Synthesis of nir-sensitive Au-Au{sub 2}S nanocolloids for drug delivery

Energy Technology Data Exchange (ETDEWEB)

Ren, L.; Chow, G.M

2003-01-15

Near IR (NIR) sensitive Au-Au{sub 2}S nanocolloids were prepared by mixing HAuCl{sub 4} and Na{sub 2}S in aqueous solutions. An anti-tumor drug, cis-platin, was adsorbed onto Au-Au{sub 2}S nanoparticle surface via the 11-mercaptoundecanoic acid (MUA) layers. The results show that the degree of adsorption of cis-platin onto Au-Au{sub 2}S nanoparticles was controlled by the solution pH value, and the drug release was sensitive to near-infrared irradiation. The cis-platin-loaded Au-Au{sub 2}S nanocolloids can be potentially applied as NIR activated drug delivery carrier.

English for au pairs the au pair's guide to learning English

CERN Document Server

Curtis, Lucy

2014-01-01

English for Au Pairs has interlinked stories about a group of au pairs new to England. Marta, an 18-year-old from Poland arrives in the UK to work as an au pair. Throughout her year-long stay she has many different experiences - some bad, some good - but with the support of her host family she finds new friends and improves her English. English for Au Pairs offers insight into the joys and difficulties of being an au pair while at the same time reinforcing English language learning through grammar explanations and exercises.

Electron diffraction on amorphous and crystalline AuAl2 , AuGa2 and AuIn2 thin films

International Nuclear Information System (INIS)

Bohorquez, A.

1991-01-01

Experimental (in situ) measurements of electron diffraction and resistivity of amorphous and crystalline AuAl 2 , AuGa 2 and AuIn 2 thin films were performed. Thin films were produced by quench condensation. Interference and atomic distribution functions were analyzed assuming the same short range order for the three systems in the amorphous phase. The experimental results do not agree with this assumption, giving evidence that the short range order is not the same for the three amorphous systems. Further discussion of interference and atomic distribution functions shows a more evident tendency in amorphous AuIn 2 where short order of AuIn 2 and In can be inferred. (Author)

Distribution characteristics of stock market liquidity

Science.gov (United States)

Luo, Jiawen; Chen, Langnan; Liu, Hao

2013-12-01

We examine the distribution characteristics of stock market liquidity by employing the generalized additive models for location, scale and shape (GAMLSS) model and three-minute frequency data from Chinese stock markets. We find that the BCPE distribution within the GAMLSS framework fits the distributions of stock market liquidity well with the diagnosis test. We also find that the stock market index exhibits a significant impact on the distributions of stock market liquidity. The stock market liquidity usually exhibits a positive skewness, but a normal distribution at a low level of stock market index and a high-peak and fat-tail shape at a high level of stock market index.

Portfolio volatility of Islamic and conventional stock: The case of Indonesia stock market

Directory of Open Access Journals (Sweden)

Aldrin Herwany

2013-12-01

Full Text Available Conventional finance suggests that the higher the risk of an investment, the higher the return it should give. Nevertheless, whether Islamic stocks that offer alternative investment in the stock market suggest different risk-return relationship still needs to be investigated. This empirical study is aimed at assessing risk-return behavior of Islamic stocks. This study employs cross sectional data of portfolio developed using beta-rank and market capitalization, in which daily data will better reflect the real volatility. This study also measures volatility of both conventional and Islamic stocks using Value-at-Risk (VaR. To check whether Islamic stocks are immune from any impact of financial crisis, this study utilizes three periods of observation, i.e., before, during and after the 2008 crisis. This study assesses risk and return using Multi-index model, in which variables tested are the respective fundamental factors. Results of this study will provide more accurate approach in Islamic stocks analysis.

STOCK AND STOCK EXCHANGE AS A PART OF FINANCIAL INSTITUTIONS IN DEVELOPED COUNTRIES

Directory of Open Access Journals (Sweden)

Vesna Petrović

2018-01-01

Full Text Available The authors have tried to present the term, meaning and importance of stocks and stock exchange as a part of the financial system of developed countries. By observing the financial system growth, especially in financial institutions, it can be noticed that there are changes in relative positions of various types of financial agents in developed market industries. What determines financial markets, and by that the stocks and stock exchange is the permanent movement of financial instruments and neglecting the national market boundaries.

CSR and Company's Stock Price. A Comparative Evidence from Bucharest Stock Exchange

Directory of Open Access Journals (Sweden)

Adina Dornean

2017-05-01

Full Text Available This paper aims at analysing the relationship between Corporate Social Responsibility (CSR and stock price for the companies listed on Bucharest Stock Exchange (BSE in 2015, comparing with the results obtained for 2014. This study investigates the differences in the market stock price (and other market variables, such as dividends and stock return of companies that show CSR compared with those that do not. For this purpose we will use three statistical techniques: discriminant analysis, probit analysis model and logistic regression. There is no significant difference between the prediction ability of the models, in the context in which probit model and logistic regression have and average correct classification of 70.29%, while discriminant analysis records 71.62%. Our analysis highlighted that stock return has a significant impact on CSR activities of a company. Moreover, all discriminants have a positive impact on CSR.

Di-hadron correlations with identified leading hadrons in 200 GeV Au + Au and d + Au collisions at STAR

Science.gov (United States)

Adamczyk, L.; Adkins, J. K.; Agakishiev, G.; Aggarwal, M. M.; Ahammed, Z.; Alekseev, I.; Aparin, A.; Arkhipkin, D.; Aschenauer, E. C.; Averichev, G. S.; Bai, X.; Bairathi, V.; Banerjee, A.; Bellwied, R.; Bhasin, A.; Bhati, A. K.; Bhattarai, P.; Bielcik, J.; Bielcikova, J.; Bland, L. C.; Bordyuzhin, I. G.; Bouchet, J.; Brandenburg, D.; Brandin, A. V.; Bunzarov, I.; Butterworth, J.; Caines, H.; Calderón de la Barca Sánchez, M.; Campbell, J. M.; Cebra, D.; Cervantes, M. C.; Chakaberia, I.; Chaloupka, P.; Chang, Z.; Chattopadhyay, S.; Chen, X.; Chen, J. H.; Cheng, J.; Cherney, M.; Christie, W.; Contin, G.; Crawford, H. J.; Das, S.; De Silva, L. C.; Debbe, R. R.; Dedovich, T. G.; Deng, J.; Derevschikov, A. A.; di Ruzza, B.; Didenko, L.; Dilks, C.; Dong, X.; Drachenberg, J. L.; Draper, J. E.; Du, C. M.; Dunkelberger, L. E.; Dunlop, J. C.; Efimov, L. G.; Engelage, J.; Eppley, G.; Esha, R.; Evdokimov, O.; Eyser, O.; Fatemi, R.; Fazio, S.; Federic, P.; Fedorisin, J.; Feng, Z.; Filip, P.; Fisyak, Y.; Flores, C. E.; Fulek, L.; Gagliardi, C. A.; Garand, D.; Geurts, F.; Gibson, A.; Girard, M.; Greiner, L.; Grosnick, D.; Gunarathne, D. S.; Guo, Y.; Gupta, S.; Gupta, A.; Guryn, W.; Hamad, A.; Hamed, A.; Haque, R.; Harris, J. W.; He, L.; Heppelmann, S.; Heppelmann, S.; Hirsch, A.; Hoffmann, G. W.; Hofman, D. J.; Horvat, S.; Huang, T.; Huang, B.; Huang, H. Z.; Huang, X.; Huck, P.; Humanic, T. J.; Igo, G.; Jacobs, W. W.; Jang, H.; Jia, J.; Jiang, K.; Judd, E. G.; Kabana, S.; Kalinkin, D.; Kang, K.; Kauder, K.; Ke, H. W.; Keane, D.; Kechechyan, A.; Khan, Z. H.; Kikoła, D. P.; Kisiel, A.; Kochenda, L.; Koetke, D. D.; Kosarzewski, L. K.; Kraishan, A. F.; Kravtsov, P.; Krueger, K.; Kumar, L.; Lamont, M. A. C.; Landgraf, J. M.; Landry, K. D.; Lauret, J.; Lebedev, A.; Lednicky, R.; Lee, J. H.; Li, X.; Li, W.; Li, Z. M.; Li, Y.; Li, C.; Li, X.; Lisa, M. A.; Liu, F.; Ljubicic, T.; Llope, W. J.; Lomnitz, M.; Longacre, R. S.; Luo, X.; Ma, G. L.; Ma, Y. G.; Ma, R.; Ma, L.; Magdy, N.; Majka, R.; Manion, A.; Margetis, S.; Markert, C.; Masui, H.; Matis, H. S.; McDonald, D.; Meehan, K.; Mei, J. C.; Minaev, N. G.; Mioduszewski, S.; Mishra, D.; Mohanty, B.; Mondal, M. M.; Morozov, D. A.; Mustafa, M. K.; Nandi, B. K.; Nasim, Md.; Nayak, T. K.; Nigmatkulov, G.; Niida, T.; Nogach, L. V.; Noh, S. Y.; Novak, J.; Nurushev, S. B.; Odyniec, G.; Ogawa, A.; Oh, K.; Okorokov, V.; Olvitt, D.; Page, B. S.; Pak, R.; Pan, Y. X.; Pandit, Y.; Panebratsev, Y.; Pawlik, B.; Pei, H.; Perkins, C.; Peterson, A.; Pile, P.; Pluta, J.; Poniatowska, K.; Porter, J.; Posik, M.; Poskanzer, A. M.; Pruthi, N. K.; Putschke, J.; Qiu, H.; Quintero, A.; Ramachandran, S.; Raniwala, R.; Raniwala, S.; Ray, R. L.; Ritter, H. G.; Roberts, J. B.; Rogachevskiy, O. V.; Romero, J. L.; Roy, A.; Ruan, L.; Rusnak, J.; Rusnakova, O.; Sahoo, N. R.; Sahu, P. K.; Sakrejda, I.; Salur, S.; Sandweiss, J.; Sarkar, A.; Schambach, J.; Scharenberg, R. P.; Schmah, A. M.; Schmidke, W. B.; Schmitz, N.; Seger, J.; Seyboth, P.; Shah, N.; Shahaliev, E.; Shanmuganathan, P. V.; Shao, M.; Sharma, B.; Sharma, M. K.; Shen, W. Q.; Shi, S. S.; Shou, Q. Y.; Sichtermann, E. P.; Sikora, R.; Simko, M.; Singha, S.; Skoby, M. J.; Smirnov, N.; Smirnov, D.; Song, L.; Sorensen, P.; Spinka, H. M.; Srivastava, B.; Stanislaus, T. D. S.; Stepanov, M.; Strikhanov, M.; Stringfellow, B.; Sumbera, M.; Summa, B.; Sun, Y.; Sun, Z.; Sun, X. M.; Sun, X.; Surrow, B.; Svirida, D. N.; Szelezniak, M. A.; Tang, A. H.; Tang, Z.; Tarnowsky, T.; Tawfik, A.; Thomas, J. H.; Timmins, A. R.; Tlusty, D.; Todoroki, T.; Tokarev, M.; Trentalange, S.; Tribble, R. E.; Tribedy, P.; Tripathy, S. K.; Tsai, O. D.; Ullrich, T.; Underwood, D. G.; Upsal, I.; Van Buren, G.; van Nieuwenhuizen, G.; Vandenbroucke, M.; Varma, R.; Vasiliev, A. N.; Vertesi, R.; Videbæk, F.; Viyogi, Y. P.; Vokal, S.; Voloshin, S. A.; Vossen, A.; Wang, J. S.; Wang, F.; Wang, H.; Wang, G.; Wang, Y.; Wang, Y.; Webb, G.; Webb, J. C.; Wen, L.; Westfall, G. D.; Wieman, H.; Wissink, S. W.; Witt, R.; Wu, Y. F.; Wu; Xiao, Z. G.; Xie, W.; Xin, K.; Xu, H.; Xu, Z.; Xu, Q. H.; Xu, Y. F.; Xu, N.; Yang, S.; Yang, Y.; Yang, Q.; Yang, Y.; Yang, C.; Yang, Y.; Ye, Z.; Ye, Z.; Yepes, P.; Yi, L.; Yip, K.; Yoo, I.-K.; Yu, N.; Zbroszczyk, H.; Zha, W.; Zhang, Y.; Zhang, Z.; Zhang, J. B.; Zhang, J.; Zhang, X. P.; Zhang, S.; Zhang, J.; Zhao, J.; Zhong, C.; Zhou, L.; Zhu, X.; Zoulkarneeva, Y.

2015-12-01

The STAR Collaboration presents for the first time two-dimensional di-hadron correlations with identified leading hadrons in 200 GeV central Au + Au and minimum-bias d + Au collisions to explore hadronization mechanisms in the quark gluon plasma. The enhancement of the jet-like yield for leading pions in Au + Au data with respect to the d + Au reference and the absence of such an enhancement for leading non-pions (protons and kaons) are discussed within the context of a quark recombination scenario. The correlated yield at large angles, specifically in the ridge region, is found to be significantly higher for leading non-pions than pions. The consistencies of the constituent quark scaling, azimuthal harmonic model and a mini-jet modification model description of the data are tested, providing further constraints on hadronization.

The Stock Market Game: A Simulation of Stock Market Trading. Grades 5-8.

Science.gov (United States)

Draze, Dianne

This guide to a unit on a simulation game about the stock market contains an instructional text and two separate simulations. Through directed lessons and reproducible worksheets, the unit teaches students about business ownership, stock exchanges, benchmarks, commissions, why prices change, the logistics of buying and selling stocks, and how to…

Origin, Nature, Disposal and Control of Radioactive Wastes Arising from the Use of Radioisotopes; Origine, Nature, Elimination et Controle des Dechets Radioactifs Decoulant de l'Emploi des Radioisotopes; 041f 0420 041e 0414 ; Origen, Naturaleza, Evacuacion y Control de los Desechos Radiactivos Producidos en la Utilizacion de Radioisotopos

Energy Technology Data Exchange (ETDEWEB)

Kenny, A. W. [Ministry of Housing and Local Government (United Kingdom)

1960-07-01

The paper describes the different types of radioactive waste arising from industrial, medical and scientific uses of radioisotopes. An outline is given of methods used for waste disposal, depending on the content of radioactivity. (author) [French] L'auteur decrit les differents types de dechets radioactifs decoulant de l'utilisation de radioisotopes dans l'industrie, en medecine et dans la science. Il donne un apercu des methodes employees pour l'elimination des dechets selon leur teneur en elements radioactifs. (author) [Spanish] En la memoria se describen los diferentes tipos de desechos radiactivos producidos por la utilizacion industrial, medica y cientifica de los radioisotopos y se hace una exposicion de los metodos empleados para la evacuacion de desechos segun su contenido radiactivo. (author) [Russian] V doklade daetsja opisanie razlichnyh tipov radioaktivnyh othodov, voznikajushhih v rezul'tate promyshlennogo, medicinskogo i nauchnogo ispol'zovanija radioizotopov. Osobo razbirajutsja metody, ispol'zuemye dlja udalenija radioaktivnyh othodov v zavisimosti ot ih radioaktivnosti. (author)

Di-hadron correlations with identified leading hadrons in 200 GeV Au+Au and d+Au collisions at STAR

Directory of Open Access Journals (Sweden)

L. Adamczyk

2015-12-01

Full Text Available The STAR Collaboration presents for the first time two-dimensional di-hadron correlations with identified leading hadrons in 200 GeV central Au+Au and minimum-bias d+Au collisions to explore hadronization mechanisms in the quark gluon plasma. The enhancement of the jet-like yield for leading pions in Au+Au data with respect to the d+Au reference and the absence of such an enhancement for leading non-pions (protons and kaons are discussed within the context of a quark recombination scenario. The correlated yield at large angles, specifically in the ridge region, is found to be significantly higher for leading non-pions than pions. The consistencies of the constituent quark scaling, azimuthal harmonic model and a mini-jet modification model description of the data are tested, providing further constraints on hadronization.

Di-hadron correlations with identified leading hadrons in 200 GeV Au + Au and d + Au collisions at STAR

Energy Technology Data Exchange (ETDEWEB)

Adamczyk, L; Adkins, JK; Agakishiev, G; Aggarwal, MM; Ahammed, Z; Alekseev, I; Aparin, A; Arkhipkin, D; Aschenauer, EC; Averichev, GS; Bai, X; Bairathi, V; Banerjee, A; Bellwied, R; Bhasin, A; Bhati, AK; Bhattarai, P; Bielcik, J; Bielcikova, J; Bland, LC; Bordyuzhin, IG; Bouchet, J; Brandenburg, D; Brandin, AV; Bunzarov, I; Butterworth, J; Caines, H; Calderón de la Barca Sánchez, M; Campbell, JM; Cebra, D; Cervantes, MC; Chakaberia, I; Chaloupka, P; Chang, Z; Chattopadhyay, S; Chen, X; Chen, JH; Cheng, J; Cherney, M; Christie, W; Contin, G; Crawford, HJ; Das, S; De Silva, LC; Debbe, RR; Dedovich, TG; Deng, J; Derevschikov, AA; di Ruzza, B; Didenko, L; Dilks, C; Dong, X; Drachenberg, JL; Draper, JE; Du, CM; Dunkelberger, LE; Dunlop, JC; Efimov, LG; Engelage, J; Eppley, G; Esha, R; Evdokimov, O; Eyser, O; Fatemi, R; Fazio, S; Federic, P; Fedorisin, J; Feng, Z; Filip, P; Fisyak, Y; Flores, CE; Fulek, L; Gagliardi, CA; Garand, D; Geurts, F; Gibson, A; Girard, M; Greiner, L; Grosnick, D; Gunarathne, DS; Guo, Y; Gupta, S; Gupta, A; Guryn, W; Hamad, A; Hamed, A; Haque, R; Harris, JW; He, L; Heppelmann, S; Heppelmann, S; Hirsch, A; Hoffmann, GW; Hofman, DJ; Horvat, S; Huang, T; Huang, B; Huang, HZ; Huang, X; Huck, P

2015-10-23

The STAR Collaboration presents for the first time two-dimensional di-hadron correlations with identified leading hadrons in 200 GeV central Au + Au and minimum-bias d + Au collisions to explore hadronization mechanisms in the quark gluon plasma. The enhancement of the jet-like yield for leading pions in Au + Au data with respect to the d + Au reference and the absence of such an enhancement for leading non-pions (protons and kaons) are discussed within the context of a quark recombination scenario. The correlated yield at large angles, specifically in the ridge region, is found to be significantly higher for leading non-pions than pions. The consistencies of the constituent quark scaling, azimuthal harmonic model and a mini-jet modification model description of the data are tested, providing further constraints on hadronization.

Stock Market Expectations of Dutch Households.

Science.gov (United States)

Hurd, Michael; van Rooij, Maarten; Winter, Joachim

2011-04-01

Despite its importance for the analysis of life-cycle behavior and, in particular, retirement planning, stock ownership by private households is poorly understood. Among other approaches to investigate this puzzle, recent research has started to elicit private households' expectations of stock market returns. This paper reports findings from a study that collected data over a two-year period both on households' stock market expectations (subjective probabilities of gains or losses) and on whether they own stocks. We document substantial heterogeneity in financial market expectations. Expectations are correlated with stock ownership. Over the two years of our data, stock market prices increased, and expectations of future stock market price changes also increased, lending support to the view that expectations are influenced by recent stock gains or losses.

Optimization Stock Portfolio With Mean-Variance and Linear Programming: Case In Indonesia Stock Market

Directory of Open Access Journals (Sweden)

Yen Sun

2010-05-01

Full Text Available It is observed that the number of Indonesia’s domestic investor who involved in the stock exchange is very less compare to its total number of population (only about 0.1%. As a result, Indonesia Stock Exchange (IDX is highly affected by foreign investor that can threat the economy. Domestic investor tends to invest in risk-free asset such as deposit in the bank since they are not familiar yet with the stock market and anxious about the risk (risk-averse type of investor. Therefore, it is important to educate domestic investor to involve in the stock exchange. Investing in portfolio of stock is one of the best choices for risk-averse investor (such as Indonesia domestic investor since it offers lower risk for a given level of return. This paper studies the optimization of Indonesian stock portfolio. The data is the historical return of 10 stocks of LQ 45 for 5 time series (January 2004 – December 2008. It will be focus on selecting stocks into a portfolio, setting 10 of stock portfolios using mean variance method combining with the linear programming (solver. Furthermore, based on Efficient Frontier concept and Sharpe measurement, there will be one stock portfolio picked as an optimum Portfolio (Namely Portfolio G. Then, Performance of portfolio G will be evaluated by using Sharpe, Treynor and Jensen Measurement to show whether the return of Portfolio G exceeds the market return. This paper also illustrates how the stock composition of the Optimum Portfolio (G succeeds to predict the portfolio return in the future (5th January – 3rd April 2009. The result of the study observed that optimization portfolio using Mean-Variance (consistent with Markowitz theory combine with linear programming can be applied into Indonesia stock’s portfolio. All the measurements (Sharpe, Jensen, and Treynor show that the portfolio G is a superior portfolio. It is also been found that the composition (weights stocks of optimum portfolio (G can be used to

Persistent collective trend in stock markets

Science.gov (United States)

Balogh, Emeric; Simonsen, Ingve; Nagy, Bálint Zs.; Néda, Zoltán

2010-12-01

Empirical evidence is given for a significant difference in the collective trend of the share prices during the stock index rising and falling periods. Data on the Dow Jones Industrial Average and its stock components are studied between 1991 and 2008. Pearson-type correlations are computed between the stocks and averaged over stock pairs and time. The results indicate a general trend: whenever the stock index is falling the stock prices are changing in a more correlated manner than in case the stock index is ascending. A thorough statistical analysis of the data shows that the observed difference is significant, suggesting a constant fear factor among stockholders.

Predictability of Stock Returns

Directory of Open Access Journals (Sweden)

Ahmet Sekreter

2017-06-01

Full Text Available Predictability of stock returns has been shown by empirical studies over time. This article collects the most important theories on forecasting stock returns and investigates the factors that affecting behavior of the stocks’ prices and the market as a whole. Estimation of the factors and the way of estimation are the key issues of predictability of stock returns.

RELATIONSHIP BETWEEN STOCK MARKET RETURNS AND EXCHANGERATES IN EMERGING STOCK MARKETS

Directory of Open Access Journals (Sweden)

M.N. Arshad

2017-04-01

Full Text Available Abstract-This paper aims to study the relationship between stock market returns and exchange rates in emerging stock markets including Malaysia, Singapore, Thailand, Indonesia and Philippines. The data is taken from January 2003 to December 2012 using weekly closing indices and separated in two periods; before (2003-2007 and second, after (2008-2012 the financial crisis of 2008. Johansen-Juselius (JJ. Granger causality tests show that unidirectional causality exists between the stock market returns and exchange rates for Thailand before the financial crisis, whilst, for Indonesia and Singapore, the unidirectional causality between the two variables is detected in the period after the financial crisis. Error Correction Model (ECM indicates the existence of long run causality between the two variables for Philippines. This study also finds that most of the emerging stock markets are informationally inefficient.

Converting partially-stocked aspen stands to fully-stocked stands in the Lake States: an economic analysis.

Science.gov (United States)

Jeffrey T. Olson; Allen L. Lundgren

1978-01-01

The 1968 Wisconsin Forest Survey showed large areas of aspen type that are not considered fully stocked. The economic feasibility of converting partially-stocked stands to full stocking is examined, and a rule presented for determining when a partially-stocked stand should be harvested to maximize its present value.

Stock prices and business investment

OpenAIRE

Yaron Leitner

2007-01-01

Is there a link between the stock market and business investment? Empirical evidence indicates that there is. A firm tends to invest more when its stock price increases, and it tends to invest less when the price falls. In “Stock Prices and Business Investment,” Yaron Leitner discusses existing research that explains this relationship. One question under consideration is whether the stock market actually improves investment decisions.

Which stocks are profitable? A network method to investigate the effects of network structure on stock returns

Science.gov (United States)

Chen, Kun; Luo, Peng; Sun, Bianxia; Wang, Huaiqing

2015-10-01

According to asset pricing theory, a stock's expected returns are determined by its exposure to systematic risk. In this paper, we propose a new method for analyzing the interaction effects among industries and stocks on stock returns. We construct a complex network based on correlations of abnormal stock returns and use centrality and modularity, two popular measures in social science, to determine the effect of interconnections on industry and stock returns. Supported by previous studies, our findings indicate that a relationship exists between inter-industry closeness and industry returns and between stock centrality and stock returns. The theoretical and practical contributions of these findings are discussed.

The role of managerial stock option programs in governance: evidence from REIT stock repurchases

NARCIS (Netherlands)

Ghosh, C.; Giambona, E.; Harding, J.P.; Sezer, O.; Sirmans, C.F.

2010-01-01

This article examines the role of stock option programs and executive holdings of stock options in real estate investment trust (REIT) governance. We study the issue by analyzing how the market reaction to a stock repurchase announcement varies as a function of the individual REIT's governance

THE EFFECT OF MACROECONOMIC VARIABLES ON BANKING STOCK PRICE INDEX IN INDONESIA STOCK EXCHANGE

Directory of Open Access Journals (Sweden)

Laduna R.

2018-01-01

Full Text Available Stock price index can be regarded as a barometer in the measuremet of a nation’s economic condition, besides it can also be used in conducting statistical analysis on the current market. Stock is the proof of one’s share in a company in the form of securities issued by the listed go-public companies. This study was conducted to measure the effect of macroeconomic variables such as inflation, interest rate, and exchange rate on banking stock price index in Indonesia stock exchange or Bursa Efek Indonesia (BEI. The results of study show that inflation and exchange rate posively influence the stock price index. The positive effect of the exchange rate shows that issuers who were positively affected by Rupiah (IDR depreciation appear to be the most dominant group. Meanwhile, the interest rate or Suku Bunga (SBI has a negative effect. Lower interest rate stimulates higher investments and better economic activities which increase the stock price.

Three-particle correlations from parton cascades in Au+Au collisions

International Nuclear Information System (INIS)

Ma, G.L.; Ma, Y.G.; Zhang, S.; Cai, X.Z.; Chen, J.H.; He, Z.J.; Huang, H.Z.; Long, J.L.; Shen, W.Q.; Shi, X.H.; Zhong, C.; Zuo, J.X.

2007-01-01

We present a study of three-particle correlations among a trigger particle and two associated particles in Au+Au collisions at s NN =200 GeV using a multi-phase transport model (AMPT) with both partonic and hadronic interactions. We found that three-particle correlation densities in different angular directions with respect to the triggered particle ('center', 'cone', 'deflected', 'near' and 'near-away') increase with the number of participants. The ratio of 'deflected' to 'cone' density approaches to 1.0 with the increasing of number of participants, which indicates that partonic Mach-like shock waves can be produced by strong parton cascades in central Au+Au collisions

Solvent extraction of Au(III) for preparation of a carrier-free multitracer and an Au tracer from an Au target

International Nuclear Information System (INIS)

Weginwar, R.G.; Kobayashi, Y.; Ambe, S.; Liu, B.; Enomoto, S.; Ambe, F.

1996-01-01

Separation of Au(III) and various carrier-free radionuclides by solvent extraction was investigated using an Au target irradiated by an energetic heavy-ion beam. Percentage extraction of Au(III) and coextraction of the radionuclides were determined with varying parameters such as kinds of solvent, molarity of HCl or pH, and Au concentration. Under the conditions where Au(III) was effectively extracted, namely extraction with ethyl acetate or isobutyl methyl ketone from 3 mol*dm -3 HCl, carrier-free radionuclides of many elements were found to be more or less coextracted. Coextraction of radionuclides of some elements was found to increase with an increase in the concentration of Au(III). This finding is ascribed to the formation of strong association of the complex of these elements with chloroauric acid. In order to avoid serious loss of these elements by the extraction, lowering of the Au(III) concentration or the use of a masking agent such as sodium citrate is necessary. Gold(III) was shown to be effectively back extracted with a 0.1 mol*dm -3 aqueous solution of 2-amino-2-hydroxymethyl-1,3-propanediol. Thus, a radiochemical procedure has been established for preparing a carrier-free multitracer and an Au tracer with carrier form from an Au target irradiated with a heavy-ion beam. Both tracers are now used individually for chemical and biological experiments. (author). 22 refs., 3 figs., 2 tabs

Fermi surfaces properties of AuAl2, AuGa2, and AuIn2 with the CaF2-type cubic structure

Science.gov (United States)

Nishimura, K.; Kakihana, M.; Suzuki, F.; Yara, T.; Hedo, M.; Nakama, T.; Ōnuki, Y.; Harima, H.

2018-05-01

We grew high-quality single crystals of AuAl2, AuGa2, and AuIn2 with the fluorite (CaF2)-type cubic structure and determined the Fermi surface properties by the de Haas-van Alphen (dHvA) experiments using full-potential LAPW bad calculations. The Fermi surface and optical properties for three compounds were once studied from an interest of colors because AuAl2 has a striking bright reddish-purple color, whereas AuGa2 and AuIn2 are, respectively, neutral and bluish. The detected dHvA frequencies in the present study are found to be in a wide range of (0.1-13)×107 Oe. The main dHvA branches for three compounds are in excellent agreement with the theoretical ones, but some dHvA branches with small dHvA frequencies are slightly deviated from the theoretical ones, especially in AuGa2 and AuIn2.

Seed-mediated growth and manipulation of Au nanorods via size-controlled synthesis of Au seeds

International Nuclear Information System (INIS)

Liu Juncheng; Duggan, Jennifer N.; Morgan, Joshua; Roberts, Christopher B.

2012-01-01

Seed-mediated growth of gold (Au) nanorods with highly controllable length, width, and aspect ratio was accomplished via carefully size-controlled synthesis of the original Au seeds. A slow dynamic growth of Au nanoparticle seeds was observed after reduction of the Au salt (i.e., hydrogen tetrachloroaurate (III) hydrate) by sodium borohydride (NaBH 4 ) in the presence of cetyltrimethyl ammonium bromide (CTAB). As such, the size of the Au nanoparticle seeds can therefore be manipulated through control over the duration of the reaction period (i.e., aging times of 2, 8, 48, 72, and 144 h were used in this study). These differently sized Au nanoparticles were subsequently used as seeds for the growth of Au nanorods, where the additions of Au salt, CTAB, AgNO 3 , and ascorbic acid were employed. Smaller Au nanoparticle seeds obtained via short growth/aging time resulted in Au nanorods with higher aspect ratio and thus longer longitudinal surface plasmon wavelength (LSPW). The larger Au nanoparticle seeds obtained via longer growth/aging time resulted in Au nanorods with lower aspect ratio and shorter LSPW.

Commodities and Stock Investment

Directory of Open Access Journals (Sweden)

Syed Jawad Hussain Shahzad

2014-09-01

Full Text Available This study is a multivariate analysis of commodities and stock investment in a newly established market scenario. Return distribution asymmetry is examined with higher order movements. Skewness in commodity future’s return is largely insignificant, whereas kurtosis is highly significant for both stock and commodity future contracts. Correlation analysis is done with Pearson’s and Kendall’s tau measures. Commodities provide significant diversification benefits when added in a portfolio of stocks. Compared with stocks, commodity future’s returns show stronger correlation with unexpected inflation. The volatility is measured through Glosten-Jagannathan-Runkle - Generalized Autoregressive Conditional Heteroskedasticity (GJR-GARCH model and reflects that commodities have inverted asymmetric behavior, that is, more impact from the upward shocks compared with downward. Stocks have asymmetric volatility, that is, more impact from negative shocks compared with positive. Gold has highest inverted asymmetric volatility. Tail dependence, measured through Student’s t copula, shows no combined downside movement. In conclusion, commodity investments provide diversification and inflation protection.

Comparison between global financial crisis and local stock disaster on top of Chinese stock network

Science.gov (United States)

Xia, Lisi; You, Daming; Jiang, Xin; Guo, Quantong

2018-01-01

The science of complex network theory can be usefully applied in many important fields, one of which is the finance. In these practical cases, a massive dataset can be represented as a very large network with certain attributes associated with its nodes and edges. As one of the most important components of financial market, stock market has been attracting more and more attention. In this paper, we propose a threshold model to build Chinese stock market networks and study the topological properties of these networks. To be specific, we compare the effects of different crises, namely the 2008 global crisis and the stock market disaster in 2015, on the threshold networks. Prices of the stocks belonging to the Shanghai and Shenzhen 300 index are considered for three periods: the global crisis, common period and the stock market disaster. We find the probability distribution of the cross-correlations of the stocks during the stock market disaster is fatter than that of others. Besides, the thresholds of cross-correlations are assigned to obtain the threshold networks and the power-law of degree distribution in these networks are observed in a certain range of threshold values. The networks during the stock market disaster also appear to have larger mean degree and modularity, which reveals the strong correlations among these stock prices. Our findings to some extent crosscheck the liquidity shortage reason which is believed to result in the outbreak of the stock market disaster. Moreover, we hope that this paper could give us a deeper understanding of the market's behavior and also lead to interesting future research about the problems of modern finance theory.

Controlled Synthesis of Au@AgAu Yolk-Shell Cuboctahedra with Well-Defined Facets.

Science.gov (United States)

Londono-Calderon, Alejandra; Bahena, Daniel; Yacaman, Miguel J

2016-08-02

The synthesis of Au@AgAu yolk-shell cuboctahedra nanoparticles formed by galvanic replacement in a seed-mediated method is described. Initially, single-crystal Au seeds are used for the formation of Au@Ag core-shell nanocubes, which serve as the template material for the deposition of an external Au layer. The well-controlled synthesis yields the formation of cuboctahedra nanoparticles with smooth inner and outer Au/Ag surfaces. The deposition/oxidation process is described to understand the formation of cuboctahedra and octahedra nanoparticles. The Au core maintains the initial morphology of the seed and remains static at the center of the yolk-shell because of residual Ag. Structural analysis of the shell indicates intrinsic stacking faults (SFs) near the surface. Energy dispersive X-ray spectroscopy (EDS) and X-ray photoelectron spectroscopy (XPS) compositional analysis show an Au-Ag nonordered alloy forming the shell. The three-dimensional structure of the nanoparticles presented open facets on the [111] as observed by electron tomography SIRT reconstruction over a stack of high-angle annular dark-field scanning transmission electron microscopy (HAADF-STEM) images. The geometrical model was validated by analyzing the direction of streaks in coherent nanobeam diffraction (NBD). The catalytic activity was evaluated using a model reaction based on the reduction of 4-nitrophenol (4-NTP) by NaBH4 in the presence of Au@AgAu yolk-shell nanoparticles.

Controlled synthesis of PbS-Au nanostar-nanoparticle heterodimers and cap-like Au nanoparticles

Science.gov (United States)

Zhao, Nana; Li, Lianshan; Huang, Teng; Qi, Limin

2010-11-01

Uniform PbS-Au nanostar-nanoparticle heterodimers consisting of one Au nanoparticle grown on one horn of a well-defined six-horn PbS nanostar were prepared using the PbS nanostars as growth substrates for the selective deposition of Au nanoparticles. The size of the Au nanoparticles on the horns of the PbS nanostars could be readily adjusted by changing the PbS concentration for the deposition of Au nanoparticles. An optimum cetyltrimethylammonium bromide concentration and temperature were essential for the selective deposition of uniform Au nanoparticles on single horns of the PbS nanostars. Unusual PbS-Au nanoframe-nanoparticle heterodimers were obtained by etching the PbS-Au nanostar-nanoparticle heterodimers with oxalic acid while novel cap-like Au nanoparticles were obtained by etching with hydrochloric acid. The obtained heterodimeric nanostructures and cap-like nanoparticles are promising candidates for anisotropic nanoscale building blocks for the controllable assembly of useful, complex architectures.

Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange

OpenAIRE

Febrian, Erie; Herwany, Aldrin

2007-01-01

For both risk management and portfolio selection purposes, modeling the linkage across financial markets is crucial, especially among neighboring stock markets. In investigating the dependence or co-movement of three or more stock markets in different countries, researchers frequently use co-integration and causality analysis. Nevertheless, they conducted the causality in mean tests but not the causality in variance tests. This paper examines the co-integration and causal relations among ...

How Does Amino Acid Ligand Modulate Au Core Structure and Characteristics in Peptide Coated Au Nanocluster?

Science.gov (United States)

Li, Nan; Li, Xu; Zhao, Hongkang; Zhao, Lina

2018-03-01

The atomic structures and the corresponding physicochemical properties of peptide coated Au nanoclusters determine their distinctive biological targeting applications. To learn the modulation of amino acid ligand on the atomic structure and electronic characteristics of coated Au core is the fundamental knowledge for peptide coated Au nanocluster design and construction. Based on our recent coated Au nanocluster configuration study (Nanoscale, 2016, 8, 11454), we built the typically simplified Au13(Cys-Au-Cys) system to more clearly learn the basic modulation information of amino acid ligand on Au core by the density functional theory (DFT) calculations. There are two isomers as ligand adjacent bonding (Iso1) and diagonal bonding (Iso2) to Au13 cores. The geometry optimizations indicate the adjacent bonding Iso1 is more stable than Iso2. More important, the Au13 core of Iso1 distorts much more significantly than that of Iso2 by Cys-Au-Cys bonding through the root-mean-square deviation (RMSD) analysis, which modulate their electronic characteristics in different ways. In addition, the frontier molecular orbital results of Au13(Cys-Au-Cys) isomers confirm that the Au cores mainly determine the blue shifts of Au13(Cys-Au-Cys) systems versus the original Au13 core in their UV-visible absorption spectrum studies. The configuration of Au13 core performs deformation under Cys-Au-Cys ligand modulation to reach new stability with distinct atomic structure and electronic properties, which could be the theory basis for peptide coated AuNCs design and construction.

17 CFR 240.15g-2 - Penny stock disclosure document relating to the penny stock market.

Science.gov (United States)

2010-04-01

... 17 Commodity and Securities Exchanges 3 2010-04-01 2010-04-01 false Penny stock disclosure document relating to the penny stock market. 240.15g-2 Section 240.15g-2 Commodity and Securities Exchanges... Section 15(d) of the Act § 240.15g-2 Penny stock disclosure document relating to the penny stock market...

Growth and contribution of stocked channel catfish, Ictalurus punctatus (Rafinesque, 1818): the importance of measuring post-stocking performance

Science.gov (United States)

Stewart, David R.; Long, James M.

2015-01-01

In this study it was sought to quantify post-stocking growth, survival, and contribution of advanced size (178 mm total length [TL]) channel catfish Ictalurus punctatus fingerlings, something rarely done. Channel catfish populations were evaluated before (May 2010) and after (May to August 2011 and 2012) stocking. Relative abundance, stocking contribution, and growth were different (P stocked in Lake Lone Chimney, stocking contribution was lower (3–35%), and average length and weight of stocked fish by age-2 reached 230 mm TL and 85 g, whereas the stocking contribution (84–98%) and growth in length (340 mm TL) and weight (280 g) were higher by age-2 in Lake Greenleaf. Given these unambiguous differences of post-stocking performance, benchmark metrics that represent population-level information such as relative abundance and average length and weight of the sample masked these significant differences, highlighting the importance of marking hatchery-fish and then following them through time to determine the effectiveness of stocking. These results suggest that stock enhancement programmes would benefit from studies that quantify post-stocking performance of hatchery fish.

Au pair trajectories

DEFF Research Database (Denmark)

Dalgas, Karina Märcher

2015-01-01

pair-sending families in the Philippines, this dissertation examines the long-term trajectories of these young Filipinas. It shows how the au pairs’ local and transnational family relations develop over time and greatly influence their life trajectories. A focal point of the study is how au pairs...... that Filipina au pairs see their stay abroad as an avenue of personal development and social recognition, I examine how the au pairs re-position themselves within their families at home through migration, and how they navigate between the often conflicting expectations of participation in the sociality......Since 2000, thousands of young Filipino migrants have come to Denmark as au pairs. Officially, they are there to “broaden their cultural horizons” by living temporarily with a Danish host family, but they also conduct domestic labor in exchange for food and money, which allows them to send...

Co-Movements Of U.S. And European Stock Markets Before And After The 2008 Gloal Stock Market Crash

Directory of Open Access Journals (Sweden)

Meric Ilhan

2015-08-01

Full Text Available Empirical studies show that correlation between national stock markets increased and the benefits of global portfolio diversification decreased significantly after the global stock market crash of 1987. The 1987 and 2008 crashes are the two most important global stock market crashes since the 1929 Great depression. Although the effects of the 1987 crash on the comovements of national stock markets have been investigated extensively, the effects of the 2008 crash have not been studied sufficiently. In this paper we study this issue with a research sample that includes the U.S stock market and twenty European stock markets. We find that correlation between the twenty-one stock markets increased and the benefits of portfolio diversification decreased significantly after the 2008 stock market crash.

Theoretical prediction of the noble gas complexes HeAuF and NeAuF

Institute of Scientific and Technical Information of China (English)

无

2009-01-01

Ab initio calculations were carried out to investigate the structures and the stability of the noble gas complexes HeAuF and NeAuF through MP2 and CCSD(T) methods.The HeAuF was predicted to have a linear structure with weak He-Au covalent bonding,the distance of which is closer to the covalent limit in comparison with the corresponding van der Waals limit.The dissociation energy with respect to He + AuF was found to be 24 and 26 kJ·mol-1 at the CCSD(T)/basis set B and B’ levels,respectively.However,similar calculations for NeAuF indicate that NeAuF is not a stable species.

The use radioactive tracers in the study of solid transport in water streams; Emploi de traceurs radioactifs pour l'etude du transport solide dans les cours d'eau

Energy Technology Data Exchange (ETDEWEB)

Courtois, G [Commissariat a l' Energie Atomique, Saclay (France).Centre d' Etudes Nucleaires; Jaffry, P; Heuzel, M [Laboratoire National d' Hydraulique de Chatou, 78 (France)

1960-07-01

The Laboratoire National d'Hydraulique which has been studying, during the last few years in conjunction with the Centre d'Etudes Nucleaires at Saclay, the development of apparatus and of methods of investigation of sediment transport by radioactive tracer techniques, is at the moment trying to perfect a genuinely quantitative method of investigation. Two experiments have recently been carried out in rivers, the first designed to investigate the transport of pebbles in the river Rhone, the other to investigate the movement of sands in the Niger. This second experiment has been supported by parallel experiments carried out on a reduced scale model of the Niger built at the laboratories of Chatou: in this experiment are used the radiation from {sup 56}Mn and {sup 24}Na obtained by direct activation of the crushed apricot store which represents, in the scale model, the natural sediment on the bed of the Niger. The combined efforts of the laboratories of Chatou and of the Centre d'Etudes Nucleaires at Saclay are at the moment directed to the application of radioactive tracers to studies on the scale models with the double aim: a) of having a single investigational method for the actual experiment and for the model making it possible to control the accuracy of the model in the preliminary stage of calibrating this model; b) of making the most of the possibilities of observation and of direct measurement offered by the scale models for studying the possibility of improving the tracer method, in particular with respect to the collecting of quantitative data. (author) [French] La Laboratoire National d'Hydraulique qui, depuis quelques annees a developpe, en collaboration avec le Centre d'Etudes Nucleaires de Saclay, les appareillages et les techniques d'etudes des mouvements de sediments par la methode des traceurs radioactifs, s'efforce actuellement de mettre au point un moyen d'investigation veritablement quantitatif. Deux experiences ont ete effectuees recemment en

Technical and Economic Problems Associated with the Development of Methods of Processing and Using Radioactive Waste; Problemes techniques et economiques lies au developpement des methodes de traitement et d'utilisation des dechets radioactifs

Energy Technology Data Exchange (ETDEWEB)

Thiriet, L; Sauteron, J; Oger, C [Commissariat a l' Energie Atomique, Fontenay-Aux-Roses (France). Centre d' Etudes Nucleaires

1968-07-01

The paper briefly reviews the various techniques used in processing the radioactive wastes which unavoidably result from the generation of electric power from nuclear sources. The paper goes on to define the relative importance, in nuclear fuel cycles, of the problem raised by these wastes. Emphasis is placed on the economic influence of management policies on the cost of power generation, and hence on the relative position of nuclear energy. A substantial percentage of these wastes can be economically utilized. Attention is drawn to the major technical and economic features of the industry which will come into being as a result of this utilization. The major uses anticipated are discussed: radiation sources, heat sources, auxiliary power generation. The paper concludes that satisfactory solutions have already been found to these problems, and describes possible improvements. (author) [French] La communication rappelle d'abord succinctement les differentes techniques de traitement des dechets radioactifs resultant necessairement de la production d'electricite d'origine nucleaire. On situe ensuite l'importance du probleme pose par ces residus dans le cycle du combustible nucleaire. On fait ressortir l'influence economique du choix des methodes de gestion sur le cout de production de l'energie, et par consequent sur la place devolue a l'energie nucleaire. Une part importante de ces dechets peut faire l'objet d'une utilisation rentable de l'industrie qui naitra de cette utilisation. Les principales applications envisagees sont evoquees: sources d'irradiation, sources chauffantes, generateurs auxiliaires d'energie. On conclut que d'ores et deja des solutions satisfaisantes ont ete apportees a ces problemes, et l'on decrit les perspectives d'amelioration concevables. (auteur)

The Difference Between Stock Splits and Stock Dividends - Evidence from Denmark

DEFF Research Database (Denmark)

Raaballe, Johannes; Bechmann, Ken L.

2007-01-01

splits is closely related to changes in a firm's payout policy, but that the relationship differs for the two types of events. A stock dividend implies an increase in nominal share capital and hence a decrease in retained earnings. Firms announcing stock dividends finance growth entirely by debt...

Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market

Science.gov (United States)

Guo, Kun; Sun, Yi; Qian, Xin

2017-03-01

With the development of the social network, the interaction between investors in stock market became more fast and convenient. Thus, investor sentiment which can influence their investment decisions may be quickly spread and magnified through the network, and to a certain extent the stock market can be affected. This paper collected the user comments data from a popular professional social networking site of China stock market called Xueqiu, then the investor sentiment data can be obtained through semantic analysis. The dynamic analysis on relationship between investor sentiment and stock market is proposed based on Thermal Optimal Path (TOP) method. The results show that the sentiment data was not always leading over stock market price, and it can be used to predict the stock price only when the stock has high investor attention.

Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? Evidence using a bivariate analysis

Directory of Open Access Journals (Sweden)

Wang Kuan-Min

2013-01-01

Full Text Available This paper extends recent investigations into risk contagion effects on stock markets to the Vietnamese stock market. Daily data spanning October 9, 2006 to May 3, 2012 are sourced to empirically validate the contagion effects between stock markets in Vietnam, and China, Japan, Singapore, and the US. To facilitate the validation of contagion effects with market-related coefficients, this paper constructs a bivariate EGARCH model of dynamic conditional correlation coefficients. Using the correlation contagion test and Dungey et al.’s (2005 contagion test, we find contagion effects between the Vietnamese and four other stock markets, namely Japan, Singapore, China, and the US. Second, we show that the Japanese stock market causes stronger contagion risk in the Vietnamese stock market compared to the stock markets of China, Singapore, and the US. Finally, we show that the Chinese and US stock markets cause weaker contagion effects in the Vietnamese stock market because of stronger interdependence effects between the former two markets.

Do stock prices drive people crazy?

Science.gov (United States)

Lin, Chung-Liang; Chen, Chin-Shyan; Liu, Tsai-Ching

2015-03-01

This is the first research to examine a potential relation between stock market volatility and mental disorders. Using data on daily incidences of mental disorders in Taiwan over 4000 days from 1998 through 2009 to assess the time-series relation between stock price movements and mental disorders, we observe that stock price fluctuation clearly affects the hospitalization of mental disorders. We find that during a 12-year follow-up period, a low stock price index, a daily fall in the stock price index and consecutive daily falls in the stock price index are all associated with greater of mental disorders hospitalizations. A 1000-point fall in the TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) increases the number of daily mental disorders hospitalizations by 4.71%. A 1% fall in the TAIEX in one single day increases daily hospitalizations for mental disorders by 0.36%. When the stock price index falls one consecutive day, it causes a daily increase of approximately 0.32% hospitalizations due to mental disorders on that day. Stock price index is found to be significant for both gender and all age groups. In addition, daily change is significant for both gender and middle-age groups, whereas accumulated change is significant for males and people aged 45-64. Stockholdings can help people accumulate wealth, but they can also increase mental disorders hospitalizations. In other words, stock price fluctuations do drive people crazy. Published by Oxford University Press in association with The London School of Hygiene and Tropical Medicine © The Author 2014; all rights reserved.

The extraction characteristic of Au-Ag from Au concentrate by thiourea solution

Science.gov (United States)

Kim, Bongju; Cho, Kanghee; On, Hyunsung; Choi, Nagchoul; Park, Cheonyoung

2013-04-01

The cyanidation process has been used commercially for the past 100 years, there are ores that are not amenable to treatment by cyanide. Interest in alternative lixiviants, such as thiourea, halogens, thiosulfate and malononitrile, has been revived as a result of a major increase in gold price, which has stimulated new developments in extraction technology, combined with environmental concern. The Au extraction process using the thiourea solvent has many advantages over the cyanidation process, including higher leaching rates, faster extraction time and less than toxicity. The purpose of this study was investigated to the extraction characteristic of Au-Ag from two different Au concentrate (sulfuric acid washing and roasting) under various experiment conditions (thiourea concentration, pH of solvent, temperature) by thiourea solvent. The result of extraction experiment showed that the Au-Ag extraction was a fast extraction process, reaching equilibrium (maximum extraction rate) within 30 min. The Au-Ag extraction rate was higher in the roasted concentrate than in the sulfuric acid washing. The higher the Au-Ag extraction rate (Au - 70.87%, Ag - 98.12%) from roasted concentrate was found when the more concentration of thiourea increased, pH decreased and extraction temperature increased. This study informs extraction method basic knowledge when thiourea was a possibility to eco-/economic resources of Au-Ag utilization studies including the hydrometallurgy.

Multifragmentation in Au + Au collisions studied with AMD-V

Energy Technology Data Exchange (ETDEWEB)

Ono, Akira [Tohoku Univ., Sendai (Japan). Faculty of Science

1998-07-01

AMD-V is an optimum model for calculation of multifragmentation in Au + Au collisions. AMD-V consider anti-symmetry of incident nucleus, target nucleus and fragments, furthermore, it treat the quantum effect to exist many channels in the intermediate and final state. 150 and 250 MeV/nucleon incident energy were used in the experiments. The data of multifragment atom in {sup 197}Au + {sup 197}Au collisions was reproduced by AMD-V calculation using Gognny force, corresponding to the imcompressibility of nuclear substance K = 228 MeV and its mean field depend on momentum. When other interaction (SKG 2 force, corresponding to K = 373 KeV) was used an mean field does not depend on momentum, the calculation results could not reproduce the experimental values, because nucleus and deuteron were estimated too large and {alpha}-particle and intermediate fragments estimated too small. (S.Y.)

Analysis of Economic Factors Affecting Stock Market

OpenAIRE

Xie, Linyin

2010-01-01

This dissertation concentrates on analysis of economic factors affecting Chinese stock market through examining relationship between stock market index and economic factors. Six economic variables are examined: industrial production, money supply 1, money supply 2, exchange rate, long-term government bond yield and real estate total value. Stock market comprises fixed interest stocks and equities shares. In this dissertation, stock market is restricted to equity market. The stock price in thi...

Synthesis of ultrathin face-centered-cubic Au@Pt and Au@Pd core-shell nanoplates from hexagonal-close-packed Au square sheets

KAUST Repository

Fan, Zhanxi; Zhu, Yihan; Huang, Xiao; Han, Yu; Wang, Qingxiao; Liu, Qing; Huang, Ying; Gan, Chee Lip; Zhang, Hua

2015-01-01

@Pd rhombic nanoplates, respectively. We believe that these findings will shed new light on the synthesis of novel noble bimetallic nanostructures. Phase change: Ultrathin Au@Pt and Au@Pd core-shell nanoplates were prepared from Au square sheets. A phase

Estimating uncertainty of data limited stock assessments

DEFF Research Database (Denmark)

Kokkalis, Alexandros; Eikeset, Anne Maria; Thygesen, Uffe Høgsbro

2017-01-01

-limited. Particular emphasis is put on providing uncertainty estimates of the data-limited assessment. We assess four cod stocks in the North-East Atlantic and compare our estimates of stock status (F/Fmsy) with the official assessments. The estimated stock status of all four cod stocks followed the established stock...

41 CFR 109-27.5003 - Stock control.

Science.gov (United States)

2010-07-01

... 41 Public Contracts and Property Management 3 2010-07-01 2010-07-01 false Stock control. 109-27... control. (a) Stock control shall be maintained on the basis of stock record accounts of inventories on... property under stock control for greater than 90 days shall be maintained in stock record accounts. ...

Valuation of common and preferred stocks

Directory of Open Access Journals (Sweden)

Nikolić Ljubica

2014-01-01

Full Text Available Buying stocks is a modern way of investing. The investors may place the available capital on the domestic and foreign stock market, they may buy more stocks of a single issuer or distribute money to purchase stocks of various public (stock-exchange companies, and they may form a portfolio of various securities. The investors' decisions on these options are based on their estimate on returns and risks underlying individual security instruments (securities. The two basic approaches to valuation of common stocks are: the Present Value Approach (method of valuating the capitalization of income and the P/E Ratio Approach (the method of valuating the multiple of per-share earnings. Instead of viewing these methods as competing alternatives, they should better be viewed as mutually complementary methods. Both methods are equally useful and their concurrent use may provide better grounds for the analysts' valuation of stocks.

Charged hadron transverse momentum distributions in Au+Au collisions at S=200 GeV

Science.gov (United States)

Roland, Christof; PHOBOS Collaboration; Back, B. B.; Baker, M. D.; Barton, D. S.; Betts, R. R.; Ballintijn, M.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Decowski, M. P.; García, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Michałowski, J.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steadman, S. G.; Steinberg, P.; Stephans, G. S. F.; Stodulski, M.; Sukhanov, A.; Tang, J.-L.; Teng, R.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wadsworth, B.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wuosmaa, A. H.; Wysłouch, B.

2003-03-01

We present transverse momentum distributions of charged hadrons produced in Au+Au collisions at sqrt(s_NN) = 200 GeV. The evolution of the spectra for transverse momenta p_T from 0.25 to 5GeV/c is studied as a function of collision centrality over a range from 65 to 344 participating nucleons. We find a significant change of the spectral shape between proton-antiproton and peripheral Au+Au collisions. Comparing peripheral to central Au+Au collisions, we find that the yields at the highest p_T exhibit approximate scaling with the number of participating nucleons, rather than scaling with the number of binary collisions.

Forage mass and stocking rate of elephant grass pastures managed under agroecological and conventional systems

Directory of Open Access Journals (Sweden)

Clair Jorge Olivo

2014-06-01

Full Text Available The objective was to evaluate elephant grass (Pennisetum purpureum Schum. pastures, under the agroecological and conventional systems, as forage mass and stocking rate. In the agroecological system, the elephant grass was established in rows spaced by 3.0 m from each other. During the cool season ryegrass (Lolium multiflorum Lam. was established between these rows, which allowed the development of spontaneous growth species during the warm season. In the conventional system the elephant grass was established singularly in rows spaced 1.4 m from each other. Organic and chemical fertilizers were applied at 150 kg of N/ha/year with in the pastures under agroecological and conventional systems, respectively. Lactating Holstein cows which received 5.0 kg/day supplementary concentrate feed were used for evaluation. The experimental design was completely randomized, with two treatments (agroecological and conventional systems two replications (paddocks and independent evaluations (grazing cycles. The pastures were used during the whole year for the agroecological system and for 195 days in the conventional year. The average values of forage mass were 3.5 and 4.2 t/ha and the stocking rates were 2.08 and 3.23 AU/ha for the respective systems. The results suggest that the use of the elephant grass under the agroecological system allows for best distribution of forage and stocking rate to be more uniform throughout the year than the use of elephant grass in conventional system.

12 CFR 221.119 - Applicability of plan-lender provisions to financing of stock options and stock purchase rights...

Science.gov (United States)

2010-01-01

... experience that in some nonqualified plans, particularly stock purchase plans, the credit arrangement is... financing of stock options and stock purchase rights qualified or restricted under Internal Revenue Code... PURCHASING OR CARRYING MARGIN STOCK (REGULATION U) Interpretations § 221.119 Applicability of plan-lender...

Influence of Au Nanoparticle Shape on Au@Cu2O Heterostructures

Directory of Open Access Journals (Sweden)

Jie Zhu

2015-01-01

Full Text Available Synthesis of metal-semiconductor heterostructures may allow the combination of function of the corresponding components and/or the enhanced performance resulting from the interactions between all the components. In this paper, Au@Cu2O core-shell heterostructures are prepared by a seed-growth method, using different-shaped Au nanocrystals as the seeds such as nanorods, octahedra, decahedra, dots, and nanocubes. The results revealed that the final structure of Au@Cu2O was greatly influenced by the shape of the seeds used. Exposure of Cu2O{111} and Cu2O{001} favored when the overgrowth happened on Au{111} and Au{001} surface, respectively. The size of the product can also be tuned by the amount of the seeds. The results reported here provide a thinking clue to modulate the shape and size of core-shell nanocrystals, which is useful in developing new materials with desired performance.

Au/ZnO nanoarchitectures with Au as both supporter and antenna of visible-light

Energy Technology Data Exchange (ETDEWEB)

Liu, Tianyu; Chen, Wei; Hua, Yuxiang; Liu, Xiaoheng, E-mail: xhliu@mail.njust.edu.cn

2017-01-15

Highlights: • An inversed Au/ZnO nanostructure was fabricated with ZnO loaded onto Au. • The Au/ZnO nanocomposites showed enhanced properties in visible-light photocatalysis. • The SPR effect of Au was considered important for visible-light photocatalysis. - Abstract: In this paper, we fabricate Au/ZnO nanostructure with smaller ZnO nanoparticles loaded onto bigger gold nanoparticles via combining seed-mediated method and sol-gel method. The obtained Au/ZnO nanocomposites exhibit excellent properties in photocatalysis process like methyl orange (MO) degradation and oxidative conversion of methanol into formaldehyde under visible light irradiation. The enhanced properties were ascribed to the surface plasmon resonance (SPR) effect of Au nanoparticles, which could contribute to the separation of photo-excited electrons and holes and facilitate the process of absorbing visible light. This paper contributes to the emergence of multi-functional nanocomposites with possible applications in visible-light driven photocatalysts and makes the Au/ZnO photocatalyst an exceptional choice for practical applications such as environmental purification of organic pollutants in aqueous solution and the synthesis of fine chemicals and intermediates.

Au/ZnO nanoarchitectures with Au as both supporter and antenna of visible-light

International Nuclear Information System (INIS)

Liu, Tianyu; Chen, Wei; Hua, Yuxiang; Liu, Xiaoheng

2017-01-01

Highlights: • An inversed Au/ZnO nanostructure was fabricated with ZnO loaded onto Au. • The Au/ZnO nanocomposites showed enhanced properties in visible-light photocatalysis. • The SPR effect of Au was considered important for visible-light photocatalysis. - Abstract: In this paper, we fabricate Au/ZnO nanostructure with smaller ZnO nanoparticles loaded onto bigger gold nanoparticles via combining seed-mediated method and sol-gel method. The obtained Au/ZnO nanocomposites exhibit excellent properties in photocatalysis process like methyl orange (MO) degradation and oxidative conversion of methanol into formaldehyde under visible light irradiation. The enhanced properties were ascribed to the surface plasmon resonance (SPR) effect of Au nanoparticles, which could contribute to the separation of photo-excited electrons and holes and facilitate the process of absorbing visible light. This paper contributes to the emergence of multi-functional nanocomposites with possible applications in visible-light driven photocatalysts and makes the Au/ZnO photocatalyst an exceptional choice for practical applications such as environmental purification of organic pollutants in aqueous solution and the synthesis of fine chemicals and intermediates.

Catalytic activity of Au nanoparticles

DEFF Research Database (Denmark)

Larsen, Britt Hvolbæk; Janssens, Ton V.W.; Clausen, Bjerne

2007-01-01

Au is usually viewed as an inert metal, but surprisingly it has been found that Au nanoparticles less than 3–5 nm in diameter are catalytically active for several chemical reactions. We discuss the origin of this effect, focusing on the way in which the chemical activity of Au may change with par......Au is usually viewed as an inert metal, but surprisingly it has been found that Au nanoparticles less than 3–5 nm in diameter are catalytically active for several chemical reactions. We discuss the origin of this effect, focusing on the way in which the chemical activity of Au may change...... with particle size. We find that the fraction of low-coordinated Au atoms scales approximately with the catalytic activity, suggesting that atoms on the corners and edges of Au nanoparticles are the active sites. This effect is explained using density functional calculations....

Fabricating a Homogeneously Alloyed AuAg Shell on Au Nanorods to Achieve Strong, Stable, and Tunable Surface Plasmon Resonances

KAUST Repository

Huang, Jianfeng

2015-08-13

Colloidal metal nanocrystals with strong, stable, and tunable localized surface plasmon resonances (SPRs) can be useful in a corrosive environment for many applications including field-enhanced spectroscopies, plasmon-mediated catalysis, etc. Here, a new synthetic strategy is reported that enables the epitaxial growth of a homogeneously alloyed AuAg shell on Au nanorod seeds, circumventing the phase segregation of Au and Ag encountered in conventional synthesis. The resulting core–shell structured bimetallic nanorods (AuNR@AuAg) have well-mixed Au and Ag atoms in their shell without discernible domains. This degree of mixing allows AuNR@AuAg to combine the high stability of Au with the superior plasmonic activity of Ag, thus outperforming seemingly similar nanostructures with monometallic shells (e.g., Ag-coated Au NRs (AuNR@Ag) and Au-coated Au NRs (AuNR@Au)). AuNR@AuAg is comparable to AuNR@Ag in plasmonic activity, but that it is markedly more stable toward oxidative treatment. Specifically, AuNR@AuAg and AuNR@Ag exhibit similarly strong signals in surface-enhanced Raman spectroscopy that are some 30-fold higher than that of AuNR@Au. When incubated with a H2O2 solution (0.5 m), the plasmonic activity of AuNR@Ag immediately and severely decayed, whereas AuNR@AuAg retained its activity intact. Moreover, the longitudinal SPR frequency of AuNR@AuAg can be tuned throughout the red wavelengths (≈620–690 nm) by controlling the thickness of the AuAg alloy shell. The synthetic strategy is versatile to fabricate AuAg alloyed shells on different shaped Au, with prospects for new possibilities in the synthesis and application of plasmonic nanocrystals.

78 FR 17066 - Indirect Stock Transfers and Coordination Rule Exceptions; Transfers of Stock or Securities in...

Science.gov (United States)

2013-03-19

... Indirect Stock Transfers and Coordination Rule Exceptions; Transfers of Stock or Securities in Outbound... issue of the Federal Register, the IRS and the Treasury Department are issuing temporary regulations... stock transfers for certain outbound asset reorganizations. The temporary regulations also modify the...

Stock Market Integration in Africa: The Case of the Johannesburg Stock Exchange and Selected African Countries

OpenAIRE

Gail Ncube; Kapingura Forget Mingiri

2015-01-01

African stock markets are deemed to be small, segmented and illiquid. Given this back ground, the study utilises monthly data for the period 2000-2008, employing the Johansen and Julius cointegration method to determine the long-run relationship between the five selected African stock markets. Granger causality tests were also conducted to establish if there are any causal links between the stock markets in Africa. The analysis in the study indicates that African stock markets are improving i...

Charged particle density distributions in Au + Au collisions at ...

Indian Academy of Sciences (India)

Charged particle pseudorapidity distributions have been measured in Au + Au collisions using the BRAHMS detector at RHIC. The results are presented as a function of the collision centrality and the center of mass energy. They are compared to the predictions of different parton scattering models and the important role of ...

Parallel Prediction of Stock Volatility

Directory of Open Access Journals (Sweden)

Priscilla Jenq

2017-10-01

Full Text Available Volatility is a measurement of the risk of financial products. A stock will hit new highs and lows over time and if these highs and lows fluctuate wildly, then it is considered a high volatile stock. Such a stock is considered riskier than a stock whose volatility is low. Although highly volatile stocks are riskier, the returns that they generate for investors can be quite high. Of course, with a riskier stock also comes the chance of losing money and yielding negative returns. In this project, we will use historic stock data to help us forecast volatility. Since the financial industry usually uses S&P 500 as the indicator of the market, we will use S&P 500 as a benchmark to compute the risk. We will also use artificial neural networks as a tool to predict volatilities for a specific time frame that will be set when we configure this neural network. There have been reports that neural networks with different numbers of layers and different numbers of hidden nodes may generate varying results. In fact, we may be able to find the best configuration of a neural network to compute volatilities. We will implement this system using the parallel approach. The system can be used as a tool for investors to allocating and hedging assets.

Volatility Transmission Between Dow Jones Stock Index And Emerging Islamic Stock Index: Case Of Subprime Financial Crises

Directory of Open Access Journals (Sweden)

Amir Saadaoui

2015-02-01

Full Text Available In the course of the recent global crisis, the stock shocks are distributed and transmitted from their homes in the developed stock market to emerging stock markets. By supporting the development of emerging stock markets, this study aims to see the transmission of volatility between the Dow Jones stock index and the Dow Jones emerging Islamic stock indiex. In this study we have divided the period into three, periods, before, during and after this crisis to demonstrate the resilience of the Islamic market index in response to the global financial crisis. Another aim of this study is to provide a new guide line for investors in emerging stock market before making investment decisions. The data are daily, going from 02/01/2005 until 31/12/2012. To measure the transmission we used bivariate BEKK-GARCH and DCC-GARCH model. The result shows that there is a transmission mainly during the crisis period which means that the crisis affects all the financial assets whether Islamic or not. The same result also shows the preference to invest in both Islamic and classical stock indexes since they are less risky.

Amélioration de la nutrition au Cambodge au moyen de l ...

International Development Research Centre (IDRC) Digital Library (Canada)

Amélioration de la nutrition au Cambodge au moyen de l'aquaculture et des jardins potagers domestiques (FCRSAI). Si l'on produit au Cambodge suffisamment de riz pour nourrir la population, la sous-alimentation maternelle et infantile y demeure quand même élevée en raison de la faible diversification des cultures et du ...

[Hyp-Au-Sn9(Hyp)3-Au-Sn9(Hyp)3-Au-Hyp]-: the longest intermetalloid chain compound of tin.

Science.gov (United States)

Binder, Mareike; Schrenk, Claudio; Block, Theresa; Pöttgen, Rainer; Schnepf, Andreas

2017-10-12

The reaction of the metalloid tin cluster [Sn 10 (Hyp) 4 ] 2- with (Ph 3 P)Au-SHyp (Hyp = Si(SiMe 3 ) 3 ) gave an intermetalloid cluster [Au 3 Sn 18 (Hyp) 8 ] - 1, which is the longest intermetalloid chain compound of tin to date. 1 shows a structural resemblance to binary AuSn phases, which is expected for intermetalloid clusters.

Does the Shanghai-Hong Kong Stock Connect significantly affect the A-H premium of the stocks?

Science.gov (United States)

Hui, Eddie C. M.; Chan, Ka Kwan Kevin

2018-02-01

Since the Shanghai-Hong Kong Stock Connect ("the Connect") was launched in late 2014, more and more Mainland investors have invested in Hong Kong listed shares, and vice versa, increasing the transaction volume of the stock market on both sides. However, only a few studies investigated how the Shanghai-Hong Kong Stock Connect affected the pricing dynamics of stocks listed in both Shanghai and Hong Kong. Applying linear regression, this study investigates how the Connect affects the H-share discounts of 12 stocks cross-listed in Shanghai and Hong Kong. A new feature of our model is that we add a dummy variable so as to be the first study to examine the effect of the China financial crisis on the A-H premium of the stocks. We find that the A-H premium of all stocks widens significantly after the Connect is launched, implying immatureness or even inefficiency of China's financial market. Furthermore, the result shows that trading activities in the mainland market affects the A-H premium more significantly than trading activities in the Hong Kong market do. This implies that China's financial market plays a dominant role in the Connect.

Hollow Au@Pd and Au@Pt core-shell nanoparticles as electrocatalysts for ethanol oxidation reactions

KAUST Repository

Song, Hyon Min

2012-09-27

Hybrid alloys among gold, palladium and platinum become a new category of catalysts primarily due to their enhanced catalytic effects. Enhancement means not only their effectiveness, but also their uniqueness as catalysts for the reactions that individual metals may not catalyze. Here, preparation of hollow Au@Pd and Au@Pt core-shell nanoparticles (NPs) and their use as electrocatalysts are reported. Galvanic displacement with Ag NPs is used to obtain hollow NPs, and higher reduction potential of Au compared to Ag, Pd, and Pt helps to produce hollow Au cores first, followed by Pd or Pt shell growth. Continuous and highly crystalline shell growth was observed in Au@Pd core-shell NPs, but the sporadic and porous-like structure was observed in Au@Pt core-shell NPs. Along with hollow core-shell NPs, hollow porous Pt and hollow Au NPs are also prepared from Ag seed NPs. Twin boundaries which are typically observed in large size (>20 nm) Au NPs were not observed in hollow Au NPs. This absence is believed to be due to the role of the hollows, which significantly reduce the strain energy of edges where the two lattice planes meet. In ethanol oxidation reactions in alkaline medium, hollow Au@Pd core-shell NPs show highest current density in forward scan. Hollow Au@Pt core-shell NPs maintain better catalytic activities than metallic Pt, which is thought to be due to the better crystallinity of Pt shells as well as the alloy effect of Au cores. © 2012 The Royal Society of Chemistry.

Material Stock Demographics: Cars in Great Britain.

Science.gov (United States)

Cabrera Serrenho, André; Allwood, Julian M

2016-03-15

Recent literature on material flow analysis has been focused on quantitative characterization of past material flows. Fewer analyses exist on past and prospective quantification of stocks of materials in-use. Some of these analyses explore the composition of products' stocks, but a focus on the characterization of material stocks and its relation with service delivery is often neglected. We propose the use of the methods of human demography to characterize material stocks, defined herein as stock demographics, exploring the insights that this approach could provide for the sustainable management of materials. We exemplify an application of stock demographics by characterizing the composition and service delivery of iron, steel, and aluminum stocks of cars in Great Britain, 2002-2012. The results show that in this period the stock has become heavier, it is traveling less, and it is idle for more time. The visualization of material stocks' dynamics demonstrates the pace of product replacement as a function of its usefulness and enables the formulation of policy interventions and the exploration of future trends.

Stock-based Compensation Plans and Employee Incentives

OpenAIRE

Jan Zabojnik

2014-01-01

Standard principal-agent theory predicts that large firms should not use employee stock options and other stock-based compensation to provide incentives to non-executive employees. Yet, business practitioners appear to believe that stock-based compensation improves incentives, and mounting empirical evidence points to the same conclusion. This paper provides an explanation for why stock-based incentives can be effective. In the model of this paper, employee stock options complement individual...

Evidence from d+Au measurements for final-state suppression of high-p(T) hadrons in Au+Au collisions at RHIC.

Science.gov (United States)

Adams, J; Adler, C; Aggarwal, M M; Ahammed, Z; Amonett, J; Anderson, B D; Anderson, M; Arkhipkin, D; Averichev, G S; Badyal, S K; Balewski, J; Barannikova, O; Barnby, L S; Baudot, J; Bekele, S; Belaga, V V; Bellwied, R; Berger, J; Bezverkhny, B I; Bhardwaj, S; Bhaskar, P; Bhati, A K; Bichsel, H; Billmeier, A; Bland, L C; Blyth, C O; Bonner, B E; Botje, M; Boucham, A; Brandin, A; Bravar, A; Cadman, R V; Cai, X Z; Caines, H; Calderón de la Barca Sánchez, M; Carroll, J; Castillo, J; Castro, M; Cebra, D; Chaloupka, P; Chattopadhyay, S; Chen, H F; Chen, Y; Chernenko, S P; Cherney, M; Chikanian, A; Choi, B; Christie, W; Coffin, J P; Cormier, T M; Cramer, J G; Crawford, H J; Das, D; Das, S; Derevschikov, A A; Didenko, L; Dietel, T; Dong, X; Draper, J E; Du, F; Dubey, A K; Dunin, V B; Dunlop, J C; Dutta Majumdar, M R; Eckardt, V; Efimov, L G; Emelianov, V; Engelage, J; Eppley, G; Erazmus, B; Fachini, P; Faine, V; Faivre, J; Fatemi, R; Filimonov, K; Filip, P; Finch, E; Fisyak, Y; Flierl, D; Foley, K J; Fu, J; Gagliardi, C A; Ganti, M S; Gagunashvili, N; Gans, J; Gaudichet, L; Germain, M; Geurts, F; Ghazikhanian, V; Ghosh, P; Gonzalez, J E; Grachov, O; Grigoriev, V; Gronstal, S; Grosnick, D; Guedon, M; Guertin, S M; Gupta, A; Gushin, E; Gutierrez, T D; Hallman, T J; Hardtke, D; Harris, J W; Heinz, M; Henry, T W; Heppelmann, S; Herston, T; Hippolyte, B; Hirsch, A; Hjort, E; Hoffmann, G W; Horsley, M; Huang, H Z; Huang, S L; Humanic, T J; Igo, G; Ishihara, A; Jacobs, P; Jacobs, W W; Janik, M; Johnson, I; Jones, P G; Judd, E G; Kabana, S; Kaneta, M; Kaplan, M; Keane, D; Kiryluk, J; Kisiel, A; Klay, J; Klein, S R; Klyachko, A; Koetke, D D; Kollegger, T; Konstantinov, A S; Kopytine, M; Kotchenda, L; Kovalenko, A D; Kramer, M; Kravtsov, P; Krueger, K; Kuhn, C; Kulikov, A I; Kumar, A; Kunde, G J; Kunz, C L; Kutuev, R Kh; Kuznetsov, A A; Lamont, M A C; Landgraf, J M; Lange, S; Lansdell, C P; Lasiuk, B; Laue, F; Lauret, J; Lebedev, A; Lednický, R; Leontiev, V M; LeVine, M J; Li, C; Li, Q; Lindenbaum, S J; Lisa, M A; Liu, F; Liu, L; Liu, Z; Liu, Q J; Ljubicic, T; Llope, W J; Long, H; Longacre, R S; Lopez-Noriega, M; Love, W A; Ludlam, T; Lynn, D; Ma, J; Ma, Y G; Magestro, D; Mahajan, S; Mangotra, L K; Mahapatra, D P; Majka, R; Manweiler, R; Margetis, S; Markert, C; Martin, L; Marx, J; Matis, H S; Matulenko, Yu A; McShane, T S; Meissner, F; Melnick, Yu; Meschanin, A; Messer, M; Miller, M L; Milosevich, Z; Minaev, N G; Mironov, C; Mishra, D; Mitchell, J; Mohanty, B; Molnar, L; Moore, C F; Mora-Corral, M J; Morozov, V; de Moura, M M; Munhoz, M G; Nandi, B K; Nayak, S K; Nayak, T K; Nelson, J M; Nevski, P; Nikitin, V A; Nogach, L V; Norman, B; Nurushev, S B; Odyniec, G; Ogawa, A; Okorokov, V; Oldenburg, M; Olson, D; Paic, G; Pandey, S U; Pal, S K; Panebratsev, Y; Panitkin, S Y; Pavlinov, A I; Pawlak, T; Perevoztchikov, V; Peryt, W; Petrov, V A; Phatak, S C; Picha, R; Planinic, M; Pluta, J; Porile, N; Porter, J; Poskanzer, A M; Potekhin, M; Potrebenikova, E; Potukuchi, B V K S; Prindle, D; Pruneau, C; Putschke, J; Rai, G; Rakness, G; Raniwala, R; Raniwala, S; Ravel, O; Ray, R L; Razin, S V; Reichhold, D; Reid, J G; Renault, G; Retiere, F; Ridiger, A; Ritter, H G; Roberts, J B; Rogachevski, O V; Romero, J L; Rose, A; Roy, C; Ruan, L J; Rykov, V; Sahoo, R; Sakrejda, I; Salur, S; Sandweiss, J; Savin, I; Schambach, J; Scharenberg, R P; Schmitz, N; Schroeder, L S; Schweda, K; Seger, J; Seliverstov, D; Seyboth, P; Shahaliev, E; Shao, M; Sharma, M; Shestermanov, K E; Shimanskii, S S; Singaraju, R N; Simon, F; Skoro, G; Smirnov, N; Snellings, R; Sood, G; Sorensen, P; Sowinski, J; Spinka, H M; Srivastava, B; Stanislaus, S; Stock, R; Stolpovsky, A; Strikhanov, M; Stringfellow, B; Struck, C; Suaide, A A P; Sugarbaker, E; Suire, C; Sumbera, M; Surrow, B; Symons, T J M; Szanto de Toledo, A; Szarwas, P; Tai, A; Takahashi, J; Tang, A H; Thein, D; Thomas, J H; Tikhomirov, V; Tokarev, M; Tonjes, M B; Trainor, T A; Trentalange, S; Tribble, R E; Trivedi, M D; Trofimov, V; Tsai, O; Ullrich, T; Underwood, D G; Van Buren, G; VanderMolen, A M; Vasiliev, A N; Vasiliev, M; Vigdor, S E; Viyogi, Y P; Voloshin, S A; Waggoner, W; Wang, F; Wang, G; Wang, X L; Wang, Z M; Ward, H; Watson, J W; Wells, R; Westfall, G D; Whitten, C; Wieman, H; Willson, R; Wissink, S W; Witt, R; Wood, J; Wu, J; Xu, N; Xu, Z; Xu, Z Z; Yakutin, A E; Yamamoto, E; Yang, J; Yepes, P; Yurevich, V I; Zanevski, Y V; Zborovský, I; Zhang, H; Zhang, H Y; Zhang, W M; Zhang, Z P; Zołnierczuk, P A; Zoulkarneev, R; Zoulkarneeva, J; Zubarev, A N

2003-08-15

We report measurements of single-particle inclusive spectra and two-particle azimuthal distributions of charged hadrons at high transverse momentum (high p(T)) in minimum bias and central d+Au collisions at sqrt[s(NN)]=200 GeV. The inclusive yield is enhanced in d+Au collisions relative to binary-scaled p+p collisions, while the two-particle azimuthal distributions are very similar to those observed in p+p collisions. These results demonstrate that the strong suppression of the inclusive yield and back-to-back correlations at high p(T) previously observed in central Au+Au collisions are due to final-state interactions with the dense medium generated in such collisions.

The Australian stock market development: Prospects and challenges

OpenAIRE

Sheilla Nyasha; Nicholas M. Odhiambo

2013-01-01

This paper highlights the origin and development of the Australian stock market. The country has three major stock exchanges, namely: the Australian Securities Exchange Group, the National Stock Exchange of Australia, and the Asia-Pacific Stock Exchange. These stock exchanges were born out of a string of stock exchanges that merged over time. Stock-market reforms have been implemented since the period of deregulation, during the 1980s; and the Exchanges responded largely positively to these r...

Influence of Au Nanoparticle Shape on Au@Cu2O Heterostructures

OpenAIRE

Zhu, Jie; Lu, Na; Chen, Wei; Kong, Lina; Yang, Yun; Ma, Dekun; Huang, Shaoming

2015-01-01

Synthesis of metal-semiconductor heterostructures may allow the combination of function of the corresponding components and/or the enhanced performance resulting from the interactions between all the components. In this paper, Au@Cu2O core-shell heterostructures are prepared by a seed-growth method, using different-shaped Au nanocrystals as the seeds such as nanorods, octahedra, decahedra, dots, and nanocubes. The results revealed that the final structure of Au@Cu2O was greatly influenced by ...

Flow in Au+Au collisions at RHIC

Science.gov (United States)

Belt Tonjes, Marguerite; the PHOBOS Collaboration; Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Decowski, M. P.; García, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tang, J.-L.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wolfs, F. L. H.; Wosiek, B.; Wozniak, K.; Wuosmaa, A. H.; Wysłouch, B.

2004-08-01

The study of flow can provide information on the initial state dynamics and the degree of equilibration attained in heavy-ion collisions. This contribution presents results for both elliptic and directed flow as determined from data recorded by the PHOBOS experiment in Au+Au runs at RHIC at \\sqrt{sNN} = 19.6, 130 and 200 GeV. The PHOBOS detector provides a unique coverage in pseudorapidity for measuring flow at RHIC. The systematic dependence of flow on pseudorapidity, transverse momentum, centrality and energy is discussed.

SKEWNESS IN STOCK RETURNS: EVIDENCE FROM THE BUCHAREST STOCK EXCHANGE DURING 2000 – 2011

Directory of Open Access Journals (Sweden)

IULIAN PANAIT

2012-05-01

Full Text Available Our paper investigates the symmetry in stock returns of the 30 most liquid companies traded on Bucharest Stock Exchange during 2000 – 2011 and also the most representative 5 market indices. Our daily data shows that skewness estimates are slightly negative for most indices and individual stocks, but only a few present values significantly different from the characteristics of a normal distribution. We compare our results with skewness estimates for 21 major and emerging stock market indices around the world and find that such results are similar to other low capitalization and trading volume markets. For all the Romanian and international assets studied, the Studentized-Range (St-R and Jarque-Bera (J-B tests reject the hypothesis of normal distribution of daily returns.

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect

Science.gov (United States)

Ruan, Qingsong; Zhang, Shuhua; Lv, Dayong; Lu, Xinsheng

2018-02-01

Based on the implementation of Shanghai-Hong Kong Stock Connect in China, this paper examines the effects of financial liberalization on stock market comovement using both multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) methods. Results based on MF-DFA confirm the multifractality of Shanghai and Hong Kong stock markets, and the market efficiency of Shanghai stock market increased after the implementation of this connect program. Besides, analysis based on MF-DCCA has verified the existence of persistent cross-correlation between Shanghai and Hong Kong stock markets, and the cross-correlation gets stronger after the launch of this liberalization program. Finally, we find that fat-tail distribution is the main source of multifractality in the cross-correlations before the stock connect program, while long-range correlation contributes to the multifractality after this program.

Ranking Tehran’s Stock Exchange Top Fifty Stocks Using Fundamental Indexes and Fuzzy TOPSIS

Directory of Open Access Journals (Sweden)

E. S. Saleh

2017-08-01

Full Text Available Investment through the purchase of securities, constitute an important part of countries economic exchange. Therefore, making decisions about investing in a particular stock has become one of the most controversial areas of economic and financial research and various institutions have began to rank companies stock and determine priorities of stock purchase to investment. The current research, with the determination of important required indexes for companies ranking based on their shares value on the Tehran stock exchange, can greatly help to the accurate ranking of fifty premier listed companies. Initial ranking indicators are extracted and then a decision-making group (exchange experts with the use of the Delphi method and also non-parametric statistic methods, determines the final indexes. Then, by using Fuzzy ANP, weight criteria are obtained with taking into account their interaction with each other. Finally, using fuzzy TOPSIS and information extraction about the premier fifty listed companies of Tehran stock exchange in 2014 are ranked with the software "Rahavard Novin”. Sensitivity analysis to criteria weight and relevant analysis presentation was conducted at the end of the study procedures.

Fundamental volatility and stock returns : does fundamental volatility explain stock returns?

OpenAIRE

Selboe, Guner K.; Virdee, Jaspal Singh

2017-01-01

In this thesis, we investigate whether the fundamental uncertainty can explain the crosssection of stock returns. To measure the fundamental uncertainty, we estimate rolling standard deviations and accounting betas of four different fundamentals: revenues, gross profit, earnings and cash flows. The standard deviation and the beta of revenues significantly explain returns in the Fama-Macbeth procedure, but only appears significant among smaller stocks in the portfolio formation ...

GENERAL METHOD OF STOCKS AUDIT

Directory of Open Access Journals (Sweden)

Iryna Galushchak

2017-03-01

Full Text Available The article deals with the organization and methodology of accounting and auditing inventory enterprises. Suggestions for improvement of accounting permit to raise processing and presenting economic information to a higher level for making the economic and management decisions. Theory and practice problems of stocks audit were investigated. The basic directions of improvement of  stock audit were defined. The auditor can form an opinion about the state of business transactions of accounting of goods, define shortcomings in its organization and possible directions of elimination of violations and abuses. Program of audit of operations accounting with stocks should include the investigation of the preservation of property, valuation and posting costs, correct evaluation of purchased tangible assets, using of stocks in production. It is worth  to use techniques and methods of verification such as inventory, comparative control,  comparison of documentary evidence, counter check, check arithmetic for  audit of goods. Keywords: audit, stocks, activities of the company.

Stock selection using a hybrid MCDM approach

Directory of Open Access Journals (Sweden)

Tea Poklepović

2014-12-01

Full Text Available The problem of selecting the right stocks to invest in is of immense interest for investors on both emerging and developed capital markets. Moreover, an investor should take into account all available data regarding stocks on the particular market. This includes fundamental and stock market indicators. The decision making process includes several stocks to invest in and more than one criterion. Therefore, the task of selecting the stocks to invest in can be viewed as a multiple criteria decision making (MCDM problem. Using several MCDM methods often leads to divergent rankings. The goal of this paper is to resolve these possible divergent results obtained from different MCDM methods using a hybrid MCDM approach based on Spearman’s rank correlation coefficient. Five MCDM methods are selected: COPRAS, linear assignment, PROMETHEE, SAW and TOPSIS. The weights for all criteria are obtained by using the AHP method. Data for this study includes information on stock returns and traded volumes from March 2012 to March 2014 for 19 stocks on the Croatian capital market. It also includes the most important fundamental and stock market indicators for selected stocks. Rankings using five selected MCDM methods in the stock selection problem yield divergent results. However, after applying the proposed approach the final hybrid rankings are obtained. The results show that the worse stocks to invest in happen to be the same when the industry is taken into consideration or when not. However, when the industry is taken into account, the best stocks to invest in are slightly different, because some industries are more profitable than the others.

Predicted Habitat Suitability for Leptoseris in the Au'au Channel Region

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — This raster denotes predicted habitat suitability for Leptoseris in the Au'au Channel region. Maximum Entropy (MaxEnt) modeling software was used to create this...

Predicted Habitat Suitability for Porites in the Au'au Channel Region

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — This raster denotes predicted habitat suitability for Porites in the Au'au Channel region. Maximum Entropy (MaxEnt) modeling software was used to create this...

Au, Ag and Au:Ag colloidal nanoparticles synthesized by pulsed laser ablation as SERS substrates

Directory of Open Access Journals (Sweden)

M. Vinod

2014-12-01

Full Text Available Chemically pure colloidal suspensions of gold and silver nanoparticles were synthesized using pulsed laser ablation. The dependence of laser fluence on the surface plasmon characteristics of the nanoparticles was investigated. Au:Ag colloidal suspensions were prepared by mixing highly monodisperse Au and Ag nanocolloids. The plasmon band of these mixtures was found to be highly sensitive to Au:Ag concentration ratio and wavelength of the laser beam used in the ablation process. The Au:Ag mixture consists of almost spherical shaped nanostructures with a tendency to join with adjacent ones. The surface enhanced Raman scattering activity of the Au, Ag and Au:Ag colloidal suspensions was tested using crystal violet as probe molecules. Enhancement in Raman signal obtained with Au:Ag substrates was found to be promising and strongly depends on its plasmon characteristics.

A study on the effect of P/E and PEG ratios on stock returns: Evidence from Tehran Stock Exchange

Directory of Open Access Journals (Sweden)

Seyyed Ali Lajevardi

2014-07-01

Full Text Available This paper studies the effect of the ratios of P/E and PEG on stock returns of the firms accepted on Tehran Stock Exchange. The study uses regression and Pearson Correlation Coefficient based on the performance of 138 firms over the period 2004- 2009 according to the Iranian calendar to investigate the effects of P/E and PEG on stock returns. The study also uses the models originally proposed by Chahin and Choudhry (2010 [Chahin, S., & Choudhry, T. (2010. Price to earnings, growth radio and value growth based strategies. Social Science Research Network, 19(4.] to discuss the strategies of investing on stocks. The results show that the ratio of P/E had more effect on stock returns than the ratio of PEG and stocks returns had a direct relationship with P/E and an inverse relationship with PEG. In addition, the returns of growth stock were more than value stock.

Charged hadron transverse momentum distributions in Au+Au collisions at √sNN=200 GeV

Science.gov (United States)

Back, B. B.; Baker, M. D.; Barton, D. S.; Betts, R. R.; Ballintijn, M.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Decowski, M. P.; García, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Lee, J. W.; Manly, S.; McLeod, D.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steadman, S. G.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tang, J.-L.; Teng, R.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Veres, G. I.; Wadsworth, B.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wuosmaa, A. H.; Wysłouch, B.

2004-01-01

We present transverse momentum distributions of charged hadrons produced in Au+Au collisions at sNN=200 GeV. The spectra were measured for transverse momenta pT from 0.25 to 4.5 GeV/c in a pseudorapidity range of 0.2<η<1.4. The evolution of the spectra is studied as a function of collision centrality, from 65 to 344 participating nucleons. The results are compared to data from proton-antiproton collisions and Au+Au collisions at lower RHIC energies. We find a significant change of the spectral shape between proton-antiproton and semi-peripheral Au+Au collisions. Comparing semi-peripheral to central Au+Au collisions, we find that the yields at high pT exhibit approximate scaling with the number of participating nucleons, rather than scaling with the number of binary collisions.

The Australian stock market development: Prospects and challenges

Directory of Open Access Journals (Sweden)

Sheilla Nyasha

2013-06-01

Full Text Available This paper highlights the origin and development of the Australian stock market. The country has three major stock exchanges, namely: the Australian Securities Exchange Group, the National Stock Exchange of Australia, and the Asia-Pacific Stock Exchange. These stock exchanges were born out of a string of stock exchanges that merged over time. Stock-market reforms have been implemented since the period of deregulation, during the 1980s; and the Exchanges responded largely positively to these reforms. As a result of the reforms, the Australian stock market has developed in terms of the number of listed companies, the market capitalisation, the total value of stocks traded, and the turnover ratio. Although the stock market in Australia has developed remarkably over the years, and was spared by the global financial crisis of the late 2000s, it still faces some challenges. These include the increased economic uncertainty overseas, the downtrend in global financial markets, and the restrained consumer confidence in Australia.

The past and future of food stocks

International Nuclear Information System (INIS)

Laio, Francesco; Ridolfi, Luca; D’Odorico, Paolo

2016-01-01

Human societies rely on food reserves and the importation of agricultural goods as means to cope with crop failures and associated food shortage. While food trade has been the subject of intensive investigations in recent years, food reserves remain poorly quantified. It is unclear how food stocks are changing and whether they are declining. In this study we use food stock records for 92 products to reconstruct 50 years of aggregated food reserves, expressed in caloric equivalent (kcal), at the regional and global scales. A detailed statistical analysis demonstrates that the overall regional and global per-capita food stocks are stationary, challenging a widespread impression that food reserves are shrinking. We develop a statistically-sound stochastic representation of stock dynamics and take the stock-halving probability as a measure of the natural variability of the process. We find that there is a 20% probability that the global per-capita stocks will be halved by 2050. There are, however, some strong regional differences: Western Europe and the region encompassing North Africa and the Middle East have smaller halving probabilities and smaller per-capita stocks, while North America and Oceania have greater halving probabilities and greater per-capita stocks than the global average. Africa exhibits low per-capita stocks and relatively high probability of stock halving by 2050, which reflects a state of higher food insecurity in this continent. (letter)

Cascading effect of contagion in Indian stock market: Evidence from reachable stocks

Directory of Open Access Journals (Sweden)

Rajan Sruthi

2017-12-01

Full Text Available The financial turbulence in a country percolates to another along the trajectories of reachable stocks owned by foreign investors. To indemnify the losses originating from the crisis country, foreign investors dispose of shares in other markets triggering a contagion in an unrelated market. This paper provides empirical evidence for the stock market crisis that spreads globally through investors owning international portfolios, with special reference to the global financial crisis of 2008–09. Using two-step Limited Information Maximum Likelihood estimation and Murphy-Topel variance estimate, the results show that reachability plays a crucial role in the transposal of distress from one country to another, explaining investor-induced contagion in the Indian stock market.

Toward hybrid Au nanorods @ M (Au, Ag, Pd and Pt) core-shell heterostructures for ultrasensitive SERS probes

Science.gov (United States)

Xie, Xiaobin; Gao, Guanhui; Kang, Shendong; Lei, Yanhua; Pan, Zhengyin; Shibayama, Tamaki; Cai, Lintao

2017-06-01

Being able to precisely control the morphologies of noble metallic nanostructures is of essential significance for promoting the surface-enhanced Raman scattering (SERS) effect. Herein, we demonstrate an overgrowth strategy for synthesizing Au @ M (M = Au, Ag, Pd, Pt) core-shell heterogeneous nanocrystals with an orientated structural evolution and highly improved properties by using Au nanorods as seeds. With the same reaction condition system applied, we obtain four well-designed heterostructures with diverse shapes, including Au concave nanocuboids (Au CNs), Au @ Ag crystalizing face central cube nanopeanuts, Au @ Pd porous nanocuboids and Au @ Pt nanotrepangs. Subsequently, the exact overgrowth mechanism of the above heterostructural building blocks is further analysed via the systematic optimiziation of a series of fabrications. Remarkably, the well-defined Au CNs and Au @ Ag nanopeanuts both exhibit highly promoted SERS activity. We expect to be able to supply a facile strategy for the fabrication of multimetallic heterogeneous nanostructures, exploring the high SERS effect and catalytic activities.

Students Invest in the Stock Market

Science.gov (United States)

Parker, George O.

1977-01-01

How one teacher motivated students to learn about the stock market by allowing them to actually invest money. Class discussion covered inexpensive ways to buy stock, choosing securities, and buying and selling stock. Suggestions are offered for adapting this project for use at the secondary level. (TA)

Enhanced middle-infrared light transmission through Au/SiO(x)N(y)/Au aperture arrays.

Science.gov (United States)

Xiao, Gongli; Yao, Xiang; Ji, Xinming; Zhou, Jia; Bao, Zongming; Huang, Yiping

2011-12-01

The enhanced middle-infrared light transmission through Au/SiO(x)N(y)/Au aperture arrays by changing the refractive index and the thickness of a dielectric layer was studied experimentally. The results indicated that the transmission spectra was highly dependent on the refractive index and the thickness of SiO(x)N(y). We found that the transmission peaks redshifted regularly along with the refractive index from 1.6 to 1.8, owing to the role of surface plasmon polaritons (SPP) coupling in the Au/SiO(x)N(y)/Au cascaded metallic structure. Simultaneously, a higher transmission efficiency and narrower transmission peak was obtained in Au/SiO2.1N0.3/Au cascaded metallic structure with small refractive index (1.6) than in Au/SiO0.6N1/Au cascaded metallic structure with large refractive index (1.8). When the thickness of SiO(x)N(y) changes from 0.2 to 0.4 microm, the shape of transmission spectra exhibits a large change. It was found that a higher transmission efficiency and narrower transmission peak was obtained in Au/SiO(x)N(y)/Au cascaded metallic structure with a thin dielectric film (0.2 microm), with the increase of SiO(x)N(y) film's thickness, the transmission peak gradually widened and disappeared finally. This effect is useful in applications of biochemical sensing and tunable integrated plasmonic devices in the middle-infrared region.

Distinguishing manipulated stocks via trading network analysis

Science.gov (United States)

Sun, Xiao-Qian; Cheng, Xue-Qi; Shen, Hua-Wei; Wang, Zhao-Yang

2011-10-01

Manipulation is an important issue for both developed and emerging stock markets. For the study of manipulation, it is critical to analyze investor behavior in the stock market. In this paper, an analysis of the full transaction records of over a hundred stocks in a one-year period is conducted. For each stock, a trading network is constructed to characterize the relations among its investors. In trading networks, nodes represent investors and a directed link connects a stock seller to a buyer with the total trade size as the weight of the link, and the node strength is the sum of all edge weights of a node. For all these trading networks, we find that the node degree and node strength both have tails following a power-law distribution. Compared with non-manipulated stocks, manipulated stocks have a high lower bound of the power-law tail, a high average degree of the trading network and a low correlation between the price return and the seller-buyer ratio. These findings may help us to detect manipulated stocks.

PERFORMANCE EVALUATION AND RISK AVERSION RATE FOR SEVERAL STOCK INDICES IN INDONESIA STOCK EXCHANGE

OpenAIRE

Robiyanto Robiyanto

2017-01-01

There are numerous stock indices in Indonesia Stock Exchange. Several of them are LQ-45, MBX, DBX, JII, SRI-KEHATI, PEFINDO-25, BISNIS-27, IDX-30 and KOMPAS-100. Unfortunately there are limi­ted researches which have been done to measure those indices performance specifically. The same condition also occurs on risk aversion level usage in Indonesia Stock Exchange, only few numbers of researches use this me­a­surement in the portfolio valuation. Based on that, this research measured the perfor...

Is Stock Market Crash Predictable? The Case Study of Stock Markets in Malaysia, Indonesia, Korea and Singapore

OpenAIRE

Ng, Ho Keng

2008-01-01

What is the stock market? A stock market is a market place that enables trading of company stocks, other forms of securities (such as bonds, debentures, and equity securities) and derivatives (for example, futures, forwards, options, and swaps). Stock market is an important source for companies or fund raisers to raise money and for investors or traders to make or loose money. It is also a market place for speculators to make arbitraged investment for financial gain. Due to its complexity and...

Stock price prediction using geometric Brownian motion

Science.gov (United States)

Farida Agustini, W.; Restu Affianti, Ika; Putri, Endah RM

2018-03-01

Geometric Brownian motion is a mathematical model for predicting the future price of stock. The phase that done before stock price prediction is determine stock expected price formulation and determine the confidence level of 95%. On stock price prediction using geometric Brownian Motion model, the algorithm starts from calculating the value of return, followed by estimating value of volatility and drift, obtain the stock price forecast, calculating the forecast MAPE, calculating the stock expected price and calculating the confidence level of 95%. Based on the research, the output analysis shows that geometric Brownian motion model is the prediction technique with high rate of accuracy. It is proven with forecast MAPE value ≤ 20%.

Analysis of Asset Growth Anomaly on Cross-Section Stock Returns: Evidence from Indonesia Stock Exchange

Directory of Open Access Journals (Sweden)

Muhammad Iqbal

2017-06-01

Full Text Available Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequent periods. This study, using Indonesia Stock Exchanges data, finds that an equally-weighted low-growth portfolio outperforms high-growth portfolio by average 0.75% per month (9% per annum, confirming existence of asset growth anomaly. The analysis is extended at individual stock-level using fixed-effect panel regression in which asset growth effect remains significant even with controlling other variables of stock return determinants. This study also explores further whether asset growth can be included as risk factor. Employing two-stage cross-section regression in Fama and Macbeth (1973, the result aligns with some prior studies that asset growth is not a new risk factor; instead the anomaly is driven by mispricing due to investors’ overreaction and psychological bias. This result imply that asset growth anomaly is general phenomenon that can be found at mostly all stock market but in Indonesia market asset growth anomaly rise from investors’ overreaction, instead of  playing as a factor of risk.

Analysis of Asset Growth Anomaly on Cross-Section Stock Returns: Evidence from Indonesia Stock Exchange

Directory of Open Access Journals (Sweden)

Muhammad Iqbal

2017-03-01

Full Text Available Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequent periods. This study, using Indonesia Stock Exchanges data, finds that an equally-weighted low-growth portfolio outperforms high-growth portfolio by average 0.75% per month (9% per annum, confirming existence of asset growth anomaly. The analysis is extended at individual stock-level using fixed-effect panel regression in which asset growth effect remains significant even with controlling other variables of stock return determinants. This study also explores further whether asset growth can be included as risk factor. Employing two-stage cross-section regression in Fama and Macbeth (1973, the result aligns with some prior studies that asset growth is not a new risk factor; instead the anomaly is driven by mispricing due to investors’ overreaction and psychological bias. This result imply that asset growth anomaly is general phenomenon that can be found at mostly all stock market but in Indonesia market asset growth anomaly rise from investors’ overreaction, instead of  playing as a factor of risk.

Crude oil price shocks and stock returns. Evidence from Turkish stock market under global liquidity conditions

Energy Technology Data Exchange (ETDEWEB)

Berk, Istemi [Koeln Univ. (Germany). Energiewirtschaftliches Inst.; Aydogan, Berna [Izmir Univ. of Economics (Turkey). Dept. of International Trade and Finance

2012-09-15

The purpose of this study is to investigate the impacts of crude oil price variations on the Turkish stock market returns. We have employed vector autoregression (V AR) model using daily observations of Brent crude oil prices and Istanbul Stock Exchange National Index (ISE- 1 00) returns for the period between January 2, 1990 and November 1, 2011. We have also tested the relationship between oil prices and stock market returns under global liquidity conditions by incorporating a liquidity proxy variable, Chicago Board of Exchange's (CBOE) S and P 500 market volatility index (VIX), into the model. Variance decomposition test results suggest little empirical evidence that crude oil price shocks have been rationally evaluated in the Turkish stock market. Rather, it was global liquidity conditions that were found to account for the greatest amount of variation in stock market returns.

Au ₃₈ (SPh) ₂₄ : Au ₃₈ Protected with Aromatic Thiolate Ligands

Energy Technology Data Exchange (ETDEWEB)

Rambukwella, Milan; Burrage, Shayna; Neubrander, Marie; Baseggio, Oscar; Aprà, Edoardo; Stener, Mauro; Fortunelli, Alessandro; Dass, Amala

2017-03-21

Au38(SR)24 is one of the most extensively investigated gold nanomolecules along with Au25(SR)18 and Au144(SR)60. However, so far it has only been prepared using aliphatic-like ligands, where R = –SC6H13, -SC12H25 and –SCH2CH2Ph. Au38(SCH2CH2Ph)24 when reacted with HSPh undergoes core-size conversion to Au36(SPh)24, and existing literature suggest that Au38(SPh)24 cannot be synthesized. Here, contrary to prevailing knowledge, we demonstrate that Au38(SPh)24 can be prepared if the ligand exchanged conditions are optimized, without any formation of Au36(SPh)24. Conclusive evidence is presented in the form of MALDI-MS, ESI-MS characterization, and optical spectra of Au38(SPh)24 in a solid glass form showing distinct differences from that of Au38(S-aliphatic)24. Theoretical analysis confirms experimental assignment of the optical spectrum and shows that the stability of Au38(SPh)24 is comparable to that of its aliphatic analogues, but results from different physical origins, with a significant component of ligand-ligand attractive interactions.

Based on BP Neural Network Stock Prediction

Science.gov (United States)

Liu, Xiangwei; Ma, Xin

2012-01-01

The stock market has a high profit and high risk features, on the stock market analysis and prediction research has been paid attention to by people. Stock price trend is a complex nonlinear function, so the price has certain predictability. This article mainly with improved BP neural network (BPNN) to set up the stock market prediction model, and…

The Effects of Asset Management and Profitability on Stock Returns: A Comparative Study between Conventional and Islamic Stock Markets in Indonesia

Directory of Open Access Journals (Sweden)

Shelly Midesia

2016-09-01

Full Text Available This study aims at empirically examining whether there are differences in stock returns between conventional and Islamic stock returns In Indonesia for the period 2010-2013. This study also attempts to explore the effect of asset management and profitability both stock returns in Indonesia. Annual pooled data gathered from the annual financial reports of 100 conventional and Islamic stock returns, which were published by the Indonesian Stock Exchange from 2010 to 2013 were used and analyzed by using the independent t-test and panel multivariate regression analysis. The result shows that there was no difference in stock returns between the conventional and Islamic stock markets. Additionally, the study documents that only profitability, which is measured by market ratio, was found to have an influence on the conventional stock markets. Meanwhile, as for Islamic stock market, only management of assets was found to have a significant effect on the stock return. These findings imply that investors who are investing in both Islamic and conventional markets would gain similar returns. However, in predicting and stabilizing the stock markets, both investors and policy makers should focus on the profitability for the conventional and management of assets for the Islamic stock market.

75 FR 46912 - Draft 2010 Marine Mammal Stock Assessment Reports

Science.gov (United States)

2010-08-04

..., Niihau stock, Kure-Midway stock, and the Pearl and Hermes stock. The SAR for the Hawaii stock of... new bottlenose dolphin stocks are the Kauai-Niihau stock, Oahu stock, Four Islands stock, and the...

Preferential Au precipitation at deformation-induced defects in Fe–Au and Fe–Au–B–N alloys

Energy Technology Data Exchange (ETDEWEB)

Zhang, S., E-mail: S.Zhang-1@tudelft.nl [Fundamental Aspects of Materials and Energy, Faculty of Applied Sciences, Delft University of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Langelaan, G. [Fundamental Aspects of Materials and Energy, Faculty of Applied Sciences, Delft University of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Brouwer, J.C.; Sloof, W.G. [Department of Materials Science and Engineering, Delft University of Technology, Mekelweg 2, 2628 CD Delft (Netherlands); Brück, E. [Fundamental Aspects of Materials and Energy, Faculty of Applied Sciences, Delft University of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Zwaag, S. van der [Novel Aerospace Materials Group, Faculty of Aerospace Engineering, Delft University of Technology, Kluyverweg 1, 2629 HS Delft (Netherlands); Dijk, N.H. van [Fundamental Aspects of Materials and Energy, Faculty of Applied Sciences, Delft University of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)

2014-01-25

Highlights: • Fe–Au–B–N forms a good model alloy system for self healing of deformation damage. • Solute Au atoms exclusively precipitate at grain boundaries, cracks and cavities. • XPS indicates a strong tendency for Au segregation on free surfaces at 550 °C. • Interstitial B and N form hexagonal BN on free surfaces at 550 °C. • Selective Au precipitation at open volume defects can cause autonomous repair. -- Abstract: The influence of deformation-induced defects on the isothermal precipitation of Au was studied in high-purity Fe–Au and Fe–Au–B–N alloys. Preferential Au precipitation upon annealing at 550 °C is observed at local plastic indentations. In fractured Fe–Au–B–N, solute Au atoms were found to heterogeneously precipitate at grain boundaries and local micro-cracks. This is supported by in-situ creep tests that showed a strong tendency for Au precipitation at cracks and cavities also formed during creep loading at 550 °C. Complementary X-ray photoelectron spectroscopy experiments indicate a strong tendency of Au, B and N segregation onto free surface during aging. The observed site-specific precipitation of Au holds interesting opportunities for defect healing in steels subjected to creep deformation.

Jet-Hadron Correlations in √sNN =200 GeV p +p and Central Au +Au Collisions

Science.gov (United States)

Adamczyk, L.; Adkins, J. K.; Agakishiev, G.; Aggarwal, M. M.; Ahammed, Z.; Alekseev, I.; Alford, J.; Anson, C. D.; Aparin, A.; Arkhipkin, D.; Aschenauer, E. C.; Averichev, G. S.; Banerjee, A.; Beavis, D. R.; Bellwied, R.; Bhasin, A.; Bhati, A. K.; Bhattarai, P.; Bichsel, H.; Bielcik, J.; Bielcikova, J.; Bland, L. C.; Bordyuzhin, I. G.; Borowski, W.; Bouchet, J.; Brandin, A. V.; Brovko, S. G.; Bültmann, S.; Bunzarov, I.; Burton, T. P.; Butterworth, J.; Caines, H.; Calderón de la Barca Sánchez, M.; Cebra, D.; Cendejas, R.; Cervantes, M. C.; Chaloupka, P.; Chang, Z.; Chattopadhyay, S.; Chen, H. F.; Chen, J. H.; Chen, L.; Cheng, J.; Cherney, M.; Chikanian, A.; Christie, W.; Chwastowski, J.; Codrington, M. J. M.; Contin, G.; Cramer, J. G.; Crawford, H. J.; Cui, X.; Das, S.; Davila Leyva, A.; De Silva, L. C.; Debbe, R. R.; Dedovich, T. G.; Deng, J.; Derevschikov, A. A.; Derradi de Souza, R.; Dhamija, S.; di Ruzza, B.; Didenko, L.; Dilks, C.; Ding, F.; Djawotho, P.; Dong, X.; Drachenberg, J. L.; Draper, J. E.; Du, C. M.; Dunkelberger, L. E.; Dunlop, J. C.; Efimov, L. G.; Engelage, J.; Engle, K. S.; Eppley, G.; Eun, L.; Evdokimov, O.; Eyser, O.; Fatemi, R.; Fazio, S.; Fedorisin, J.; Filip, P.; Finch, E.; Fisyak, Y.; Flores, C. E.; Gagliardi, C. A.; Gangadharan, D. R.; Garand, D.; Geurts, F.; Gibson, A.; Girard, M.; Gliske, S.; Greiner, L.; Grosnick, D.; Gunarathne, D. S.; Guo, Y.; Gupta, A.; Gupta, S.; Guryn, W.; Haag, B.; Hamed, A.; Han, L.-X.; Haque, R.; Harris, J. W.; Heppelmann, S.; Hirsch, A.; Hoffmann, G. W.; Hofman, D. J.; Horvat, S.; Huang, B.; Huang, H. Z.; Huang, X.; Huck, P.; Humanic, T. J.; Igo, G.; Jacobs, W. W.; Jang, H.; Judd, E. G.; Kabana, S.; Kalinkin, D.; Kang, K.; Kauder, K.; Ke, H. W.; Keane, D.; Kechechyan, A.; Kesich, A.; Khan, Z. H.; Kikola, D. P.; Kisel, I.; Kisiel, A.; Koetke, D. D.; Kollegger, T.; Konzer, J.; Koralt, I.; Kotchenda, L.; Kraishan, A. F.; Kravtsov, P.; Krueger, K.; Kulakov, I.; Kumar, L.; Kycia, R. A.; Lamont, M. A. C.; Landgraf, J. M.; Landry, K. D.; Lauret, J.; Lebedev, A.; Lednicky, R.; Lee, J. H.; LeVine, M. J.; Li, C.; Li, W.; Li, X.; Li, X.; Li, Y.; Li, Z. M.; Lisa, M. A.; Liu, F.; Ljubicic, T.; Llope, W. J.; Lomnitz, M.; Longacre, R. S.; Luo, X.; Ma, G. L.; Ma, Y. G.; Madagodagettige Don, D. M. M. D.; Mahapatra, D. P.; Majka, R.; Margetis, S.; Markert, C.; Masui, H.; Matis, H. S.; McDonald, D.; McShane, T. S.; Minaev, N. G.; Mioduszewski, S.; Mohanty, B.; Mondal, M. M.; Morozov, D. A.; Mustafa, M. K.; Nandi, B. K.; Nasim, Md.; Nayak, T. K.; Nelson, J. M.; Nigmatkulov, G.; Nogach, L. V.; Noh, S. Y.; Novak, J.; Nurushev, S. B.; Odyniec, G.; Ogawa, A.; Oh, K.; Ohlson, A.; Okorokov, V.; Oldag, E. W.; Olvitt, D. L., Jr.; Pachr, M.; Page, B. S.; Pal, S. K.; Pan, Y. X.; Pandit, Y.; Panebratsev, Y.; Pawlak, T.; Pawlik, B.; Pei, H.; Perkins, C.; Peryt, W.; Pile, P.; Planinic, M.; Pluta, J.; Poljak, N.; Porter, J.; Poskanzer, A. M.; Pruthi, N. K.; Przybycien, M.; Pujahari, P. R.; Putschke, J.; Qiu, H.; Quintero, A.; Ramachandran, S.; Raniwala, R.; Raniwala, S.; Ray, R. L.; Riley, C. K.; Ritter, H. G.; Roberts, J. B.; Rogachevskiy, O. V.; Romero, J. L.; Ross, J. F.; Roy, A.; Ruan, L.; Rusnak, J.; Rusnakova, O.; Sahoo, N. R.; Sahu, P. K.; Sakrejda, I.; Salur, S.; Sandweiss, J.; Sangaline, E.; Sarkar, A.; Schambach, J.; Scharenberg, R. P.; Schmah, A. M.; Schmidke, W. B.; Schmitz, N.; Seger, J.; Seyboth, P.; Shah, N.; Shahaliev, E.; Shanmuganathan, P. V.; Shao, M.; Sharma, B.; Shen, W. Q.; Shi, S. S.; Shou, Q. Y.; Sichtermann, E. P.; Singaraju, R. N.; Skoby, M. J.; Smirnov, D.; Smirnov, N.; Solanki, D.; Sorensen, P.; Spinka, H. M.; Srivastava, B.; Stanislaus, T. D. S.; Stevens, J. R.; Stock, R.; Strikhanov, M.; Stringfellow, B.; Sumbera, M.; Sun, X.; Sun, X. M.; Sun, Y.; Sun, Z.; Surrow, B.; Svirida, D. N.; Symons, T. J. M.; Szelezniak, M. A.; Takahashi, J.; Tang, A. H.; Tang, Z.; Tarnowsky, T.; Thomas, J. H.; Timmins, A. R.; Tlusty, D.; Tokarev, M.; Trentalange, S.; Tribble, R. E.; Tribedy, P.; Trzeciak, B. A.; Tsai, O. D.; Turnau, J.; Ullrich, T.; Underwood, D. G.; Van Buren, G.; van Nieuwenhuizen, G.; Vandenbroucke, M.; Vanfossen, J. A.; Varma, R.; Vasconcelos, G. M. S.; Vasiliev, A. N.; Vertesi, R.; Videbæk, F.; Viyogi, Y. P.; Vokal, S.; Vossen, A.; Wada, M.; Wang, F.; Wang, G.; Wang, H.; Wang, J. S.; Wang, X. L.; Wang, Y.; Wang, Y.; Webb, G.; Webb, J. C.; Westfall, G. D.; Wieman, H.; Wissink, S. W.; Witt, R.; Wu, Y. F.; Xiao, Z.; Xie, W.; Xin, K.; Xu, H.; Xu, J.; Xu, N.; Xu, Q. H.; Xu, Y.; Xu, Z.; Yan, W.; Yang, C.; Yang, Y.; Yang, Y.; Ye, Z.; Yepes, P.; Yi, L.; Yip, K.; Yoo, I.-K.; Yu, N.; Zawisza, Y.; Zbroszczyk, H.; Zha, W.; Zhang, J. B.; Zhang, J. L.; Zhang, S.; Zhang, X. P.; Zhang, Y.; Zhang, Z. P.; Zhao, F.; Zhao, J.; Zhong, C.; Zhu, X.; Zhu, Y. H.; Zoulkarneeva, Y.; Zyzak, M.; STAR Collaboration

2014-03-01

Azimuthal angular correlations of charged hadrons with respect to the axis of a reconstructed (trigger) jet in Au +Au and p +p collisions at √sNN =200 GeV in STAR are presented. The trigger jet population in Au +Au collisions is biased toward jets that have not interacted with the medium, allowing easier matching of jet energies between Au +Au and p +p collisions while enhancing medium effects on the recoil jet. The associated hadron yield of the recoil jet is significantly suppressed at high transverse momentum (pTassoc) and enhanced at low pTassoc in 0%-20% central Au +Au collisions compared to p +p collisions, which is indicative of medium-induced parton energy loss in ultrarelativistic heavy-ion collisions.

12 CFR 725.5 - Capital stock.

Science.gov (United States)

2010-01-01

... 12 Banks and Banking 6 2010-01-01 2010-01-01 false Capital stock. 725.5 Section 725.5 Banks and Banking NATIONAL CREDIT UNION ADMINISTRATION REGULATIONS AFFECTING CREDIT UNIONS NATIONAL CREDIT UNION ADMINISTRATION CENTRAL LIQUIDITY FACILITY § 725.5 Capital stock. (a) The capital stock of the Facility is divided...

The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks

OpenAIRE

John H. Boyd; Ravi Jagannathan; Jian Hu

2001-01-01

We find that on average an announcement of rising unemployment is 'good news' for stocks during economic expansions and 'bad news' during economic contractions. Thus stock prices usually increase on news of rising unemployment, since the economy is usually in an expansion phase. We provide an explanation for this phenomenon. Unemployment news bundles two primitive types of information relevant for valuing stocks: information about future interest rates and future corporate earnings and divide...

Stocks and energy shocks : the impact of energy accidents on stock market value

NARCIS (Netherlands)

Scholtens, B.; Boersen, A.

We investigate how financial market participants value energy accidents. We employ an event study to look into the response of stock markets to 209 accidents. These accidents were derived from Sovacool's (2008) database on major energy accidents from 1907 to 2007. It appears that the stock market in

Company Stock in Pension Funds

OpenAIRE

Even, William E.; Macpherson, David

2004-01-01

This study examines several issues surrounding the tendency for some pension funds to invest in their own company’s stock. After reviewing the existing literature describing the benefits and costs of investing in company stock, the legislative environment surrounding company stock holdings is reviewed. Using data from Internal Revenue Service Form 5500 filings on the pension fund holdings of over 300,000 defined–contribution pension plans in the 1990s, we show that about one out of ten define...

Capital Structure and Stock Returns

OpenAIRE

Ivo Welch

2002-01-01

U.S. corporations do not issue and repurchase debt and equity to counteract the mechanistic effects of stock returns on their debt-equity ratios. Thus over one- to five-year horizons, stock returns can explain about 40 percent of debt ratio dynamics. Although corporate net issuing activity is lively and although it can explain 60 percent of debt ratio dynamics (long-term debt issuing activity being most capital structurerelevant), corporate issuing motives remain largely a mystery. When stock...

Study of Au+Au relativistic collisions with the Fopi-Phase I detector; Etude des collisions relativistes Au+Au avec le detecteur Fopi-Phase I

Energy Technology Data Exchange (ETDEWEB)

Dupieux, P

1995-01-01

Au+Au relativistic collisions, in a 100-1000 MeV energy domain per nucleon, are described. Experiments have been carried out with the SIS accelerator at GSI/Darmstadt. Data are analysed with the FOPI-phase I detector. These data are compared with IQMD model (Isospin Quantum Molecular Dynamics) Predictions. (S.G). 80 refs., 77 figs., 5 tabs.

Risk management of stock index futures

Institute of Scientific and Technical Information of China (English)

无

2008-01-01

The Hong Kong Hang Seng index futures is taken as a study object and a method of empirical analysis is adopted in order to verify the validity of the application of the value-at-risk (VaR) method in the risk measurement of the stock index futures market. The results suggest that under normal market conditions it is feasible to apply the VaR method in the measurement of the market risks of stock index futures. The daily VaR value of the stock index futures provides a foreseeable profit and loss of the stock ...

The Role of Exchange Traded Funds in the Price Discovery Process of Stocks Listed on the Botswana Stock Exchange

Directory of Open Access Journals (Sweden)

Edson Kambeu

2017-04-01

Full Text Available In this paper we analyse the role of Exchange Traded Funds (ETFs in the price discovery process of stocks listed at the Botswana Stock Exchange.Using daily returns data covering the period 3 January 2013 to 31 December 2015   for Beta Betta ETF and Domestic Company Indices, we utilize a VECM model to find out whether the Betta Beta ETF is playing a significant role in the price discovery process of stocks listed on the Botswana Stock Exchange. We found the error correction term to be statistically significant thereby confirming that the Beta Betta ETF is playing a significant role in the price discovery of stocks listed on the Botswana Stock Exchange.

The roles of the trading time risks on stock investment return and risks in stock price crashes

Science.gov (United States)

Li, Jiang-Cheng; Dong, Zhi-Wei; Yang, Guo-Hui; Long, Chao

2017-03-01

The roles of the trading time risks (TTRs) on stock investment return and risks are investigated in the condition of stock price crashes with Hushen300 data (CSI300) and Dow Jones Industrial Average (ˆDJI), respectively. In order to describe the TTR, we employ the escape time that the stock price drops from the maximum to minimum value in a data window length (DWL). After theoretical and empirical research on probability density function of return, the results in both ˆDJI and CSI300 indicate that: (i) As increasing DWL, the expectation of returns and its stability are weakened. (ii) An optimal TTR is related to a maximum return and minimum risk of stock investment in stock price crashes.

Optimization Stock Portfolio With Mean-Variance and Linear Programming: Case In Indonesia Stock Market

OpenAIRE

Yen Sun

2010-01-01

It is observed that the number of Indonesia’s domestic investor who involved in the stock exchange is very less compare to its total number of population (only about 0.1%). As a result, Indonesia Stock Exchange (IDX) is highly affected by foreign investor that can threat the economy. Domestic investor tends to invest in risk-free asset such as deposit in the bank since they are not familiar yet with the stock market and anxious about the risk (risk-averse type of investor). Therefore, it is i...

Analysing News for Stock Market Prediction

Science.gov (United States)

Ramalingam, V. V.; Pandian, A.; Dwivedi, shivam; Bhatt, Jigar P.

2018-04-01

Stock market means the aggregation of all sellers and buyers of stocks representing their ownership claims on the business. To be completely absolute about the investment on these stocks, proper knowledge about them as well as their pricing, for both present and future is very essential. Large amount of data is collected and parsed to obtain this essential information regarding the fluctuations in the stock market. This data can be any news or public opinions in general. Recently, many methods have been used, especially big unstructured data methods to predict the stock market values. We introduce another method of focusing on deriving the best statistical learning model for predicting the future values. The data set used is very large unstructured data collected from an online social platform, commonly known as Quindl. The data from this platform is then linked to a csv fie and cleaned to obtain the essential information for stock market prediction. The method consists of carrying out the NLP (Natural Language Processing) of the data and then making it easier for the system to understand, finds and identifies the correlation in between this data and the stock market fluctuations. The model is implemented using Python Programming Language throughout the entire project to obtain flexibility and convenience of the system.

Stock Assessment Supplementary Information (SASINF)

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — In the interest of efficiency, clarity and standardization of stock assessment materials, the stock assessment reports for the 2015 Groundfish update have been...

Market Confidence Predicts Stock Price: Beyond Supply and Demand.

Directory of Open Access Journals (Sweden)

Xiao-Qian Sun

Full Text Available Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors exogenous to stock market. In this paper, using transaction record of stocks with identifier of traders, we introduce an index to characterize market confidence, i.e., the ratio of the number of traders who is active in two successive trading days to the number of active traders in a certain trading day. Strong Granger causality is found between the index of market confidence and stock price. We further predict stock price by incorporating the index of market confidence into a neural network based on time series of stock price. Experimental results on 50 stocks in two Chinese Stock Exchanges demonstrate that the accuracy of stock price prediction is significantly improved by the inclusion of the market confidence index. This study sheds light on using cross-day trading behavior to characterize market confidence and to predict stock price.

Market Confidence Predicts Stock Price: Beyond Supply and Demand.

Science.gov (United States)

Sun, Xiao-Qian; Shen, Hua-Wei; Cheng, Xue-Qi; Zhang, Yuqing

2016-01-01

Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors exogenous to stock market. In this paper, using transaction record of stocks with identifier of traders, we introduce an index to characterize market confidence, i.e., the ratio of the number of traders who is active in two successive trading days to the number of active traders in a certain trading day. Strong Granger causality is found between the index of market confidence and stock price. We further predict stock price by incorporating the index of market confidence into a neural network based on time series of stock price. Experimental results on 50 stocks in two Chinese Stock Exchanges demonstrate that the accuracy of stock price prediction is significantly improved by the inclusion of the market confidence index. This study sheds light on using cross-day trading behavior to characterize market confidence and to predict stock price.

An SFG and DFG investigation of polycrystalline Au, Au-Cu and Au-Ag-Cu electrodes in contact with aqueous solutions containing KCN

International Nuclear Information System (INIS)

Bozzini, Benedetto; Busson, Bertrand; De Gaudenzi, Gian Pietro; Mele, Claudio; Tadjeddine, Abderrahmane

2007-01-01

In this paper, the behaviour of polycrystalline Au, Au-Cu (Cu 25%) and Au-Ag-Cu (Ag 10%, Cu 15%) electrodes in contact with neutral aqueous solutions of KCN has been studied as a function of potential by means of in situ sum frequency generation (SFG) and difference frequency generation (DFG) spectroscopies. The potential-dependent spectra have been analysed quantitatively with a model for the second-order non-linear susceptibility accounting for vibrational and electronic effects. The potential-dependence of the CN - stretching band position and of the free-electron contribution to the real part of the non-resonant component of the second-order susceptibility have been accounted for. Spectroelectrochemical results were complemented by cyclic voltammetric measurements. The chief stress in this work has been placed on systematising and quantifying the interaction between the vibrational and electronic structures of the electrodic interfaces studied. The effects of adsorbates on the electronic structure of the adsorbing electrode, as a function of electrode alloy composition and applied potential are particularly critical for the understanding of Au-alloy electrochemistry in the presence of cyanide and cyanocomplexes. The systematic comparison of SFG and DFG spectra measured under the same electrochemical conditions for Au, Au-Cu and Au-Ag-Cu electrodes discloses a rich phenomenology related to the electronic structure of the interface

An SFG and DFG investigation of polycrystalline Au, Au-Cu and Au-Ag-Cu electrodes in contact with aqueous solutions containing KCN

Energy Technology Data Exchange (ETDEWEB)

Bozzini, Benedetto [Dipartimento di Ingegneria dell' Innovazione, Universita di Lecce, v. Monteroni, I-73100 Lecce (Italy)]. E-mail: benedetto.bozzini@unile.it; Busson, Bertrand [CLIO-LCP, Universite Paris-Sud, 91405 Orsay Cedex (France); De Gaudenzi, Gian Pietro [Dipartimento di Ingegneria dell' Innovazione, Universita di Lecce, v. Monteroni, I-73100 Lecce (Italy); Mele, Claudio [Dipartimento di Ingegneria dell' Innovazione, Universita di Lecce, v. Monteroni, I-73100 Lecce (Italy); Tadjeddine, Abderrahmane [UDIL-CNRS, Bat. 201, Centre Universitaire Paris-Sud, BP 34, 91898 Orsay Cedex (France)

2007-01-16

In this paper, the behaviour of polycrystalline Au, Au-Cu (Cu 25%) and Au-Ag-Cu (Ag 10%, Cu 15%) electrodes in contact with neutral aqueous solutions of KCN has been studied as a function of potential by means of in situ sum frequency generation (SFG) and difference frequency generation (DFG) spectroscopies. The potential-dependent spectra have been analysed quantitatively with a model for the second-order non-linear susceptibility accounting for vibrational and electronic effects. The potential-dependence of the CN{sup -} stretching band position and of the free-electron contribution to the real part of the non-resonant component of the second-order susceptibility have been accounted for. Spectroelectrochemical results were complemented by cyclic voltammetric measurements. The chief stress in this work has been placed on systematising and quantifying the interaction between the vibrational and electronic structures of the electrodic interfaces studied. The effects of adsorbates on the electronic structure of the adsorbing electrode, as a function of electrode alloy composition and applied potential are particularly critical for the understanding of Au-alloy electrochemistry in the presence of cyanide and cyanocomplexes. The systematic comparison of SFG and DFG spectra measured under the same electrochemical conditions for Au, Au-Cu and Au-Ag-Cu electrodes discloses a rich phenomenology related to the electronic structure of the interface.

Stocking chart for upland central hardwoods

Science.gov (United States)

Martin E. Dale; Donald E. Hilt

1989-01-01

The upland hardwoods stocking chart, introduced by Gingrich in 1967, has become one of the forest manager's most useful tools. The chart allows you to determine the condition of the present stand in relation to a stocking standard. The stocking of a stand is extremely helpful in prescribing various silvicultural treatments such as intermediate thinnings,...

Balance functions from Au+Au, d+Au, and p+p collisions at root s(NN)=200 GeV

Czech Academy of Sciences Publication Activity Database

Aggarwal, M. M.; Ahammed, Z.; Alakhverdyants, A. V.; Alekseev, I.; Alford, J.; Anderson, B.D.; Arkhipkin, D.; Averichev, G. S.; Balewski, J.; Barnby, L. S.; Baumgart, S.; Beavis, D.R.; Bellwied, R.; Betancourt, M.J.; Betts, R. R.; Bhasin, A.; Bhati, A.K.; Bichsel, H.; Bielčík, Jaroslav; Bielčíková, Jana; Biritz, B.; Bland, L.C.; Bonner, B.E.; Bouchet, J.; Braidot, E.; Brandin, A.V.; Bridgeman, A.; Bruna, E.; Bueltmann, S.; Bunzarov, I.; Burton, T. P.; Cai, X.Z.; Caines, H.; Sanchez, M.C.D.; Catu, O.; Cebra, D.; Cendejas, R.; Cervantes, M.C.; Chajecki, Z.; Chaloupka, Petr; Chattopadhyay, S.; Chen, H.F.; Chen, J.H.; Chen, J.Y.; Cheng, J.; Cherney, M.; Chikanian, A.; Choi, K.E.; Christie, W.; Chung, P.; Clarke, R.F.; Codrington, M.J.M.; Corliss, R.; Cramer, J. G.; Crawford, H. J.; Das, D.; Dash, S.; Leyva, A.D.; De Silva, L.C.; Debbe, R.R.; Dedovich, T. G.; Derevschikov, A.A.; de Souza, R.D.; Didenko, L.; Djawotho, P.; Dogra, S.M.; Dong, X.; Drachenberg, J.L.; Draper, J. E.; Dunlop, J.C.; Mazumdar, M.R.D.; Efimov, L.G.; Elhalhuli, E.; Elnimr, M.; Engelage, J.; Eppley, G.; Erazmus, B.; Estienne, M.; Eun, L.; Evdokimov, O.; Fachini, P.; Fatemi, R.; Fedorisin, J.; Fersch, R.G.; Filip, P.; Finch, E.; Fine, V.; Fisyak, Y.; Gagliardi, C. A.; Gangaharan, D.R.; Ganti, M. S.; Garcia-Solis, E.J.; Geromitsos, A.; Geurts, F.; Ghazikhanian, V.; Ghosh, P.; Gorbunov, Y.N.; Gordon, A.; Grebenyuk, O.; Grosnick, D.; Guertin, S.M.; Gupta, A.; Gupta, N.; Guryn, W.; Haag, B.; Hamed, A.; Han, L.X.; Harris, J.W.; Hays-Wehle, J.P.; Heinz, M.; Heppelmann, S.; Hirsch, A.; Hjort, E.; Hoffmann, A.M.; Hoffmann, G.W.; Hofman, D.J.; Horner, M.J.; Huang, B.; Huang, H.Z.; Humanic, T.J.; Huo, L.; Igo, G.; Jacobs, P.; Jacobs, W.W.; Jena, C.; Jin, F.; Jones, C.L.; Jones, P.G.; Joseph, J.; Judd, E.G.; Kabana, S.; Kajimoto, K.; Kang, K.; Kapitán, Jan; Kauder, K.; Keane, D.; Kechechyan, A.; Kettler, D.; Kikola, D.P.; Kiryluk, J.; Kisiel, A.; Klein, S.R.; Knospe, A.G.; Kocoloski, A.; Koetke, D.D.; Kollegger, T.; Konzer, J.; Koralt, I.; Koroleva, L.; Korsch, W.; Kotchenda, L.; Kushpil, Vasilij; Kravtsov, P.; Krueger, K.; Krus, M.; Kumar, L.; Kurnadi, P.; Lamont, M.A.C.; Landgraf, J.M.; LaPointe, S. (ed.); Lauret, J.; Lebedev, A.; Lednický, Richard; Lee, Ch.; Lee, J.H.; Leight, W.; LeVine, M.J.; Li, C.; Li, L.; Li, N.; Li, W.; Li, X.; Li, Y.; Li, Z.M.; Lin, G.; Lindenbaum, S.J.; Lisa, M.A.; Liu, F.; Liu, H.; Liu, J.; Ljubicic, T.; Llope, W.J.; Longacre, R.S.; Love, W.A.; Lu, Y.; Luo, X.; Ma, G.L.; Ma, Y.G.; Mahapatra, D. P.; Majka, R.; Mall, O.I.; Mangotra, L.K.; Manweiler, R.; Margetis, S.; Markert, C.; Masui, H.; Matis, H.S.; Matulenko, Yu.A.; McDonald, D.; McShane, T.S.; Meschanin, A.; Milner, R.; Minaev, N.G.; Mioduszewski, S.; Mischke, A.; Mitrovski, M.K.; Mohanty, B.; Mondal, M.M.; Morozov, B.; Morozov, D.A.; Munhoz, M. G.; Nandi, B.K.; Nattrass, C.; Nayak, T. K.; Nelson, J.M.; Netrakanti, P.K.; Ng, M.J.; Nogach, L.V.; Nurushev, S.B.; Odyniec, G.; Ogawa, A.; Okorokov, V.; Oldag, E.W.; Olson, D.; Pachr, M.; Page, B.S.; Pal, S.K.; Pandit, Y.; Panebratsev, Yu.; Pawlak, T.; Peitzmann, T.; Perevoztchikov, V.; Perkins, C.; Peryt, W.; Phatak, S.C.; Pile, P.; Planinic, M.; Ploskon, M.A.; Pluta, J.; Plyku, D.; Poljak, N.; Poskanzer, A.M.; Potukuchi, B.V.K.S.; Powell, C.B.; Prindle, D.; Pruneau, C.; Pruthi, N.K.; Pujahari, P.R.; Putschke, J.; Raniwala, R.; Raniwala, S.; Ray, R.L.; Redwine, R.; Reed, R.; Ritter, H.G.; Roberts, J.B.; Rogachevskiy, O.V.; Romero, J.L.; Rose, A.; Roy, C.; Ruan, L.; Sahoo, R.; Sakai, S.; Sakrejda, I.; Sakuma, T.; Salur, S.; Sandweiss, J.; Sangaline, E.; Schambach, J.; Scharenberg, R.P.; Schmitz, N.; Schuster, T.R.; Seele, J.; Seger, J.; Selyuzhenkov, I.; Seyboth, P.; Shahaliev, E.; Shao, M.; Sharma, M.; Shi, S.S.; Sichtermann, E.P.; Simon, F.; Singaraju, R.N.; Skoby, M.J.; Smirnov, N.; Sorensen, P.; Sowinski, J.; Spinka, H.M.; Srivastava, B.; Stanislaus, T.D.S.; Staszak, D.; Stevens, J.R.; Stock, R.; Strikhanov, M.; Stringfellow, B.; Suaide, A. A. P.; Suarez, M.C.; Subba, N.L.; Šumbera, Michal; Sun, X.M.; Sun, Y.; Sun, Z.; Surrow, B.; Svirida, D.N.; Symons, T.J.M.; de Toledo, A. S.; Takahashi, J.; Tang, A.H.; Tang, Z.; Tarini, L.H.; Tarnowsky, T.; Thein, D.; Thomas, J.H.; Tian, J.; Timmins, A.R.; Timoshenko, S.; Tlustý, David; Tokarev, M. V.; Trainor, T.A.; Tram, V.N.; Trentalange, S.; Tribble, R. E.; Tsai, O.D.; Ulery, J.; Ullrich, T.; Underwood, D.G.; Van Buren, G.; van Leeuwen, M.; van Nieuwenhuizen, G.; Vanfossen, J.A.; Varma, R.; Vasconcelos, G.M.S.; Vasiliev, A. N.; Videbaek, F.; Viyogi, Y. P.; Vokal, S.; Voloshin, S.A.; Wada, M.; Walker, M.; Wang, F.; Wang, G.; Wang, H.; Wang, J.S.; Wang, Q.; Wang, X.L.; Wang, Y.; Webb, G.; Westfall, G.D.; Whitten, C.; Wieman, H.; Wissink, S.W.; Witt, R.; Wu, Y.F.; Xie, W.; Xu, N.; Xu, Q.H.; Xu, W.; Xu, Y.; Xu, Z.; Xue, L.; Yang, Y.; Yepes, P.; Yip, K.; Yoo, I.K.; Yue, Q.; Zawisza, M.; Zbroszczyk, H.; Zhan, W.; Zhang, J.B.; Zhang, S.; Zhang, W.M.; Zhang, X.P.; Zhang, Y.; Zhang, Z.P.; Zhao, J.; Zhong, C.; Zhou, J.; Zhou, W.; Zhu, X.; Zhu, Y.H.; Zoulkarneev, R.; Zoulkarneeva, Y.

2010-01-01

Roč. 82, č. 2 (2010), 024905/1-024905/16 ISSN 0556-2813 Institutional research plan: CEZ:AV0Z10480505; CEZ:AV0Z10100502 Keywords : HEAVY-ION COLLISIONS * AU-AU COLLISIONS * TIME PROJECTION CHAMBER Subject RIV: BG - Nuclear, Atomic and Molecular Physics, Colliders Impact factor: 3.416, year: 2010

Validating Virtual Safety Stock Effectiveness through Simulation

Directory of Open Access Journals (Sweden)

Maria Elena Nenni

2013-08-01

safety stock effectiveness through simulation in an inventory system using a base stock policy with periodic reviews and backorders. This approach can be useful for researchers as well as practitioners who want to model the behaviour of an inventory system under uncertain conditions and verify the opportunity for setting up a virtual safety stock on top of, or instead of, the traditional physical safety stock.

Does the Order Between Dividend Payment and New Stock Issuance Matter to Stock Price? — Evidence from Taiwan

OpenAIRE

Mia Twu

2010-01-01

I argue that paying dividends before issuing new stock can increase the stock price in the case when firms announce dividend payments and new stock issuance contemporaneously. It enables issuing firms to disentangle the agency problem of paying dividends by newly-raised funds from dividend information for new stock issuances. I employ the seasoned offerings of Taiwan listed firms as the sample, because of their practice of paying dividends once a year. The conditional event study strongly sup...

Preliminary data from {gamma}-cardiography during the abatement of an asthmatic attack (1961); Premieres donnees de la {gamma}-cardiographie au decours de l'etat de mal asthmatique (1961)

Energy Technology Data Exchange (ETDEWEB)

Georges, R; Vernejoul, P de; Raynaud, C; Blanchon, P; Kellershohn, C; Turiaf, J [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1961-07-01

The authors used gamma cardiology during the abatement of 16 cases of asthma with a view to detecting heart attacks not otherwise visible with routine methods of examination: clinical, radiological and electro-cardio-graphical. In gamma cardiology, a radioactive indicator is used and its path followed in the cavities of the heart. The method makes it possible to study the circulation in the right heart, the pulmonary crossing, and the left heart, as well as evaluation of the heart-flow. As a result of their investigations the authors, after having discussed the significance of the data obtained with the method, suggest that it is possible by the use of gamma cardiography during the abatement of an asthma attack: 1- To confirm attacks of the right heart which have already been detected by ordinary methods. 2- To confirm the presence of modifications in the recorded curves which suggest, in the case of the left heart, possible attack; such on attack is also indicated, in a small number of cases, by electrocardiography curves. Some considerations are put forward by the authors concerning the physiopathology of attacks on the left heart. (authors) [French] Les auteurs ont fait appel a la gammacardiographie au decours de 16 cas d'etat de mal asthmatique, dans le but d'objectiver des atteintes cardiaques incapables d'etre revelees par les moyens d'exploration de routine: cliniques, radiologiques et electrocardiographiques. La gammacardiographie est un procede qui enregistre a l'aide d'un indicateur radioactif, le trajet de celui-ci dans les cavites cardiaques. Elle permet l'etude de la circulation dans le coeur droit, de la traversee pulmonaire, et le coeur gauche, de meme que le calcul du debit cardiaque. Au terme de leurs investigations, les auteurs apres avoir discute la signification des donnees fournies par la methode admettent que la gammacardiographie objective au secours de l'etat de mal asthmatique: 1- La confirmation de l'atteinte du coeur droit deja etablie

Predicted Habitat Suitability for Montipora Corals in the Au'au Channel Region

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — This raster denotes predicted habitat suitability for Montipora in the Au'au Channel region. Maximum Entropy (MaxEnt) modeling software was used to create this...

Predicted Habitat Suitability for Leptoseris Corals in the Au'au Channel Region

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — This raster denotes predicted habitat suitability for Leptoseris in the Au'au Channel region. Maximum Entropy (MaxEnt) modeling software was used to create this...

Do More Economists Hold Stocks?

DEFF Research Database (Denmark)

Christiansen, Charlotte; Joensen, Juanna Schröter; Rangvid, Jesper

A unique data set enables us to test the hypothesis that more economists than otherwise identical investors hold stocks due to informational advantages. We confirm that economists have a significantly higher probability of participating in the stock market than investors with any other education......, even when controlling for several background characteristics. We make use of a large register-based panel data set containing detailed information on the educational attainments and various financial and socioeconomic variables. We model the stock market participation decision by the probit model...

Filipino au pairs on the move

DEFF Research Database (Denmark)

Dalgas, Karina Märcher

2016-01-01

Most Filipina au pairs in Denmark send remittances back home, and for many, au pairing forms part of longer-term migration trajectories. This article explores how Filipina au pairs try to carve out a future for themselves abroad. It shows that they navigate within tight webs of financial interdep......Most Filipina au pairs in Denmark send remittances back home, and for many, au pairing forms part of longer-term migration trajectories. This article explores how Filipina au pairs try to carve out a future for themselves abroad. It shows that they navigate within tight webs of financial...

Stock Issues in Aristotle's Rhetoric

Science.gov (United States)

Harpine, Bill

1977-01-01

Defines "stock issue" by the manner in which they function in Aristotle's theory, reviews examples of modern theories of stock issues, examines previous investigations of the "Rhetoric," and analyzes Aristotle's approach to this aspect of argumentation. (MH)

Gold(I) Complexes with N-Donor Ligands. 2.(1) Reactions of Ammonium Salts with [Au(acac-kappaC(2))(PR(3))] To Give [Au(NH(3))L](+), [(AuL)(2)(&mgr;(2)-NH(2))](+), [(AuL)(4)(&mgr;(4)-N)](+), or [(AuL)(3)(&mgr;(3)-O)](+). A New and Facile Synthesis of [Au(NH(3))(2)](+) Salts. Crystal Structure of [{AuP(C(6)H(4)OMe-4)(3)}(3)(&mgr;(3)-O)]CF(3)SO(3).

Science.gov (United States)

Vicente, José; Chicote, María-Teresa; Guerrero, Rita; Jones, Peter G.; Ramírez De Arellano, M. Carmen

1997-09-24

The complexes [Au(acac-kappaC(2))(PR(3))] (acac = acetylacetonate, R = Ph, C(6)H(4)OMe-4) react with (NH(4))ClO(4) to give amminegold(I), [Au(NH(3))(PR(3))]ClO(4), amidogold(I), [(AuPR(3))(2)(&mgr;(2)-NH(2))]ClO(4), or nitridogold(I), [(AuPR(3))(4)(&mgr;(4)-N)]ClO(4), complexes, depending on the reaction conditions. Similarly, [Au(acac-kappaC(2))(PPh(3))] reacts with (NH(3)R')OTf (OTf = CF(3)SO(3)) (1:1) or with [H(3)N(CH(2))(2)NH(2)]OTf (1:1) to give (amine)gold(I) complexes [Au(NH(2)R')(PPh(3))]OTf (R' = Me, C(6)H(4)NO(2)-4) or [(AuPPh(3))(2){&mgr;(2)-H(2)N(CH(2))(2)NH(2)}](OTf)(2), respectively. The ammonium salts (NH(2)R'(2))OTf (R' = Et, Ph) react with [Au(acac-kappaC(2))(PR(3))] (R = Ph, C(6)H(4)OMe-4) (1:2) to give, after hydrolysis, the oxonium salts [(AuPR(3))(3)(&mgr;(3)-O)]OTf (R = Ph, C(6)H(4)OMe-4). When NH(3) is bubbled through a solution of [AuCl(tht)] (tht = tetrahydrothiophene), the complex [Au(NH(3))(2)]Cl precipitates. Addition of [Au(NH(3))(2)]Cl to a solution of AgClO(4) or TlOTf leads to the isolation of [Au(NH(3))(2)]ClO(4) or [Au(NH(3))(2)]OTf, respectively. The crystal structure of [(AuPR(3))(3)(&mgr;(3)-O)]OTf.Me(2)CO (R = C(6)H(4)OMe-4) has been determined: triclinic, space group P&onemacr;, a = 14.884(3) Å, b = 15.828(3) Å, c = 16.061(3) Å, alpha = 83.39(3) degrees, beta = 86.28(3) degrees, gamma = 65.54(3) degrees, R1 (wR2) = 0.0370 (0.0788). The [(AuPR(3))(3)(&mgr;(3)-O)](+) cation shows an essentially trigonal pyramidal array of three gold atoms and one oxygen atom with O-Au-P bond angles of ca. 175 degrees and Au.Au contacts in the range 2.9585(7)-3.0505(14) Å. These cations are linked into centrosymmetric dimers through two short Au.Au [2.9585(7), 3.0919(9) Å] contacts. The gold atoms of the dimer form a six-membered ring with a chair conformation.

An Empirical Analysis Of Stock Returns And Volatility: The Case Of Stock Markets From Central And Eastern Europe

Directory of Open Access Journals (Sweden)

Okičić Jasmina

2015-04-01

Full Text Available The main goal of this paper is to investigate the behaviour of stock returns in the case of stock markets from Central and Eastern Europe (CEE, focusing on the relationship between returns and conditional volatility. Since there is relatively little empirical research on the volatility of stock returns in underdeveloped stock markets, with even fewer studies on markets in the transitional economies of the CEE region, this paper is designed to shed some light on the econometric modelling of the conditional mean and volatility of stock returns from this region. The results presented in this paper provide confirmatory evidence that ARIMA and GARCH processes provide parsimonious approximations of mean and volatility dynamics in the case of the selected stock markets. There is overwhelming evidence corroborating the existence of a leverage effect, meaning that negative shocks increase volatility more than positive shocks do. Since financial decisions are generally based upon the trade-off between risk and return, the results presented in this paper will provide valuable information in decision making for those who are planning to invest in stock markets from the CEE region.

φ meson production in Au + Au and p + p collisions at √sNN=200 GeV

International Nuclear Information System (INIS)

Adams, J.; Adler, C.; Aggarwal, M.M.; Ahammed, Z.; Amonett, J.; Anderson, B.D.; Arkhipkin, D.; Averichev, G.S.; Badyal, S.K.; Balewski, J.; Barannikova, O.; Barnby, L.S.; Baudot, J.; Bekele, S.; Belaga, V.V.; Bellwied, R.; Berger, J.; Bezverkhny, B.I.; Bhardwaj, S.; Bhati, A.K.; Bichsel, H.; Billmeier, A.; Bland, L.C.; Blyth, C.O.; Bonner, B.E.; Botje, M.; Boucham, A.; Brandin, A.; Bravar, A.; Cadman, R.V.; Cai, X.Z.; Caines, H.; Calderon de la Barca Sanchez, M.; Carroll, J.; Castillo, J.; Cebra, D.; Chaloupka, P.; Chattopadhyay, S.; Chen, H.F.; Chen, Y.; Chernenko, S.P.; Cherney, M.; Chikanian, A.; Christie, W.; Coffin, J.P.; Cormier, T.M.; Cramer, J.G.; Crawford, H.J.; Das, D.; Das, S.; Derevschikov, A.A.; Didenko, L.; Dietel, T.; Dong, W.J.; Dong, X.; Draper, J.E.; Du, F.; Dubey, A.K.; Dunin, V.B.; Dunlop, J.C.; Dutta Majumdar, M.R.; Eckardt, V.; Efimov, L.G.; Emelianov, V.; Engelage, J.; Eppley, G.; Erazmus, B.; Estienne, M.; Fachini, P.; Faine, V.; Faivre, J.; Fatemi, R.; Filimonov, K.; Filip, P.; Finch, E.; Fisyak, Y.; Flierl, D.; Foley, K.J.; Fu, J.; Gagliardi, C.A.; Gagunashvili, N.; Gans, J.; Ganti, M.S.; Gaudichet, L.; Germain, M.; Geurts, F.; Ghazikhanian, V.; Ghosh, P.; Gonzalez, J.E.; Grachov, O.; Grebenyuk, O.; Gronstal, S.; Grosnick, D.; Guedon, M.; Guertin, S.M.; Gupta, A.; Gutierrez, T.D.; Hallman, T.J.; Hamed, A.; Hardtke, D.; Harris, J.W.; Heinz, M.; Henry, T.W.; Heppelmann, S.; Hippolyte, B.; Hirsch, A.; Hjort, E.; Hoffmann, G.W.; Horsley, M.; Huang, H.Z.; Huang, S.L.; Hughes, E.; Humanic, T.J.; Igo, G.; Ishihara, A.; Jacobs, P.; Jacobs, W.W.; Janik, M.; Johnson, I.; Jones, P.G.; Judd, E.G.; Kabana, S.; Kaplan, M.; Keane, D.; Khodyrev; Kiryluk, J.; Kisiel, A.; Klay, J.; Klein, S.R.; Klyachko, A.; Koetke, D.D.; Kollegger, T.; Kopytine, S.M.; Kotchenda, L.; Kovalenko, A.D.; Kramer, M.; Kravtsov, P.; Kravstov, V.I.; Krueger, K.; Kuhn, C.; Kulikov, A.I.; Kumar, A.; Kunde, G.J.; Kunz, C.L.; Kutuev, R.Kh.

2004-01-01

We report the STAR measurement of ψ meson production in Au + Au and p + p collisions at √s NN = 200 GeV. Using the event mixing technique, the ψ spectra and yields are obtained at midrapidity for five centrality bins in Au+Au collisions and for non-singly-diffractive p+p collisions. It is found that the ψ transverse momentum distributions from Au+Au collisions are better fitted with a single-exponential while the p+p spectrum is better described by a double-exponential distribution. The measured nuclear modification factors indicate that ψ production in central Au+Au collisions is suppressed relative to peripheral collisions when scaled by the number of binary collisions ( bin >). The systematics of T > versus centrality and the constant ψ/K - ratio versus beam species, centrality, and collision energy rule out kaon coalescence as the dominant mechanism for ψ production

Analysis of Naval Ammunition Stock Positioning

Science.gov (United States)

2015-12-01

not manipulated to be in favor of any system based on the assumption that stock positioned closer to demand would result in more favorable delivery...NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA MBA PROFESSIONAL REPORT ANALYSIS OF NAVAL AMMUNITION STOCK POSITIONING...professional report 4. TITLE AND SUBTITLE ANALYSIS OF NAVAL AMMUNITION STOCK POSITIONING 5. FUNDING NUMBERS 6. AUTHOR(S) David Sharp and Eric

Random Walks in Stock Exchange Prices and the Vienna Stock Exchange

OpenAIRE

Huber, Peter

1995-01-01

This paper uses the multiple variance ratio test procedure developed by Chow and Denning (1993) to test for a random walk of stock returns on the Austrian Stock Exchange. I find that with daily data the test rejects the random walk hypothesis at all conventional significance levels for each and every title and for both indeces tested. Individual shares, however, do seem to follow a random walk when weekly returns are considered, while the hypothesis is rejected for both indices. Dieser Art...

Synthesis of Au38(SCH2CH2Ph)24, Au36(SPh-tBu)24, and Au30(S-tBu)18 Nanomolecules from a Common Precursor Mixture.

Science.gov (United States)

Rambukwella, Milan; Dass, Amala

2017-10-17

Phenylethanethiol protected nanomolecules such as Au 25 , Au 38 , and Au 144 are widely studied by a broad range of scientists in the community, owing primarily to the availability of simple synthetic protocols. However, synthetic methods are not available for other ligands, such as aromatic thiol and bulky ligands, impeding progress. Here we report the facile synthesis of three distinct nanomolecules, Au 38 (SCH 2 CH 2 Ph) 24 , Au 36 (SPh-tBu) 24 , and Au 30 (S-tBu) 18 , exclusively, starting from a common Au n (glutathione) m (where n and m are number of gold atoms and glutathiolate ligands) starting material upon reaction with HSCH 2 CH 2 Ph, HSPh-tBu, and HStBu, respectively. The systematic synthetic approach involves two steps: (i) synthesis of kinetically controlled Au n (glutathione) m crude nanocluster mixture with 1:4 gold to thiol molar ratio and (ii) thermochemical treatment of the purified nanocluster mixture with excess thiols to obtain thermodynamically stable nanomolecules. Thermochemical reactions with physicochemically different ligands formed highly monodispersed, exclusively three different core-size nanomolecules, suggesting a ligand induced core-size conversion and structural transformation. The purpose of this work is to make available a facile and simple synthetic method for the preparation of Au 38 (SCH 2 CH 2 Ph) 24 , Au 36 (SPh-tBu) 24 , and Au 30 (S-tBu) 18 , to nonspecialists and the broader scientific community. The central idea of simple synthetic method was demonstrated with other ligand systems such as cyclopentanethiol (HSC 5 H 9 ), cyclohexanethiol(HSC 6 H 11 ), para-methylbenzenethiol(pMBT), 1-pentanethiol(HSC 5 H 11 ), 1-hexanethiol(HSC 6 H 13 ), where Au 36 (SC 5 H 9 ) 24 , Au 36 (SC 6 H 11 ) 24 , Au 36 (pMBT) 24 , Au 38 (SC 5 H 11 ) 24 , and Au 38 (SC 6 H 13 ) 24 were obtained, respectively.

Hollow Au@Pd and Au@Pt core-shell nanoparticles as electrocatalysts for ethanol oxidation reactions

KAUST Repository

Song, Hyon Min; Anjum, Dalaver H.; Sougrat, Rachid; Hedhili, Mohamed N.; Khashab, Niveen M.

2012-01-01

that individual metals may not catalyze. Here, preparation of hollow Au@Pd and Au@Pt core-shell nanoparticles (NPs) and their use as electrocatalysts are reported. Galvanic displacement with Ag NPs is used to obtain hollow NPs, and higher reduction potential of Au

Transverse expansion in 197 Au + 197 Au collisions at RHIC

International Nuclear Information System (INIS)

Cheng, Y.; Liu, F.; Liu, K.; Schweda, K.; Xu, N.

2003-01-01

Using the RQMD model, transverse momentum distributions and particle ratios are studied for 197 Au + 197 Au collisions at √s NN = 200 GeV. In particular, they present results on the mean transverse momentum of charged pions, charged kaons, protons and anti-protons and compare with experimental measurements. They discuss an approach to study early partonic collectivity in high energy nuclear collisions

Photoluminescence from Au nanoparticles embedded in Au:oxide composite films

Science.gov (United States)

Liao, Hongbo; Wen, Weijia; Wong, George K.

2006-12-01

Au:oxide composite multilayer films with Au nanoparticles sandwiched by oxide layers (such as SiO2, ZnO, and TiO2) were prepared in a magnetron sputtering system. Their photoluminescence (PL) spectra were investigated by employing a micro-Raman system in which an Argon laser with a wavelength of 514 nm was used as the pumping light. Distinct PL peaks located at a wavelength range between 590 and 680 nm were observed in most of our samples, with Au particle size varying from several to hundreds of nanometers. It was found that the surface plasmon resonance (SPR) in these composites exerted a strong influence on the position of the PL peaks but had little effect on the PL intensity.

Photoluminescence from Au nanoparticles embedded in Au:oxide composite films

International Nuclear Information System (INIS)

Liao Hongbo; Wen Weijia; Wong, George K. L.

2006-01-01

Au:oxide composite multilayer films with Au nanoparticles sandwiched by oxide layers (such as SiO 2 , ZnO, and TiO 2 ) were prepared in a magnetron sputtering system. Their photoluminescence (PL) spectra were investigated by employing a micro-Raman system in which an Argon laser with a wavelength of 514 nm was used as the pumping light. Distinct PL peaks located at a wavelength range between 590 and 680 nm were observed in most of our samples, with Au particle size varying from several to hundreds of nanometers. It was found that the surface plasmon resonance (SPR) in these composites exerted a strong influence on the position of the PL peaks but had little effect on the PL intensity

PERFORMANCE EVALUATION AND RISK AVERSION RATE FOR SEVERAL STOCK INDICES IN INDONESIA STOCK EXCHANGE

Directory of Open Access Journals (Sweden)

Robiyanto Robiyanto

2017-03-01

Full Text Available There are numerous stock indices in Indonesia Stock Exchange. Several of them are LQ-45, MBX, DBX, JII, SRI-KEHATI, PEFINDO-25, BISNIS-27, IDX-30 and KOMPAS-100. Unfortunately there are limi­ted researches which have been done to measure those indices performance specifically. The same condition also occurs on risk aversion level usage in Indonesia Stock Exchange, only few numbers of researches use this me­a­surement in the portfolio valuation. Based on that, this research measured the performance and risk aversion rate of those indices in Indonesia Stock Exchange. The results of this study were SRI-KEHATI becomes the best performer with the highest risk aversion rate, while Jakarta Islamic Index (JII produces the lowest positive per­formance with the lowest risk aversion rate. This finding shows that sharia stocks’ characters (i.e. usury free could give relieveness and convenience regardless its per­formance.

The effect of Au amount on size uniformity of self-assembled Au nanoparticles

Energy Technology Data Exchange (ETDEWEB)

Chen, S-H; Wang, D-C; Chen, G-Y; Chen, K-Y [Graduate School of Engineering Science and Technology, National Yunlin University of Science and Technology, Taiwan (China)

2008-03-15

The self-assembled fabrication of nanostructure, a dreaming approach in the area of fabrication engineering, is the ultimate goal of this research. A finding was proved through previous research that the size of the self-assembled gold nanoparticles could be controlled with the mole ratio between AuCl{sub 4}{sup -} and thiol. In this study, the moles of Au were fixed, only the moles of thiol were adjusted. Five different mole ratios of Au/S with their effect on size uniformity were investigated. The mole ratios were 1:1/16, 1:1/8, 1:1, 1:8, 1:16, respectively. The size distributions of the gold nanoparticles were analyzed by Mac-View analysis software. HR-TEM was used to derive images of self-assembled gold nanoparticles. The result reached was also the higher the mole ratio between AuCl{sub 4}{sup -} and thiol the bigger the self-assembled gold nanoparticles. Under the condition of moles of Au fixed, the most homogeneous nanoparticles in size distribution derived with the mole ratio of 1:1/8 between AuCl{sub 4}{sup -} and thiol. The obtained nanoparticles could be used, for example, in uniform surface nanofabrication, leading to the fabrication of ordered array of quantum dots.

Market Performance and Accounting Information as the Reference of Stocks Portfolio Formation in Indonesia Stock Exchange

OpenAIRE

Pasaribu, Rowland Bismark Fernando

2009-01-01

This study aimed to a stock portfolio formed with composite of companies market (PER, PBV, ROE, EPS, PSR, and B/M, VaR) and accounting performance (ROE, and EPS) also their market capitalization in Indonesia Stock Exchange period 2003-2006. Some clarification need to achieved, such as: real difference among variabel refer to their market capitalization and influence of predictor to stock return. Hereinafter, the performance of selected portfolio were evaluated. The evaluation result conclude ...

Gold chloride clusters with Au(III) and Au(I) probed by FT-ICR mass spectrometry and MP2 theory.

Science.gov (United States)

Lemke, Kono H

2014-05-07

Microsolvated clusters of gold chloride are probed by electrospray ionization mass spectrometry (ESI-MS) and scalar relativistic electronic structure calculations. Electrospray ionization of aqueous AuCl3 leads to mononuclear clusters of types [AuCl2](+)(H2O)n (n = 0-4), [AuOHCl](+)(H2O)n (n = 0-1) and [AuCl2](+)(HCl)2(H2O)n (n = 0-4). In addition, strong ion signals due to dinuclear [Au2Cl5-xOHx](+)(H2O)n (x = 0-1) are present in ESI mass spectra of aqueous AuCl3, with the abundance of individual dinuclear species controlled by the concentration-dependent variation of the precursor complexes [AuCl2-xOHx](+)(H2O)n and AuCl3. Equilibrium structures, energies and thermodynamic properties of mono- and dinuclear gold clusters have been predicted using MP2 and CCSD(T) theory, and these data have been applied to examine the influence of microsolvation on cluster stability. Specifically, results from CCSD(T) calculations indicate that non-covalently bound ion-neutral complexes Au(+)(Cl2)(H2O)n, with formal Au(I), are the dominant forms of mononuclear gold with n = 0-2, while higher hydrates (n > 2) are covalently bound [AuCl2](+)(H2O)n complexes in which gold exists as Au(III). MP2 calculations show that the lowest energy structure of dinuclear gold is an ion-molecule cluster [Au2Cl(Cl2)2](+) consisting of a single-bridged digold-chloronium ion bound end-on to two dichlorine ligands, with two higher energy isomers, single-bridged [Au2Cl3(Cl2)](+) and double-bridged [Au2Cl5](+) clusters. Finally, AuAu interactions in the singly-bridged clusters [Au2Cl(Cl2)2](+)(H2O)n and [Au2Cl3(Cl2)](+)(H2O)n are examined employing a wide range of computational tools, including natural bond order (NBO) analysis and localized orbital locator (LOL) profiles.

Mise au point

African Journals Online (AJOL)

31 mai 2013 ... traités au service de chirurgie maxillo-faciale et chirurgie plastique de l'hôpital ... qui est la fracture simple isolée du corps, on a inclut ce type de fracture ... sion latérale au niveau de la queue du sourcil. La voie vestibulaire ...

Colloidal Au and Au-alloy catalysts for direct borohydride fuel cells: Electrocatalysis and fuel cell performance

Science.gov (United States)

Atwan, Mohammed H.; Macdonald, Charles L. B.; Northwood, Derek O.; Gyenge, Elod L.

Supported colloidal Au and Au-alloys (Au-Pt and Au-Pd, 1:1 atomic ratio) on Vulcan XC-72 (with 20 wt% metal load) were prepared by the Bönneman method. The electrocatalytic activity of the colloidal metals with respect to borohydride electro-oxidation for fuel cell applications was investigated by voltammetry on static and rotating electrodes, chronoamperometry, chronopotentiometry and fuel cell experiments. The fundamental electrochemical techniques showed that alloying Au, a metal that leads to the maximum eight-electron oxidation of BH 4 -, with Pd or Pt, well-known catalysts of dehydrogenation reactions, improved the electrode kinetics of BH 4 - oxidation. Fuel cell experiments corroborated the kinetic studies. Using 5 mg cm -2 colloidal metal load on the anode, it was found that Au-Pt was the most active catalyst giving a cell voltage of 0.47 V at 100 mA cm -2 and 333 K, while under identical conditions the cell voltage using colloidal Au was 0.17 V.

Colloidal Au and Au-alloy catalysts for direct borohydride fuel cells: Electrocatalysis and fuel cell performance

Energy Technology Data Exchange (ETDEWEB)

Atwan, Mohammed H.; Northwood, Derek O. [Department of Mechanical, Auto and Materials Engineering, University of Windsor, Windsor (Canada N9B 3P4); Macdonald, Charles L.B. [Department of Chemistry and Biochemistry, University of Windsor, Windsor (Canada N9B 3P4); Gyenge, Elod L. [Department of Chemical and Biological Engineering, The University of British Columbia, Vancouver, BC (Canada V6T 1Z4)

2006-07-14

Supported colloidal Au and Au-alloys (Au-Pt and Au-Pd, 1:1 atomic ratio) on Vulcan XC-72 (with 20wt% metal load) were prepared by the Bonneman method. The electrocatalytic activity of the colloidal metals with respect to borohydride electro-oxidation for fuel cell applications was investigated by voltammetry on static and rotating electrodes, chronoamperometry, chronopotentiometry and fuel cell experiments. The fundamental electrochemical techniques showed that alloying Au, a metal that leads to the maximum eight-electron oxidation of BH{sub 4}{sup -}, with Pd or Pt, well-known catalysts of dehydrogenation reactions, improved the electrode kinetics of BH{sub 4}{sup -} oxidation. Fuel cell experiments corroborated the kinetic studies. Using 5mgcm{sup -2} colloidal metal load on the anode, it was found that Au-Pt was the most active catalyst giving a cell voltage of 0.47V at 100mAcm{sup -2} and 333K, while under identical conditions the cell voltage using colloidal Au was 0.17V. (author)

The Speculative Nature of Stock Market

Directory of Open Access Journals (Sweden)

Bogdan-Gabriel FILIPESCU

2011-12-01

Full Text Available This paper focuses on the speculative nature of the stock market in Romania, emphasizing the basic rules and risks associated with stock transactions. On the one hand, the speculative nature may be considered as a mandatory feature of the stock market, for the purposes of supporting a fair and efficient functioning stock system. On the other hand, the term "speculative" can be also interpreted in a negative direction, i.e. in combination with market manipulation or market abuse. Related to this latter interpretation, the study refers to European legislation on market abuse, accepted market practices and those that constitute market manipulation.

VOLATILITY AND KURTOSIS OF DAILY STOCK RETURNS AT MSE

Directory of Open Access Journals (Sweden)

Zoran Ivanovski

2015-12-01

Full Text Available Prominent financial stock pricing models are built on assumption that asset returns follow a normal (Gaussian distribution. However, many authors argue that in the practice stock returns are often characterized by skewness and kurtosis, so we test the existence of the Gaussian distribution of stock returns and calculate the kurtosis of several stocks at the Macedonian Stock Exchange (MSE. Obtaining information about the shape of distribution is an important step for models of pricing risky assets. The daily stock returns at Macedonian Stock Exchange (MSE are characterized by high volatility and non-Gaussian behaviors as well as they are extremely leptokurtic. The analysis of MSE time series stock returns determine volatility clustering and high kurtosis. The fact that daily stock returns at MSE are not normally distributed put into doubt results that rely heavily on this assumption and have significant implications for portfolio management. We consider this stock market as good representatives of emerging markets. Therefore, we argue that our results are valid for other similar emerging stock markets.

What Is the Expected Return on a Stock?

DEFF Research Database (Denmark)

Martin, Ian; Wagner, Christian

We derive a formula that expresses the expected return on a stock in terms of the risk-neutral variance of the market and the stock's excess risk-neutral variance relative to the average stock. These components can be computed from index and stock option prices; the formula has no free parameters....... We test the theory in-sample by running panel regressions of stock returns onto risk-neutral variances. The formula performs well at 6-month and 1-year forecasting horizons, and our predictors drive out beta, size, book-to-market, and momentum. Out-of-sample, we find that the formula outperforms...... a range of competitors in forecasting individual stock returns. Our results suggest that there is considerably more variation in expected returns, both over time and across stocks, than has previously been acknowledged....

High-temperature stability of Au/Pd/Cu and Au/Pd(P)/Cu surface finishes

Science.gov (United States)

Ho, C. E.; Hsieh, W. Z.; Lee, P. T.; Huang, Y. H.; Kuo, T. T.

2018-03-01

Thermal reliability of Au/Pd/Cu and Au/Pd(4-6 wt.% P)/Cu trilayers in the isothermal annealing at 180 °C were investigated by X-ray photoelectron spectroscopy (XPS), time-of-flight secondary ion mass spectrometry (TOF-SIMS), and transmission electron microscopy (TEM). The pure Pd film possessed a nanocrystalline structure with numerous grain boundaries, thereby facilitating the interdiffusion between Au and Cu. Out-diffusion of Cu through Pd and Au grain boundaries yielded a significant amount of Cu oxides (CuO and Cu2O) over the Au surface and gave rise to void formation in the Cu film. By contrast, the Pd(P) film was amorphous and served as a good diffusion barrier against Cu diffusion. The results of this study indicated that amorphous Pd(P) possessed better oxidation resistance and thermal reliability than crystalline Pd.

Maintenance Appointments in Railway Rolling Stock Rescheduling

NARCIS (Netherlands)

J.C. Wagenaar (Joris); L.G. Kroon (Leo); M.E. Schmidt (Marie)

2016-01-01

textabstractThis paper addresses the Rolling Stock Rescheduling Problem (RSRP), while taking maintenance appointments into account. After a disruption, the rolling stock of the disrupted passenger trains has to be rescheduled in order to restore a feasible rolling stock circulation. Usually, a

On the Design of Artificial Stock Markets

NARCIS (Netherlands)

K. Boer-Sorban (Katalin); A. de Bruin (Arie); U. Kaymak (Uzay)

2005-01-01

textabstractArtificial stock markets are designed with the aim to study and understand market dynamics by representing (part of) real stock markets. Since there is a large variety of real stock markets with several partially observable elements and hidden processes, artificial markets differ

L’apprentissage au cern

CERN Multimedia

2007-01-01

pour les professions d’électronicien(ne) et de laborantin(e) en physique L’apprentissage au CERN est régi par les lois, règlements et contrats en vigueur dans le canton de Genève. En cas de réussite à l’examen de fin d’apprentissage, les apprentis obtiennent le Certificat fédéral de capacité suisse (CFC). 6 places au total sont ouvertes au recrutement pour les deux professions. L’apprentissage dure 4 ans. Minima requis pour faire acte de candidature : avoir au moins 15 ans et moins de 21 ans à la date de début de l’apprentissage ; avoir terminé la scolarité obligatoire, au minimum 9e du Cycle d’orientation genevois (3e en France) ; être ressortissant d’un pays membre du CERN (Allemagne, Autriche, Belgique, Bulgarie, Danemark, Espagne, Finlande, France, Grèce, Hongrie, Italie, Norvège, Pays-Bas, Pologne, Portugal, Royaume-Uni, République tchèque, République slovaque , Suède, Suisse) ; pour les résidents en Suisse : être ressortissant su...

Heuristics and stock buying decision: Evidence from Malaysian and Pakistani stock markets

Directory of Open Access Journals (Sweden)

Habib Hussain Khan

2017-06-01

Full Text Available Applying both qualitative and quantitative approaches, we examine whether or not investors fall prey to three heuristics; namely, anchoring and adjustment, representativeness, and availability, while investing in stocks. We also compare investors' vulnerability to these heuristics based on their economic association, their type and demographic factors such as income, education and experience. For the data collection, a self-constructed questionnaire was administered to investors in the Malaysian and Pakistani stock exchanges. Data has been analyzed through description, correlation and regression analysis. The results indicate that all three heuristics are likely to affect the investors' stock buying decisions. The effect of heuristics is similar across the sample countries, the type of investors, and the income groups. However, the investors with a higher level of education and more experience are less likely to be affected by the heuristics.

Hidden Markov Model for Stock Selection

Directory of Open Access Journals (Sweden)

Nguyet Nguyen

2015-10-01

Full Text Available The hidden Markov model (HMM is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for stock selection. We first use HMM to make monthly regime predictions for the four macroeconomic variables: inflation (consumer price index (CPI, industrial production index (INDPRO, stock market index (S&P 500 and market volatility (VIX. At the end of each month, we calibrate HMM’s parameters for each of these economic variables and predict its regimes for the next month. We then look back into historical data to find the time periods for which the four variables had similar regimes with the forecasted regimes. Within those similar periods, we analyze all of the S&P 500 stocks to identify which stock characteristics have been well rewarded during the time periods and assign scores and corresponding weights for each of the stock characteristics. A composite score of each stock is calculated based on the scores and weights of its features. Based on this algorithm, we choose the 50 top ranking stocks to buy. We compare the performances of the portfolio with the benchmark index, S&P 500. With an initial investment of $100 in December 1999, over 15 years, in December 2014, our portfolio had an average gain per annum of 14.9% versus 2.3% for the S&P 500.

Au@AuPt nanoparticles embedded in B-doped graphene: A superior electrocatalyst for determination of rutin

Energy Technology Data Exchange (ETDEWEB)

Chen, Xianlan; Yang, Guangming; Feng, Shaoping; Shi, Ling; Huang, Zhaolong [School of Science, Honghe University (China); Key Laboratory of Natural Pharamaceutical & Chemical Biology of Yunnan Province Mengzi, Yunnan 661100 (China); Pan, Haibo [Fujian Key Lab of Medical Instrument & Pharmaceutical Technology, Yishan Campus, Fuzhou University, Fuzhou, Fujian 350002 (China); Liu, Wei, E-mail: liuwei4728@126.com [School of Science, Honghe University (China); Key Laboratory of Natural Pharamaceutical & Chemical Biology of Yunnan Province Mengzi, Yunnan 661100 (China)

2017-04-30

Highlights: • The formation of B-doped graphene (BG) with high content of a total B species use hydrothermal method with B{sub 2}O{sub 3} as reducing agent and boron source. • BG was exfoliated into monolayer nanosheet impregnated by Au@AuPt NPs because B atom creates a net positive charge to facilitate NPs adsorption. • The dispersed carboxyl units of BG can form hydrogen bonding with the phenolic hydroxyl groups of rutin, making more rutin participate in reaction. • Au@AuPt NPs can form charge accumulation or valence change on prominent part of the surface, improving the catalytic effect to rutin. • More electroactive sites were generated by doping B atoms into graphene structures, which act as multidimensional electron transport pathways. - Abstract: A hydrothermal approach was used to prepare B-doped graphene with B{sub 2}O{sub 3} as reductant and boron source. Results reveal that the boron atoms have been successfully embedded into graphene with a high content of a total B species (2.85 at.%). Then, B-doped graphene was exfoliated further into monolayer nanosheet by impregnating Au@AuPt core-shell nanoparticles (Au@AuPt NPs) because boron atom creates a net positive charge, which facilitates Au@AuPt NPs adsorption to form Au@AuPt NPs/B-doped graphene hybrid nanocatalysts. After that, the Au@AuPt NPs/B-doped hybrid suspension was dropped on glassy carbon electrode for sensing rutin. In this way, the dispersed carboxyl units of B-doped graphene can form hydrogen bonding with the phenolic hydroxyl groups of rutin, making rutin enrich easily on modified electrode surface to enhance the electrochemical response. At the same time, its electrochemical mechanism on the modified electrode was elucidated using cyclic voltammetry. It was found that its electrochemical behavior on modified electrode surface was a surface-controlled quasi-reversible process, and the charge transfer coefficient (α) and electron transfer number (n) were 0.296 and 2, respectively

Residential building stocks and flows as dynamic systems: Chilean dwelling stock and energy modeling, including earthquakes.

OpenAIRE

Gallardo, Carla

2012-01-01

The building sector comprises a very important part of each country s economy, playing an important role in the consumption of resources and energy. In practice there is little knowledge on how the building stock develops. It is useful then to understand the dynamics and the metabolism of the built environment. Research on building stocks, predominantly on the residential sector, has been performed mainly for developed countries. There is little or none research on building stock for developi...

Sector Identification in a Set of Stock Return Time Series Traded at the London Stock Exchange

Science.gov (United States)

Coronnello, C.; Tumminello, M.; Lillo, F.; Micciche, S.; Mantegna, R. N.

2005-09-01

We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a portfolio of stocks traded at the London Stock Exchange. The investigated time series are recorded both at a daily time horizon and at a 5-minute time horizon. The correlation coefficient matrix is very different at different time horizons confirming that more structured correlation coefficient matrices are observed for long time horizons. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methods present a different degree of sensitivity with respect to different sectors. Our comparative analysis suggests that the application of just a single method could not be able to extract all the economic information present in the correlation coefficient matrix of a stock portfolio.

Effect of Au Precursor and Support on the Catalytic Activity of the Nano-Au-Catalysts for Propane Complete Oxidation

Directory of Open Access Journals (Sweden)

Arshid M. Ali

2015-01-01

Full Text Available Catalytic activity of nano-Au-catalyst(s for the complete propane oxidation was investigated. The results showed that the nature of both Au precursor and support strongly influences catalytic activity of the Au-catalyst(s for the propane oxidation. Oxidation state, size, and dispersion of Au nanoparticles in the Au-catalysts, surface area, crystallinity, phase structure, and redox property of the support are the key aspects for the complete propane oxidation. Among the studied Au-catalysts, the AuHAuCl4-Ce catalyst is found to be the most active catalyst.

Global stock market in 1990-s

Directory of Open Access Journals (Sweden)

Moshenskyi S.Z.

2017-08-01

Full Text Available The 1990s became a period of long-term recovery, the main driving force of which was the high-tech companies of the so-called «new economy», mainly associated with information technology and Internet at the global stock market. Such innovations have led to unrealistic expectations of the profitability of new companies from the sale of goods and services on the Internet. This became a prerequisite for a speculative boom in equity markets in developed financial systems. The boom intensified the mass privatization of state-owned enterprises in UK, Germany, France and some other countries. The capitalization of the global stock market increased more than ten times although the world GDP grew only 2.5 times during two decades, from 1980 to 2000. Though the stock market is the source of capital only in the countries with the Anglo-American model of financial markets (for countries of continental Europe and Japan such sources are bank loans, stock markets increased in all countries with developed financial systems. The systematic analysis of such key indicators as market capitalization and liquidity is required for an objective assessment of such rise in stock markets. But statistical information at stock markets is often not systematized and fragmentary. Therefore, the author (based on the official statistics of such international financial organizations as the Organization for Economic Co-operation and Development and the World Federation of Exchanges has calculated and systematically analyzed capitalization and liquidity as the main indicators of the stock market for the largest countries with developed financial systems (USA, Great Britain, Germany, France, Japan. The paper displays the differences in the mechanisms of attraction of capital determined by the different models of financial markets (decentralized Anglo-American and centralized European as well as the features of the composition of the main investors in the world stock markets.

Resonance production and exotic clusters in Au+Au, d+Au and p+p collisions at √(s) = 200 AGeV

International Nuclear Information System (INIS)

Besliu, Calin; Jipa, Alexandru; Lungescu, Andrea; Zgura, Sorin

2004-01-01

The resonance production in Au+Au, d+Au and p+p collisions at √(s) = 200 AGeV are presented. The resonances are used as a sensitive tool to examine the collision dynamics in the hadronic medium through their decay and regeneration. The modification of resonance mass, width, and shape due to phase space and dynamical effects are also discussed. The measurement of resonances provides an important tool for studying the dynamics in relativistic heavy-ion collisions by probing the time evolution of the source from chemical to kinetic freeze-out and the hadronic interactions at later stages

Manufacturing Capital Lingers in the Stock Market

Institute of Scientific and Technical Information of China (English)

吴程涛; 段铸; 张景宇; 张曙光

2008-01-01

Pressured by a slowdown in exports, cost increases and dwindling returns to manufacturing investments, China’s manufacturing capital has begun to shift to the real-estate and stock markets. As a matter of fact, the stock market had already felt a shock a couple of years ago when top domestic manufacturers like Midea, Gree, TCL and LMZ started to invest their idle capital in the real-estate and stock markets. Investments of manufacturing capital in both the real estate and stock markets have increased fluid capital and pushed up the value of both markets. Booms in both markets have in turn guaranteed investment returns of manufacturing capital, which further increased the stock market valuations of manufacturing capital. Such a cycle has created interest chains between listed manufacturers, the stock market and the real-estate market. Along with the ups and downs of the stock and real-estate markets, manufacturing capital now faces a dilemma: to escape or to persist? Where should it escape? When can the markets be profitable again? Just like the classic Shakespearean question: to be or not to be, that is the question.

Charge transport through O-deficient Au-MgO-Au junctions

KAUST Repository

Fadlallah, M. M.; Eckern, Ulrich; Rungger, Ivan; Schuster, Cosima; Schwingenschlö gl, Udo

2009-01-01

Metal-oxide heterostructures have been attracting considerable attention in recent years due to various technological applications. We present results of electronic structure and transport calculations for the Au-MgO-Au (metal-insulator-metal) heterostructure based on density-functional theory and the nonequilibrium Green’s functions method. The dependence of the conductance of the heterostructure on the thickness of the MgO interlayer and the interface spacing is studied. In addition, we address the effects of O vacancies. We observe deviations from an exponentially suppressed conductance with growing interlayer thickness caused by Au-O chemical bonds. Electronic states tracing back to O vacancies can increase the conductance. Furthermore, this effect can be enhanced by enlarging the interface spacing as the vacancy induced Mg states are shifted toward the Fermi energy.

Charge transport through O-deficient Au-MgO-Au junctions

KAUST Repository

Fadlallah, M. M.

2009-12-29

Metal-oxide heterostructures have been attracting considerable attention in recent years due to various technological applications. We present results of electronic structure and transport calculations for the Au-MgO-Au (metal-insulator-metal) heterostructure based on density-functional theory and the nonequilibrium Green’s functions method. The dependence of the conductance of the heterostructure on the thickness of the MgO interlayer and the interface spacing is studied. In addition, we address the effects of O vacancies. We observe deviations from an exponentially suppressed conductance with growing interlayer thickness caused by Au-O chemical bonds. Electronic states tracing back to O vacancies can increase the conductance. Furthermore, this effect can be enhanced by enlarging the interface spacing as the vacancy induced Mg states are shifted toward the Fermi energy.

12 CFR 221.114 - Bank loans to purchase stock of American Telephone and Telegraph Company under Employees' Stock...

Science.gov (United States)

2010-01-01

... 12 Banks and Banking 3 2010-01-01 2010-01-01 false Bank loans to purchase stock of American...) Interpretations § 221.114 Bank loans to purchase stock of American Telephone and Telegraph Company under Employees' Stock Plan. (a) The Board of Governors interpreted this part in connection with proposed loans by a bank...

Dynamic Stock Market Participation of Households

DEFF Research Database (Denmark)

Khorunzhina, Natalia

This paper develops and estimates a dynamic model of stock market participation, where consumers’ decisions regarding stock market participation are influenced by participation costs. The practical significance of the participation costs is considered as being a channel through which financial...... education programs can affect consumers’ investment decisions. Using household data from the Panel Study of Income Dynamics, I estimate the magnitude of the participation cost, allowing for individual heterogeneity in it. The results show the average stock market articipation cost is about 5% of labor...... income; however, it varies substantially over consumers’ life. The model successfully predicts the level of the observed articipation rate and the increasing pattern of stock market participation over the consumers’ life cycle....

The volatility of stock market prices.

Science.gov (United States)

Shiller, R J

1987-01-02

If the volatility of stock market prices is to be understood in terms of the efficient markets hypothesis, then there should be evidence that true investment value changes through time sufficiently to justify the price changes. Three indicators of change in true investment value of the aggregate stock market in the United States from 1871 to 1986 are considered: changes in dividends, in real interest rates, and in a direct measure of intertemporal marginal rates of substitution. Although there are some ambiguities in interpreting the evidence, dividend changes appear to contribute very little toward justifying the observed historical volatility of stock prices. The other indicators contribute some, but still most of the volatility of stock market prices appears unexplained.

Are Stock and Corporate Bond Markets Integrated?

NARCIS (Netherlands)

van Zundert, J.; Driessen, Joost

2017-01-01

This study explores the cross-sectional integration of stock and corporate bond markets by comparing a firm’s expected stock return, as implied by corporate bond spreads, to its realized stock return. We compute expected corporate bond returns by correcting credit spreads for expected losses due to

Unravelling Thiol’s Role in Directing Asymmetric Growth of Au Nanorod–Au Nanoparticle Dimers

KAUST Repository

Huang, Jianfeng

2015-12-15

Asymmetric nanocrystals have practical significance in nanotechnologies but present fundamental synthetic challenges. Thiol ligands have proven effective in breaking the symmetric growth of metallic nanocrystals but their exact roles in the synthesis remain elusive. Here, we synthesized an unprecedented Au nanorod-Au nanoparticle (AuNR-AuNP) dimer structure with the assistance of a thiol ligand. On the basis of our experimental observations, we unraveled for the first time that the thiol could cause an inhomogeneous distribution of surface strains on the seed crystals as well as a modulated reduction rate of metal precursors, which jointly induced the asymmetric growth of monometallic dimers. © 2015 American Chemical Society.

Surveying effects of forward-backward P/E‎‎ ratios on stock's return and ‎fluctuation in Tehran's stock exchange

Directory of Open Access Journals (Sweden)

Younos VakilAlroaia

2012-08-01

Full Text Available The aim of this study is to study the relationship between forward-backward effects on stock return, which normally depends on Price-Earnings ratio (P/E‎ and stock fluctuation in stock exchange. Monthly time series pattern of Tehran stock exchange are used monthly from 2006 to 2010. The data contains all available companies in exchange where the shares were traded at the least 120 days during for the recent 12 months. The results of this research show that the independent variables investigated in this research have meaningful effects on the research's dependent variable. This means that the effects of company’s systematic risk and markets risk on companies’ stock return are positive.

A new class of medicament: radioactivity isotopes (1962); Une nouvelle classe de medicaments: les isotopes radioactifs (1962)

Energy Technology Data Exchange (ETDEWEB)

Cohen, Y. [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1962-07-01

Very many radioelement are used in medicine, either for diagnosis or as therapeutics. The development of medicine has entailed an increase in the number of application of radioactive isotopes. Firstly used in the form of simple inorganic molecules for diagnosis or as anticancer therapeutics, radioelements are now used for labelling organic molecules, allowing functional specific studies of any kind of nature. Their production is made difficult by their radio-active properties. Their pharmaceutical properties, determined by tests and controls, depend either from radiochemistry and from medicine. The author reminds, in this report, the methods for the preparation and analysis, and set out the medical application. (author) [French] De tres nombreux radioelements trouvent une application en medecine humaine, soit dans le diagnostic, soit en therapeutique. L'evolution de la medecine entraine un accroissement du champ d'application des isotopes radioactifs. D'abord utilises sous forme de molecules minerales simples, pour les diagnostics ou des therapeutiques anticancereuses, les radioelements sont maintenant introduits dans des molecules organiques qui permettent des etudes fonctionnelles specifiques de toute nature. Leur fabrication est compliquee par leurs proprietes radioactives. Leurs caracteristiques pharmaceutiques determinees par des essais et controles, sont liees d'une part a la radiochimie, d'autre part a la medecine. L'auteur rappelle, dans cet expose, les methodes de preparation et d'analyse et aborde les applications medicales. (auteur)

A new class of medicament: radioactivity isotopes (1962); Une nouvelle classe de medicaments: les isotopes radioactifs (1962)

Energy Technology Data Exchange (ETDEWEB)

Cohen, Y [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1962-07-01

Very many radioelement are used in medicine, either for diagnosis or as therapeutics. The development of medicine has entailed an increase in the number of application of radioactive isotopes. Firstly used in the form of simple inorganic molecules for diagnosis or as anticancer therapeutics, radioelements are now used for labelling organic molecules, allowing functional specific studies of any kind of nature. Their production is made difficult by their radio-active properties. Their pharmaceutical properties, determined by tests and controls, depend either from radiochemistry and from medicine. The author reminds, in this report, the methods for the preparation and analysis, and set out the medical application. (author) [French] De tres nombreux radioelements trouvent une application en medecine humaine, soit dans le diagnostic, soit en therapeutique. L'evolution de la medecine entraine un accroissement du champ d'application des isotopes radioactifs. D'abord utilises sous forme de molecules minerales simples, pour les diagnostics ou des therapeutiques anticancereuses, les radioelements sont maintenant introduits dans des molecules organiques qui permettent des etudes fonctionnelles specifiques de toute nature. Leur fabrication est compliquee par leurs proprietes radioactives. Leurs caracteristiques pharmaceutiques determinees par des essais et controles, sont liees d'une part a la radiochimie, d'autre part a la medecine. L'auteur rappelle, dans cet expose, les methodes de preparation et d'analyse et aborde les applications medicales. (auteur)

Au70S20(PPh3)12: an intermediate sized metalloid gold cluster stabilized by the Au4S4 ring motif and Au-PPh3 groups.

Science.gov (United States)

Kenzler, Sebastian; Schrenk, Claudio; Frojd, Andrew R; Häkkinen, Hannu; Clayborne, Andre Z; Schnepf, Andreas

2018-01-02

Reducing (Ph 3 P)AuSC(SiMe 3 ) 3 with l-Selectride® gives the medium-sized metalloid gold cluster Au 70 S 20 (PPh 3 ) 12 . Computational studies show that the phosphine bound Au-atoms not only stabilize the electronic structure of Au 70 S 20 (PPh 3 ) 12 , but also behave as electron acceptors leading to auride-like gold atoms on the exterior.

Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange

Czech Academy of Sciences Publication Activity Database

Baxa, Jaromír

2007-01-01

Roč. 15, č. 4 (2007), s. 5-16 ISSN 0572-3043 R&D Projects: GA ČR GD402/03/H057 Institutional research plan: CEZ:AV0Z10750506 Keywords : stock market * optimism * cointegration Subject RIV: AH - Economics

RUSSIAN STOCK MARKET INSTITUTIONAL PARTICIPANTS: HABITUS AND PRACTICES

Directory of Open Access Journals (Sweden)

Boris Borisovich Podgorny

2017-11-01

Full Text Available The global investment experience shows that economic growth is impossible without the creation of an effective national stock market. Also, along with the solution of the funds inflow into the economy, developed stock market contributes the creation of a mass economy owners community. Economic characteristics – economy demand for credit resources (especially in sanction terms, the availability of the savings among the Russian population, rates reduction on bank deposits, – saying that “investment boom” should take place in Russia today, in which a significant part of the population must be taken mass participation in the stock market, including the way through collective investment. However, the current situation does not allow us to talk about the successful development this direction of the Russian stock market. In this article, prepared in the framework of the author’s special sociological theory «The Russian Stock Market as a Social Space» [27], presented the results of Russian stock market institutional investors study including: the statistical indicators characterizing institutional investors on the stock market were analyzed; the practices caused by the existing habitus of Russian stock market institutional investors were classified and studied. It was found that the habitus of most institutional investors participating in the Russian stock market is marked a speculative nature.

{phi} meson production in Au + Au and p + p collisions at {radical}s{sub NN}=200 GeV

Energy Technology Data Exchange (ETDEWEB)

Adams, J.; Adler, C.; Aggarwal, M.M.; Ahammed, Z.; Amonett, J.; Anderson, B.D.; Arkhipkin, D.; Averichev, G.S.; Badyal, S.K.; Balewski, J.; Barannikova, O.; Barnby, L.S.; Baudot, J.; Bekele, S.; Belaga, V.V.; Bellwied, R.; Berger, J.; Bezverkhny, B.I.; Bhardwaj, S.; Bhati, A.K.; Bichsel, H.; Billmeier, A.; Bland, L.C.; Blyth, C.O.; Bonner, B.E.; Botje, M.; Boucham, A.; Brandin, A.; Bravar, A.; Cadman, R.V.; Cai, X.Z.; Caines, H.; Calderon de la Barca Sanchez, M.; Carroll, J.; Castillo, J.; Cebra, D.; Chaloupka, P.; Chattopadhyay, S.; Chen, H.F.; Chen, Y.; Chernenko, S.P.; Cherney, M.; Chikanian, A.; Christie, W.; Coffin, J.P.; Cormier, T.M.; Cramer, J.G.; Crawford, H.J.; Das, D.; Das, S.; Derevschikov, A.A.; Didenko, L.; Dietel, T.; Dong, W.J.; Dong, X.; Draper, J.E.; Du, F.; Dubey, A.K.; Dunin, V.B.; Dunlop, J.C.; Dutta Majumdar, M.R.; Eckardt, V.; Efimov, L.G.; Emelianov, V.; Engelage, J.; Eppley, G.; Erazmus, B.; Estienne, M.; Fachini, P.; Faine, V.; Faivre, J.; Fatemi, R.; Filimonov, K.; Filip, P.; Finch, E.; Fisyak, Y.; Flierl, D.; Foley, K.J.; Fu, J.; Gagliardi, C.A.; Gagunashvili, N.; Gans, J.; Ganti, M.S.; Gaudichet, L.; Germain, M.; Geurts, F.; Ghazikhanian, V.; Ghosh, P.; Gonzalez, J.E.; Grachov, O.; Grebenyuk, O.; Gronstal, S.; Grosnick, D.; Guedon, M.; Guertin, S.M.; Gupta, A.; Gutierrez, T.D.; Hallman, T.J.; Hamed, A.; Hardtke, D.; Harris, J.W.; Heinz, M.; Henry, T.W.; Heppelmann, S.; Hippolyte, B.; Hirsch, A.; Hjort, E.; Hoffmann, G.W.; Horsley, M.; Huang, H.Z.; Huang, S.L.; Hughes, E.; Humanic, T.J.; Igo, G.; Ishihara, A.; Jacobs, P.; Jacobs, W.W.; Janik, M.; Johnson, I.; Jones, P.G.; Judd, E.G.; Kabana, S.; Kaplan, M.; Keane, D.; Khodyrev; Kiryluk, J.; Kisiel, A.; Klay, J.; Klein, S.R.; Klyachko, A.; Koetke, D.D.; Kollegger, T.; Kopytine, S.M.; Kotchenda, L.; Kovalenko, A.D.; Kramer, M.; Kravtsov, P.; Kravstov, V.I.; Krueger, K.; Kuhn, C.; Kulikov, A.I.; Kumar, A.; Kunde, G.J.; Kunz, C.L.; Kutuev, R.Kh.; et al.

2004-06-01

We report the STAR measurement of {psi} meson production in Au + Au and p + p collisions at {radical}s{sub NN} = 200 GeV. Using the event mixing technique, the {psi} spectra and yields are obtained at midrapidity for five centrality bins in Au+Au collisions and for non-singly-diffractive p+p collisions. It is found that the {psi} transverse momentum distributions from Au+Au collisions are better fitted with a single-exponential while the p+p spectrum is better described by a double-exponential distribution. The measured nuclear modification factors indicate that {psi} production in central Au+Au collisions is suppressed relative to peripheral collisions when scaled by the number of binary collisions (). The systematics of versus centrality and the constant {psi}/K{sup -} ratio versus beam species, centrality, and collision energy rule out kaon coalescence as the dominant mechanism for {psi} production.

HOW PERFORMANCE OF JAKARTA ISLAMIC INDEX (JII STOCKS RELATIVE TO OTHER STOCKS?

Directory of Open Access Journals (Sweden)

Erna Listyaningsih

2015-09-01

Full Text Available This study was conducted to assess the performance of Jakarta Islamic Index (JII stocks and also investigate whether there was an ethical effect (JII selection restriction and compare it with non-Sharia stocks. The main model used in this study was the Capital Asset Pricing Model (CAPM single index model extended to the Fama and French three factors. This study employs elaborate matching data. The data used in this study was split into two periods: the 2005-2007 periods which consists of two groups: JII and non-JII and the 2008-2012 periods which consists of three groups: JII, Sharia and non-Sharia based on industry sector. This study found that basically there was no difference on performance between JII and non-JII stocks. Therefore, this result supports the previous studies in which there were no significant differences between Sharia and conventional investment.

Stock portfolio selection using Dempster–Shafer evidence theory

Directory of Open Access Journals (Sweden)

Gour Sundar Mitra Thakur

2018-04-01

Full Text Available Markowitz’s return–risk model for stock portfolio selection is based on the historical return data of assets. In addition to the effect of historical return, there are many other critical factors which directly or indirectly influence the stock market. We use the fuzzy Delphi method to identify the critical factors initially. Factors having lower correlation coefficients are finally considered for further consideration. The critical factors and historical data are used to apply Dempster–Shafer evidence theory to rank the stocks. Then, a portfolio selection model that prefers stocks with higher rank is proposed. Illustration is done using stocks under Bombay Stock Exchange (BSE. Simulation is done by Ant Colony Optimization. The performance of the outcome is found satisfactory when compared with recent performance of the assets. Keywords: Stock portfolio selection, Ranking, Dempster–Shafer evidence theory, Ant Colony Optimization, Fuzzy Delphi method

Combining Stocks and Flows of Knowledge

DEFF Research Database (Denmark)

Ambos, Tina C.; Nell, Phillip Christopher; Pedersen, Torben

2013-01-01

While previous research has mostly focused on either knowledge stocks or knowledge flows, our study is among the first to integrate these perspectives in order to shed light on the complementarity effects of different types of knowledge stocks and flows in the multinational corporation (MNC...... of complementarity create benefits for these units, but that the effects from intra-functional combinations of knowledge stocks and flows are significantly stronger than from cross-functional combinations....

Optimizing the planar structure of (1 1 1) Au/Co/Au trilayers

International Nuclear Information System (INIS)

Kumah, D P; Cebollada, A; Clavero, C; Garcia-MartIn, J M; Skuza, J R; Lukaszew, R A; Clarke, R

2007-01-01

Au/Co/Au trilayers are interesting for a range of applications which exploit their unusual optical and electronic transport behaviour in a magnetic field. Here we present a comprehensive structural and morphological study of a series of trilayers with 0-7 nm Co layer thickness fabricated on glass by ultrahigh vacuum vapour deposition. We use a combination of in situ electron diffraction, atomic force microscopy and x-ray scattering to determine the optimum deposition conditions for highly textured, flat and continuous layered structures. The 16 nm Au-on-glass buffer layer, deposited at ambient temperature, is found to develop a smooth (1 1 1) texture on annealing at 350 deg. C for 10 min. Subsequent growth of the Co layer at 150 deg. C produces a (1 1 1) textured film with lateral grain size of ∼150 nm in the 7 nm-thick Co layer. A simultaneous in-plane and out-of-plane Co lattice expansion is observed for the thinnest Co layers, converging to bulk values for the thickest films. The roughness of the Co layer is similar to that of the Au buffer layer, indicative of conformal growth. The 6 nm Au capping layer smoothens the trilayer surface, resulting in a surface roughness independent of the Co layer thickness

Identified particles in Au+Au collisions at S=200 GeV

Science.gov (United States)

Phobos Collaboration; Wosiek, Barbara; Back, B. B.; Baker, M. D.; Barton, D. S.; Betts, R. R.; Ballintijn, M.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Decowski, M. P.; García, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Manly, S.; McLeod, D.; Michałowski, J.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steadman, S. G.; Steinberg, P.; Stephans, G. S. F.; Stodulski, M.; Sukhanov, A.; Tang, J.-L.; Teng, R.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wadsworth, B.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wuosmaa, A. H.; Wysłouch, B.

2003-03-01

The yields of identified particles have been measured at RHIC for Au+Au collisions at S=200 GeV using the PHOBOS spectrometer. The ratios of antiparticle to particle yields near mid-rapidity are presented. The first measurements of the invariant yields of charged pions, kaons and protons at very low transverse momenta are also shown.

Search for hyperheavy toroidal nuclear structures formed in Au + Au collisions

International Nuclear Information System (INIS)

Sochocka, A.; Planeta, R.; Starypan, Z.; Benisz, A.; Hachaj, P.; Nicolis, N.G.

2008-01-01

We study the feasibility of an experimental observation of toroidal breakup configurations in Au+Au collisions using the CHIMERA multidetector system. BUU simulations indicate that the threshold energy for toroidal configuration is around 23 MeV/nucleon. The simulations of decay process using the ETNA code indicate the sensitivity of some observables to different studied break-up geometries. (author)

Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization

International Nuclear Information System (INIS)

Arreola Hernandez, Jose

2014-01-01

This article models the dependence risk and resource allocation characteristics of two 20-stock coal–uranium and oil–gas sector portfolios from the Australian market in the context of the global financial crisis of 2008–2009. The modeling framework implemented consists of pair vine copulas and, linear and nonlinear portfolio optimization methods with respect to five risk measures. The paper's objectives are to find out if the oil and gas stocks are riskier than the coal and uranium stocks, to identify the optimization method and risk measure that produce the best risk-return trade-off, to recognize the stocks in which the optimal weight allocations converge on average, and to acknowledge the vine copula model that best accounts for the overall dependence of the energy portfolios. The research findings indicate that the oil stocks have higher dependence risk than the coal, uranium and gas stocks in financial crisis periods. The higher risk of the oil stocks is confirmed by the larger concentration of symmetric and asymmetric dependence they have in the negative tail. The canonical vine (c-vine) copula model is observed to better capture the overall dependence of the energy portfolios. The combination of a pair c-vine copula and nonlinear portfolio optimization produces the highest return relative to risk. The optimal weight allocations converge on average in some stocks. - Highlights: • Vine copula dependence modeling of coal, uranium, oil and gas stocks • Oil stocks are riskier than coal, uranium and gas stocks in financial crisis periods. • The c-vine model better captures the overall dependence of the energy portfolios. • Vine copulas and nonlinear optimization combined produce the best results. • The optimal weight allocations converge on average in some stocks

Predicted Habitat Suitability for All Mesophotic Corals in the Au'au Channel Region

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — This raster denotes predicted habitat suitability for all mesophotic corals in the Au'au Channel region. Maximum Entropy (MaxEnt) modeling software was used to...

Statistical analysis of bankrupting and non-bankrupting stocks

Science.gov (United States)

Li, Qian; Wang, Fengzhong; Wei, Jianrong; Liang, Yuan; Huang, Jiping; Stanley, H. Eugene

2012-04-01

The recent financial crisis has caused extensive world-wide economic damage, affecting in particular those who invested in companies that eventually filed for bankruptcy. A better understanding of stocks that become bankrupt would be helpful in reducing risk in future investments. Economists have conducted extensive research on this topic, and here we ask whether statistical physics concepts and approaches may offer insights into pre-bankruptcy stock behavior. To this end, we study all 20092 stocks listed in US stock markets for the 20-year period 1989-2008, including 4223 (21 percent) that became bankrupt during that period. We find that, surprisingly, the distributions of the daily returns of those stocks that become bankrupt differ significantly from those that do not. Moreover, these differences are consistent for the entire period studied. We further study the relation between the distribution of returns and the length of time until bankruptcy, and observe that larger differences of the distribution of returns correlate with shorter time periods preceding bankruptcy. This behavior suggests that sharper fluctuations in the stock price occur when the stock is closer to bankruptcy. We also analyze the cross-correlations between the return and the trading volume, and find that stocks approaching bankruptcy tend to have larger return-volume cross-correlations than stocks that are not. Furthermore, the difference increases as bankruptcy approaches. We conclude that before a firm becomes bankrupt its stock exhibits unusual behavior that is statistically quantifiable.

26 CFR 1.1032-3 - Disposition of stock or stock options in certain transactions not qualifying under any other...

Science.gov (United States)

2010-04-01

... acquiring entity disposes of the stock of the issuing corporation, the acquiring entity purchased the issuing corporation's stock from the issuing corporation for fair market value with cash contributed to... stock of the issuing corporation. If the issuing corporation receives money or other property in payment...

pH-Induced transformation of ligated Au25 to brighter Au23 nanoclusters.

Science.gov (United States)

Waszkielewicz, Magdalena; Olesiak-Banska, Joanna; Comby-Zerbino, Clothilde; Bertorelle, Franck; Dagany, Xavier; Bansal, Ashu K; Sajjad, Muhammad T; Samuel, Ifor D W; Sanader, Zeljka; Rozycka, Miroslawa; Wojtas, Magdalena; Matczyszyn, Katarzyna; Bonacic-Koutecky, Vlasta; Antoine, Rodolphe; Ozyhar, Andrzej; Samoc, Marek

2018-05-01

Thiolate-protected gold nanoclusters have recently attracted considerable attention due to their size-dependent luminescence characterized by a long lifetime and large Stokes shift. However, the optimization of nanocluster properties such as the luminescence quantum yield is still a challenge. We report here the transformation of Au25Capt18 (Capt labels captopril) nanoclusters occurring at low pH and yielding a product with a much increased luminescence quantum yield which we have identified as Au23Capt17. We applied a simple method of treatment with HCl to accomplish this transformation and we characterized the absorption and emission of the newly created ligated nanoclusters as well as their morphology. Based on DFT calculations we show which Au nanocluster size transformations can lead to highly luminescent species such as Au23Capt17.

Jet-hadron correlations in √[s(NN)]=200  GeV p+p and central Au+Au collisions.

Science.gov (United States)

Adamczyk, L; Adkins, J K; Agakishiev, G; Aggarwal, M M; Ahammed, Z; Alekseev, I; Alford, J; Anson, C D; Aparin, A; Arkhipkin, D; Aschenauer, E C; Averichev, G S; Banerjee, A; Beavis, D R; Bellwied, R; Bhasin, A; Bhati, A K; Bhattarai, P; Bichsel, H; Bielcik, J; Bielcikova, J; Bland, L C; Bordyuzhin, I G; Borowski, W; Bouchet, J; Brandin, A V; Brovko, S G; Bültmann, S; Bunzarov, I; Burton, T P; Butterworth, J; Caines, H; Calderón de la Barca Sánchez, M; Cebra, D; Cendejas, R; Cervantes, M C; Chaloupka, P; Chang, Z; Chattopadhyay, S; Chen, H F; Chen, J H; Chen, L; Cheng, J; Cherney, M; Chikanian, A; Christie, W; Chwastowski, J; Codrington, M J M; Contin, G; Cramer, J G; Crawford, H J; Cui, X; Das, S; Davila Leyva, A; De Silva, L C; Debbe, R R; Dedovich, T G; Deng, J; Derevschikov, A A; Derradi de Souza, R; Dhamija, S; di Ruzza, B; Didenko, L; Dilks, C; Ding, F; Djawotho, P; Dong, X; Drachenberg, J L; Draper, J E; Du, C M; Dunkelberger, L E; Dunlop, J C; Efimov, L G; Engelage, J; Engle, K S; Eppley, G; Eun, L; Evdokimov, O; Eyser, O; Fatemi, R; Fazio, S; Fedorisin, J; Filip, P; Finch, E; Fisyak, Y; Flores, C E; Gagliardi, C A; Gangadharan, D R; Garand, D; Geurts, F; Gibson, A; Girard, M; Gliske, S; Greiner, L; Grosnick, D; Gunarathne, D S; Guo, Y; Gupta, A; Gupta, S; Guryn, W; Haag, B; Hamed, A; Han, L-X; Haque, R; Harris, J W; Heppelmann, S; Hirsch, A; Hoffmann, G W; Hofman, D J; Horvat, S; Huang, B; Huang, H Z; Huang, X; Huck, P; Humanic, T J; Igo, G; Jacobs, W W; Jang, H; Judd, E G; Kabana, S; Kalinkin, D; Kang, K; Kauder, K; Ke, H W; Keane, D; Kechechyan, A; Kesich, A; Khan, Z H; Kikola, D P; Kisel, I; Kisiel, A; Koetke, D D; Kollegger, T; Konzer, J; Koralt, I; Kotchenda, L; Kraishan, A F; Kravtsov, P; Krueger, K; Kulakov, I; Kumar, L; Kycia, R A; Lamont, M A C; Landgraf, J M; Landry, K D; Lauret, J; Lebedev, A; Lednicky, R; Lee, J H; LeVine, M J; Li, C; Li, W; Li, X; Li, X; Li, Y; Li, Z M; Lisa, M A; Liu, F; Ljubicic, T; Llope, W J; Lomnitz, M; Longacre, R S; Luo, X; Ma, G L; Ma, Y G; Madagodagettige Don, D M M D; Mahapatra, D P; Majka, R; Margetis, S; Markert, C; Masui, H; Matis, H S; McDonald, D; McShane, T S; Minaev, N G; Mioduszewski, S; Mohanty, B; Mondal, M M; Morozov, D A; Mustafa, M K; Nandi, B K; Nasim, Md; Nayak, T K; Nelson, J M; Nigmatkulov, G; Nogach, L V; Noh, S Y; Novak, J; Nurushev, S B; Odyniec, G; Ogawa, A; Oh, K; Ohlson, A; Okorokov, V; Oldag, E W; Olvitt, D L; Pachr, M; Page, B S; Pal, S K; Pan, Y X; Pandit, Y; Panebratsev, Y; Pawlak, T; Pawlik, B; Pei, H; Perkins, C; Peryt, W; Pile, P; Planinic, M; Pluta, J; Poljak, N; Porter, J; Poskanzer, A M; Pruthi, N K; Przybycien, M; Pujahari, P R; Putschke, J; Qiu, H; Quintero, A; Ramachandran, S; Raniwala, R; Raniwala, S; Ray, R L; Riley, C K; Ritter, H G; Roberts, J B; Rogachevskiy, O V; Romero, J L; Ross, J F; Roy, A; Ruan, L; Rusnak, J; Rusnakova, O; Sahoo, N R; Sahu, P K; Sakrejda, I; Salur, S; Sandweiss, J; Sangaline, E; Sarkar, A; Schambach, J; Scharenberg, R P; Schmah, A M; Schmidke, W B; Schmitz, N; Seger, J; Seyboth, P; Shah, N; Shahaliev, E; Shanmuganathan, P V; Shao, M; Sharma, B; Shen, W Q; Shi, S S; Shou, Q Y; Sichtermann, E P; Singaraju, R N; Skoby, M J; Smirnov, D; Smirnov, N; Solanki, D; Sorensen, P; Spinka, H M; Srivastava, B; Stanislaus, T D S; Stevens, J R; Stock, R; Strikhanov, M; Stringfellow, B; Sumbera, M; Sun, X; Sun, X M; Sun, Y; Sun, Z; Surrow, B; Svirida, D N; Symons, T J M; Szelezniak, M A; Takahashi, J; Tang, A H; Tang, Z; Tarnowsky, T; Thomas, J H; Timmins, A R; Tlusty, D; Tokarev, M; Trentalange, S; Tribble, R E; Tribedy, P; Trzeciak, B A; Tsai, O D; Turnau, J; Ullrich, T; Underwood, D G; Van Buren, G; van Nieuwenhuizen, G; Vandenbroucke, M; Vanfossen, J A; Varma, R; Vasconcelos, G M S; Vasiliev, A N; Vertesi, R; Videbæk, F; Viyogi, Y P; Vokal, S; Vossen, A; Wada, M; Wang, F; Wang, G; Wang, H; Wang, J S; Wang, X L; Wang, Y; Wang, Y; Webb, G; Webb, J C; Westfall, G D; Wieman, H; Wissink, S W; Witt, R; Wu, Y F; Xiao, Z; Xie, W; Xin, K; Xu, H; Xu, J; Xu, N; Xu, Q H; Xu, Y; Xu, Z; Yan, W; Yang, C; Yang, Y; Yang, Y; Ye, Z; Yepes, P; Yi, L; Yip, K; Yoo, I-K; Yu, N; Zawisza, Y; Zbroszczyk, H; Zha, W; Zhang, J B; Zhang, J L; Zhang, S; Zhang, X P; Zhang, Y; Zhang, Z P; Zhao, F; Zhao, J; Zhong, C; Zhu, X; Zhu, Y H; Zoulkarneeva, Y; Zyzak, M

2014-03-28

Azimuthal angular correlations of charged hadrons with respect to the axis of a reconstructed (trigger) jet in Au+Au and p+p collisions at √[s(NN)]=200  GeV in STAR are presented. The trigger jet population in Au+Au collisions is biased toward jets that have not interacted with the medium, allowing easier matching of jet energies between Au+Au and p+p collisions while enhancing medium effects on the recoil jet. The associated hadron yield of the recoil jet is significantly suppressed at high transverse momentum (pTassoc) and enhanced at low pTassoc in 0%-20% central Au+Au collisions compared to p+p collisions, which is indicative of medium-induced parton energy loss in ultrarelativistic heavy-ion collisions.

7 CFR 1216.9 - Farmers stock peanuts.

Science.gov (United States)

2010-01-01

... 7 Agriculture 10 2010-01-01 2010-01-01 false Farmers stock peanuts. 1216.9 Section 1216.9... INFORMATION ORDER Peanut Promotion, Research, and Information Order Definitions § 1216.9 Farmers stock peanuts. Farmers stock peanuts means picked or threshed peanuts produced in the United States which have not been...

Emerging interdependence between stock values during financial crashes.

Directory of Open Access Journals (Sweden)

Jacopo Rocchi

Full Text Available To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures to extract direct influences between multiple time series, we compute the information flow across stock values to identify several different regimes. While small information flows is detected in most of the period, a dramatically different situation occurs in the proximity of global financial crises, where stock values exhibit strong and substantial interdependence for a prolonged period. This behavior is consistent with what one would generally expect from a complex system near criticality in physical systems, showing the long lasting effects of crashes on stock markets.

Emerging interdependence between stock values during financial crashes.

Science.gov (United States)

Rocchi, Jacopo; Tsui, Enoch Yan Lok; Saad, David

2017-01-01

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures to extract direct influences between multiple time series, we compute the information flow across stock values to identify several different regimes. While small information flows is detected in most of the period, a dramatically different situation occurs in the proximity of global financial crises, where stock values exhibit strong and substantial interdependence for a prolonged period. This behavior is consistent with what one would generally expect from a complex system near criticality in physical systems, showing the long lasting effects of crashes on stock markets.

Realized Bond-Stock Correlation: Macroeconomic Announcement Effects

DEFF Research Database (Denmark)

Christiansen, Charlotte; Ranaldo, Angelo

2005-01-01

We investigate the effects of macroeconomic announcements on the realized correlation between bond and stock returns. Our results deliver insights into the dominating drivers of bond-stock comovements. We find that it is not so much the surprise component of the announcement, but the mere fact...... that an announcement occurs that influences the realized bond-stock correlation. The impact of macroeconomic announcements varies across the business cycle. Announcement effects are highly dependent on the sign of the realized bond-stock correlation which has recently gone from positive to negative. Macroeconomic...

ADVISABILITY OF MERGING THE BUCHAREST STOCK EXCHANGE AND THE SIBIU MONETARYFINANCIAL AND STOCK EXCHANGE

Directory of Open Access Journals (Sweden)

Aura Dudas

2011-01-01

Full Text Available Analysis of performances of local stock exchanges in the latest years points out thenecessity of increasing the visibility of the local capital market in the regional andEuropean landscape. A single stock market may have the effect of increased credibility,giving thus an impulse to the number of new listings and of new investors.

The dependence of Islamic and conventional stocks: A copula approach

Science.gov (United States)

Razak, Ruzanna Ab; Ismail, Noriszura

2015-09-01

Recent studies have found that Islamic stocks are dependent on conventional stocks and they appear to be more risky. In Asia, particularly in Islamic countries, research on dependence involving Islamic and non-Islamic stock markets is limited. The objective of this study is to investigate the dependence between financial times stock exchange Hijrah Shariah index and conventional stocks (EMAS and KLCI indices). Using the copula approach and a time series model for each marginal distribution function, the copula parameters were estimated. The Elliptical copula was selected to present the dependence structure of each pairing of the Islamic stock and conventional stock. Specifically, the Islamic versus conventional stocks (Shariah-EMAS and Shariah-KLCI) had lower dependence compared to conventional versus conventional stocks (EMAS-KLCI). These findings suggest that the occurrence of shocks in a conventional stock will not have strong impact on the Islamic stock.

Measurements of mass-dependent azimuthal anisotropy in central p + Au, d + Au, and 3He + Au collisions at √{sN N}=200 GeV

Science.gov (United States)

Adare, A.; Aidala, C.; Ajitanand, N. N.; Akiba, Y.; Alfred, M.; Andrieux, V.; Apadula, N.; Asano, H.; Azmoun, B.; Babintsev, V.; Bagoly, A.; Bai, M.; Bandara, N. S.; Bannier, B.; Barish, K. N.; Bathe, S.; Bazilevsky, A.; Beaumier, M.; Beckman, S.; Belmont, R.; Berdnikov, A.; Berdnikov, Y.; Blau, D. S.; Boer, M.; Bok, J. S.; Boyle, K.; Brooks, M. L.; Bryslawskyj, J.; Bumazhnov, V.; Campbell, S.; Canoa Roman, V.; Cervantes, R.; Chen, C.-H.; Chi, C. Y.; Chiu, M.; Choi, I. J.; Choi, J. B.; Chujo, T.; Citron, Z.; Connors, M.; Cronin, N.; Csanád, M.; Csörgő, T.; Danley, T. W.; Datta, A.; Daugherity, M. S.; David, G.; Deblasio, K.; Dehmelt, K.; Denisov, A.; Deshpande, A.; Desmond, E. J.; Dion, A.; Diss, P. B.; Dixit, D.; Do, J. H.; Drees, A.; Drees, K. A.; Durham, J. M.; Durum, A.; Enokizono, A.; En'yo, H.; Esumi, S.; Fadem, B.; Fan, W.; Feege, N.; Fields, D. E.; Finger, M.; Finger, M.; Fokin, S. L.; Frantz, J. E.; Franz, A.; Frawley, A. D.; Fukuda, Y.; Gal, C.; Gallus, P.; Garg, P.; Ge, H.; Giordano, F.; Glenn, A.; Goto, Y.; Grau, N.; Greene, S. V.; Grosse Perdekamp, M.; Gunji, T.; Guragain, H.; Hachiya, T.; Haggerty, J. S.; Hahn, K. I.; Hamagaki, H.; Hamilton, H. F.; Han, S. Y.; Hanks, J.; Hasegawa, S.; Haseler, T. O. S.; Hashimoto, K.; He, X.; Hemmick, T. K.; Hill, J. C.; Hill, K.; Hodges, A.; Hollis, R. S.; Homma, K.; Hong, B.; Hoshino, T.; Hotvedt, N.; Huang, J.; Huang, S.; Imai, K.; Imrek, J.; Inaba, M.; Iordanova, A.; Isenhower, D.; Ivanishchev, D.; Jacak, B. V.; Jezghani, M.; Ji, Z.; Jia, J.; Jiang, X.; Johnson, B. M.; Jorjadze, V.; Jouan, D.; Jumper, D. S.; Kanda, S.; Kang, J. H.; Kapukchyan, D.; Karthas, S.; Kawall, D.; Kazantsev, A. V.; Key, J. A.; Khachatryan, V.; Khanzadeev, A.; Kim, C.; Kim, D. J.; Kim, E.-J.; Kim, G. W.; Kim, M.; Kim, M. H.; Kimelman, B.; Kincses, D.; Kistenev, E.; Kitamura, R.; Klatsky, J.; Kleinjan, D.; Kline, P.; Koblesky, T.; Komkov, B.; Kotov, D.; Kudo, S.; Kurgyis, B.; Kurita, K.; Kurosawa, M.; Kwon, Y.; Lacey, R.; Lajoie, J. G.; Lebedev, A.; Lee, S.; Lee, S. H.; Leitch, M. J.; Leung, Y. H.; Lewis, N. A.; Li, X.; Li, X.; Lim, S. H.; Liu, M. X.; Loggins, V.-R.; Lökös, S.; Lovasz, K.; Lynch, D.; Majoros, T.; Makdisi, Y. I.; Makek, M.; Manion, A.; Manko, V. I.; Mannel, E.; Masuda, H.; McCumber, M.; McGaughey, P. L.; McGlinchey, D.; McKinney, C.; Meles, A.; Mendoza, M.; Metzger, W. J.; Mignerey, A. C.; Mihalik, D. E.; Milov, A.; Mishra, D. K.; Mitchell, J. T.; Mitsuka, G.; Miyasaka, S.; Mizuno, S.; Mohanty, A. K.; Montuenga, P.; Moon, T.; Morrison, D. P.; Morrow, S. I.; Moukhanova, T. V.; Murakami, T.; Murata, J.; Mwai, A.; Nagai, K.; Nagashima, K.; Nagashima, T.; Nagle, J. L.; Nagy, M. I.; Nakagawa, I.; Nakagomi, H.; Nakano, K.; Nattrass, C.; Netrakanti, P. K.; Niida, T.; Nishimura, S.; Nouicer, R.; Novák, T.; Novitzky, N.; Nyanin, A. S.; O'Brien, E.; Ogilvie, C. A.; Orjuela Koop, J. D.; Osborn, J. D.; Oskarsson, A.; Ottino, G. J.; Ozawa, K.; Pak, R.; Pantuev, V.; Papavassiliou, V.; Park, J. S.; Park, S.; Pate, S. F.; Patel, M.; Peng, J.-C.; Peng, W.; Perepelitsa, D. V.; Perera, G. D. N.; Peressounko, D. Yu.; Perezlara, C. E.; Perry, J.; Petti, R.; Phipps, M.; Pinkenburg, C.; Pinson, R.; Pisani, R. P.; Pun, A.; Purschke, M. L.; Radzevich, P. V.; Rak, J.; Ramson, B. J.; Ravinovich, I.; Read, K. F.; Reynolds, D.; Riabov, V.; Riabov, Y.; Richford, D.; Rinn, T.; Rolnick, S. D.; Rosati, M.; Rowan, Z.; Rubin, J. G.; Runchey, J.; Safonov, A. S.; Sahlmueller, B.; Saito, N.; Sakaguchi, T.; Sako, H.; Samsonov, V.; Sarsour, M.; Sato, K.; Sato, S.; Schaefer, B.; Schmoll, B. K.; Sedgwick, K.; Seidl, R.; Sen, A.; Seto, R.; Sett, P.; Sexton, A.; Sharma, D.; Shein, I.; Shibata, T.-A.; Shigaki, K.; Shimomura, M.; Shioya, T.; Shukla, P.; Sickles, A.; Silva, C. L.; Silvermyr, D.; Singh, B. K.; Singh, C. P.; Singh, V.; Skoby, M. J.; Slunečka, M.; Snowball, M.; Soltz, R. A.; Sondheim, W. E.; Sorensen, S. P.; Sourikova, I. V.; Stankus, P. W.; Stepanov, M.; Stoll, S. P.; Sugitate, T.; Sukhanov, A.; Sumita, T.; Sun, J.; Sziklai, J.; Takeda, A.; Taketani, A.; Tanida, K.; Tannenbaum, M. J.; Tarafdar, S.; Taranenko, A.; Tarnai, G.; Tieulent, R.; Timilsina, A.; Todoroki, T.; Tomášek, M.; Towell, C. L.; Towell, R.; Towell, R. S.; Tserruya, I.; Ueda, Y.; Ujvari, B.; van Hecke, H. W.; Vazquez-Carson, S.; Velkovska, J.; Virius, M.; Vrba, V.; Vukman, N.; Wang, X. R.; Wang, Z.; Watanabe, Y.; Watanabe, Y. S.; Wei, F.; White, A. S.; Wong, C. P.; Woody, C. L.; Wysocki, M.; Xia, B.; Xu, C.; Xu, Q.; Xue, L.; Yalcin, S.; Yamaguchi, Y. L.; Yamamoto, H.; Yanovich, A.; Yin, P.; Yoo, J. H.; Yoon, I.; Yu, H.; Yushmanov, I. E.; Zajc, W. A.; Zelenski, A.; Zharko, S.; Zhou, S.; Zou, L.; Phenix Collaboration

2018-06-01

We present measurements of the transverse-momentum dependence of elliptic flow v2 for identified pions and (anti)protons at midrapidity (|η |<0.35 ), in 0%-5% central p +Au and 3He+Au collisions at √{sNN}=200 GeV. When taken together with previously published measurements in d +Au collisions at √{sNN}=200 GeV, the results cover a broad range of small-collision-system multiplicities and intrinsic initial geometries. We observe a clear mass-dependent splitting of v2(pT) in d +Au and 3He+Au collisions, just as in large nucleus-nucleus (A +A ) collisions, and a smaller splitting in p +Au collisions. Both hydrodynamic and transport model calculations successfully describe the data at low pT (<1.5 GeV /c ), but fail to describe various features at higher pT. In all systems, the v2 values follow an approximate quark-number scaling as a function of the hadron transverse kinetic energy per constituent quark (K ET/nq ), which was also seen previously in A +A collisions.

Asymmetric conditional volatility in international stock markets

Science.gov (United States)

Ferreira, Nuno B.; Menezes, Rui; Mendes, Diana A.

2007-08-01

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare the results for the Portuguese Stock Market Index PSI 20 with six other Stock Market Indices, namely the SP 500, FTSE 100, DAX 30, CAC 40, ASE 20, and IBEX 35. In order to assess asymmetric volatility we use autoregressive conditional heteroskedasticity specifications known as TARCH and EGARCH. We also test for asymmetry after controlling for the effect of macroeconomic factors on stock market returns using TAR and M-TAR specifications within a VAR framework. Our results show that the conditional variance is an asymmetric function of past innovations raising proportionately more during market declines, a phenomenon known as the leverage effect. However, when we control for the effect of changes in macroeconomic variables, we find no significant evidence of asymmetric behaviour of the stock market returns. There are some signs that the Portuguese Stock Market tends to show somewhat less market efficiency than other markets since the effect of the shocks appear to take a longer time to dissipate.

Quantum Brownian motion model for the stock market

Science.gov (United States)

Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong

2016-06-01

It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.

A new Loan-Stock Financial Instrument

OpenAIRE

Morozovsky, Alexander; Narasimhan, Rajan; Kholodenko, Yuri

2000-01-01

A new financial instrument (a new kind of a loan) is introduced. The loan-stock instrument (LSI) combines fixed rate instruments (loans, etc.) with other financial instruments that have higher volatilities and returns (stocks, mutual funds, currencies, derivatives, options, etc.). This new loan depends on the value of underlying security (for example, stock) in such a way that when underlying security increases, the value of loan decreases and backwards. The procedure to create a risk free po...

Network structure detection and analysis of Shanghai stock market

Directory of Open Access Journals (Sweden)

Sen Wu

2015-04-01

Full Text Available Purpose: In order to investigate community structure of the component stocks of SSE (Shanghai Stock Exchange 180-index, a stock correlation network is built to find the intra-community and inter-community relationship. Design/methodology/approach: The stock correlation network is built taking the vertices as stocks and edges as correlation coefficients of logarithm returns of stock price. It is built as undirected weighted at first. GN algorithm is selected to detect community structure after transferring the network into un-weighted with different thresholds. Findings: The result of the network community structure analysis shows that the stock market has obvious industrial characteristics. Most of the stocks in the same industry or in the same supply chain are assigned to the same community. The correlation of the internal stock prices’ fluctuation is closer than in different communities. The result of community structure detection also reflects correlations among different industries. Originality/value: Based on the analysis of the community structure in Shanghai stock market, the result reflects some industrial characteristics, which has reference value to relationship among industries or sub-sectors of listed companies.

Genetic diversity of Prochilodus lineatus stocks using in the stocking program of Tietê River, Brazil

Directory of Open Access Journals (Sweden)

Ricardo Ribeiro

2013-11-01

Full Text Available Objective. Assess the genetic diversity in four brood stocks and one juvenile stock of curimba Prochilodus lineatus in a Hydropower plant in São Paulo - Brazil, using the Tietê River stocking program. Materials and methods. Five RAPD primers were used to amplify the extracted DNA from 150 fin-clip samples. Results. Fifty-nine fragments were polymorphic, 52 had frequencies with significant differences (p<0.05, 45 had low frequencies, 54 were excluded, and two were fixed fragments. High values for polymorphic fragments (71.19% to 91.53% and Shannon index (0.327 to 0.428 were observed. The genetic divergence values within each stock were greater than 50%. Most of the genetic variation was found within the groups through the AMOVA analysis, which was confirmed by the results of the identity and genetic distance. High ancestry levels (FST among the groups value indicated high and moderate genetic differentiation. The estimates of number of migrants by generation (Nm indicated low levels of gene flow. High and moderate genetic divergence between groups (0.58 to 0.83 was observed. Conclusions. The results indicate high variability within the stocks, and genetic differentiation among them. The fish stocks analyzed represent a large genetic base that will allow the fish technicians to release juveniles without genetic risks to wild populations present in the river. These genetic procedures may be used as models for other migratory species, including those threatened by extinction.

Recurrence quantification analysis of global stock markets

Science.gov (United States)

Bastos, João A.; Caiado, Jorge

2011-04-01

This study investigates the presence of deterministic dependencies in international stock markets using recurrence plots and recurrence quantification analysis (RQA). The results are based on a large set of free float-adjusted market capitalization stock indices, covering a period of 15 years. The statistical tests suggest that the dynamics of stock prices in emerging markets is characterized by higher values of RQA measures when compared to their developed counterparts. The behavior of stock markets during critical financial events, such as the burst of the technology bubble, the Asian currency crisis, and the recent subprime mortgage crisis, is analyzed by performing RQA in sliding windows. It is shown that during these events stock markets exhibit a distinctive behavior that is characterized by temporary decreases in the fraction of recurrence points contained in diagonal and vertical structures.

Statistical properties of trading activity in Chinese stock market

Science.gov (United States)

Sun, Xiaoqian; Cheng, Xueqi; Shen, Huawei; Wang, Zhaoyang

2010-08-01

We investigate the statistical properties of traders' trading behavior using cumulative distribution function(CDF). We analyze exchange data of 52 stocks for one-year period which contains non-manipulated stocks and manipulated stocks published by China Securities Regulatory Commission(CSRC). By analyzing the total number of transactions and the trading volume of each trader over a year, we find the cumulative distributions have power-law tails and the distributions between non-manipulated stocks and manipulated stocks are different. These findings can help us to detect the manipulated stocks.

INTERDEPENDENCE BETWEEN JAKARTA STOCK EXCHANGE AND OTHER PACIFIC-BASIN STOCK MARKETS

Directory of Open Access Journals (Sweden)

Noer Azam Achsani

2011-08-01

Full Text Available Normal 0 false false false MicrosoftInternetExplorer4 International capital markets linkages have been studied since early 90-es.  Most of these studies have mainly focused on the US and other developed markets. There were only a few researches on this topic in the emerging markets.  This paper examines the dynamic linkages among Indonesian and other Pacific-Basin stock markets using correlation analysis, Granger-causality and vector autoregressive (VAR approach. All the methods give generally similar results. Our empirical results indicate a high degree of international co-movement among the stock price indices.  The degree of integration among these markets after Asian Crisis increased substantially in compare to those before Asian Crisis. The results also show that there are close relationships among the geographically and economically closed markets such as ASEAN markets, New Zealand-Australian and also Hong Kong - South Korea.  The pattern of impulse-response functions illustrates a rapid transmission of stock market events. Shocks in the developed markets are immediately transmitted to other markets. Shocks in the emerging markets are also transmitted to other markets, but without such a big effect comparing to those in the developed markets. The Jakarta stock exchange is strongly correlated with other Pacific-Basin markets, especially with ASEAN markets, Hong Kong and Australia.   The strongest foreign effects for the JSX come from Singapore, Hong Kong and Thailand. They can explain about 5 – 8% of error variance of the Jakarta Index. In contrast, the JSX index can explain 3 - 5 % of their error variances. 

Synthesis and characterization in AuCu–Si nanostructures

International Nuclear Information System (INIS)

Novelo, T.E.; Amézaga-Madrid, P.; Maldonado, R.D.; Oliva, A.I.; Alonzo-Medina, G.M.

2015-01-01

Au/Cu bilayers with different Au:Cu concentrations (25:75, 50:50 and 75:25 at.%) were deposited on Si(100) substrates by thermal evaporation. The thicknesses of all Au/Cu bilayers were 150 nm. The alloys were prepared by thermal diffusion into a vacuum oven with argon atmosphere at 690 K during 1 h. X-ray diffraction analysis revealed different phases of AuCu and CuSi alloys in the samples after annealing process. CuSi alloys were mainly obtained for 25:75 at.% samples, meanwhile the AuCuII phase dominates for samples prepared with 50:50 at.%. Additionally, the Au:Cu alloys with 75:25 at.%, produce Au 2 Cu 3 and Au 3 Cu phases. The formed alloys were characterized by scanning electron microscopy (SEM), atomic force microscopy (AFM), transmission electron microscopy (TEM) and energy dispersive spectroscopy (EDS) to study the morphology and the elemental concentration of the formed alloys. - Highlights: • AuCu/Si alloy thin films were prepared by thermal diffusion. • Alloys prepared with 50 at.% of Au produce the AuCuII phase. • Alloys prepared with 75 at.% of Au produce Au 3 Cu and Au 2 Cu 3 phases. • All alloys present diffusion of Si and Cu through the CuSi alloy formation

MACROECONOMIC VARIABLES AND STOCK PRICE VOLATILITY IN NIGERIA

Directory of Open Access Journals (Sweden)

OSAZEE GODWIN OMOROKUNWA

2014-10-01

Full Text Available The purpose of this paper is to examine the relationship between stock price volatility and few macroeconomic variables such as inflation, exchange rate, GDP and interest rate. Annual time series data ranging from 1980 to 2011 was used for this study. The generalized autoregressive conditional heteroskedasticity (GARCH model was used in the empirical analysis. The findings of the study showed that stock prices in Nigeria are volatile. And that past information in the market have effect on stock price volatility in Nigeria. In addition, the study showed that interest rate and exchange have a weak effect on stock price volatility while inflation is the main determinant of stock price volatility in Nigeria. The authors recommend that inflation should be targeted as the main monetary policy aimed at directing the stock market.

What is the Expected Return on a Stock?

DEFF Research Database (Denmark)

Martin, Ian; Wagner, Christian

We derive a formula that expresses the expected return on a stock in terms of the risk-neutral variance of the market and the stock’s excess risk-neutral variance relative to the average stock. These components can be computed from index and stock option prices; the formula has no free parameters....... We test the theory in-sample by running panel regressions of stock returns onto risk-neutral variances. The formula performs well at 6-month and 1-year forecasting horizons, and our predictors drive out beta, size, book-to-market, and momentum. Out-of-sample, we find that the formula outperforms...... a range of competitors in forecasting individual stock returns. Our results suggest that there is considerably more variation in expected returns, both over time and across stocks, than has previously been acknowledged....

Long memory in the Croatian and Hungarian stock market returns

Directory of Open Access Journals (Sweden)

Silvo Dajčman

2012-06-01

Full Text Available The objective of this paper is to analyze and compare the fractal structure of the Croatian and Hungarian stock market returns. The presence of long memory components in asset returns provides evidence against the weak-form of stock market efficiency. The starting working hypothesis that there is no long memory in the Croatian and Hungarian stock market returns is tested by applying the Kwiatkowski-Phillips-Schmidt-Shin (KPSS (1992 test, Lo’s (1991 modified rescaled range (R/S test, and the wavelet ordinary least squares (WOLS estimator of Jensen (1999. The research showed that the WOLS estimator may lead to different conclusions regarding long memory presence in the stock returns from the KPSS and unit root tests or Lo’s R/S test. Furthermore, it proved that the fractal structure of individual stock returns may be masked in aggregated stock market returns (i.e. in returns of stock index. The main finding of the paper is that both the Croatian stock index Crobex and individual stocks in this index exhibit long memory. Long memory is identified for some stocks in the Hungarian stock market as well, but not for the stock market index BUX. Based on the results of the long memory tests, it can be concluded that while the Hungarian stock market is weakform efficient, the Croatian stock market is not.

Looking Back on the Stock Market

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

@@ Looking back at the ups and downs of China's stock market in 2007,it is clear that it has developed far beyond people's expectation. While the stock index constantly reaches new highs and the size of the market becomes larger and larger, the Chinese financial market has also reintegrated. A multi-level revolution occurred in 2007, involving changes in stock structure, the variety of core composition, chip cost of the capital market, investor makeup, as well as trade rules and operational methods.

Stock market dynamics created by interacting agents

Directory of Open Access Journals (Sweden)

Mohamed Riad Remita

2006-01-01

Full Text Available We study a stock market model, consisting in a large number of agents, going eventually to infinity, and evaluate the stock price under the influence of opinions of different agents. Next we study the behavior of prices when the market is very nervous; there appear discontinuities (phase transitions which can be interpreted as stock market crashes.

7 CFR 1610.9 - Class B stock.

Science.gov (United States)

2010-01-01

... POLICIES § 1610.9 Class B stock. Borrowers receiving loans from the Bank shall be required to invest in class B stock at 5 percent of the total amount of loan funds advanced. Borrowers may purchase class B... 7 Agriculture 11 2010-01-01 2010-01-01 false Class B stock. 1610.9 Section 1610.9 Agriculture...

How accurately can soil organic carbon stocks and stock changes be quantified by soil inventories?

Directory of Open Access Journals (Sweden)

M. Schrumpf

2011-05-01

Full Text Available Precise determination of changes in organic carbon (OC stocks is prerequisite to understand the role of soils in the global cycling of carbon and to verify changes in stocks due to management. A large dataset was collected to form base to repeated soil inventories at 12 CarboEurope sites under different climate and land-use, and with different soil types. Concentration of OC, bulk density (BD, and fine earth fraction were determined to 60 cm depth at 100 sampling points per site. We investigated (1 time needed to detect changes in soil OC, assuming future re-sampling of 100 cores; (2 the contribution of different sources of uncertainties to OC stocks; (3 the effect of OC stock calculation on mass rather than volume base for change detection; and (4 the potential use of pedotransfer functions (PTF for estimating BD in repeated inventories.

The period of time needed for soil OC stocks to change strongly enough to be detectable depends on the spatial variability of soil properties, the depth increment considered, and the rate of change. Cropland sites, having small spatial variability, had lower minimum detectable differences (MDD with 100 sampling points (105 ± 28 gC m⁻² for the upper 10 cm of the soil than grassland and forest sites (206 ± 64 and 246 ± 64 gC m⁻² for 0–10 cm, respectively. Expected general trends in soil OC indicate that changes could be detectable after 2–15 yr with 100 samples if changes occurred in the upper 10 cm of stone-poor soils. Error propagation analyses showed that in undisturbed soils with low stone contents, OC concentrations contributed most to OC stock variability while BD and fine earth fraction were more important in upper soil layers of croplands and in stone rich soils. Though the calculation of OC stocks based on equivalent soil masses slightly decreases the chance to detect changes with time at most sites except for the croplands, it is still recommended to

Minimizing waste (off-cuts using cutting stock model: The case of one dimensional cutting stock problem in wood working industry

Directory of Open Access Journals (Sweden)

Gbemileke A. Ogunranti

2016-09-01

Full Text Available Purpose: The main objective of this study is to develop a model for solving the one dimensional cutting stock problem in the wood working industry, and develop a program for its implementation. Design/methodology/approach: This study adopts the pattern oriented approach in the formulation of the cutting stock model. A pattern generation algorithm was developed and coded using Visual basic.NET language. The cutting stock model developed is a Linear Programming (LP Model constrained by numerous feasible patterns. A LP solver was integrated with the pattern generation algorithm program to develop a one - dimensional cutting stock model application named GB Cutting Stock Program. Findings and Originality/value: Applying the model to a real life optimization problem significantly reduces material waste (off-cuts and minimizes the total stock used. The result yielded about 30.7% cost savings for company-I when the total stock materials used is compared with the former cutting plan. Also, to evaluate the efficiency of the application, Case I problem was solved using two top commercial 1D-cutting stock software.  The results show that the GB program performs better when related results were compared. Research limitations/implications: This study round up the linear programming solution for the number of pattern to cut. Practical implications: From Managerial perspective, implementing optimized cutting plans increases productivity by eliminating calculating errors and drastically reducing operator mistakes. Also, financial benefits that can annually amount to millions in cost savings can be achieved through significant material waste reduction. Originality/value: This paper developed a linear programming one dimensional cutting stock model based on a pattern generation algorithm to minimize waste in the wood working industry. To implement the model, the algorithm was coded using VisualBasic.net and linear programming solver called lpsolvedll (dynamic

Au Kenya, des oiseaux nuisent à une culture adaptée au climat ...

International Development Research Centre (IDRC) Digital Library (Canada)

23 août 2013 ... Selon Evans Kituyi, spécialiste de programme principal au Centre de ... principal au Gadam Sorghum Production and Marketing Project. Si les graines occupent une place de premier plan dans l'alimentation des oiseaux, ...

Electrosynthesis and characterization of polypyrrole/Au nanocomposite

Energy Technology Data Exchange (ETDEWEB)

Chen Wei [School of Chemical and Biomedical Engineering, Nanyang Technological University, 50 Nanyang Avenue, Singapore 639798 (Singapore); Li, C.M. [School of Chemical and Biomedical Engineering, Nanyang Technological University, 50 Nanyang Avenue, Singapore 639798 (Singapore)]. E-mail: ecmli@ntu.edu.sg; Chen Peng [School of Chemical and Biomedical Engineering, Nanyang Technological University, 50 Nanyang Avenue, Singapore 639798 (Singapore); Sun, C.Q. [School of Electric and Electronic Engineering, Nanyang Technological University, 50 Nanyang Avenue, Singapore 639798 (Singapore)

2006-11-12

Polypyrrole films containing gold nanoparticles (PPy/Au) were electrosynthesized on a glassy carbon electrode. This was done by applying a constant current of 1.43 mA cm{sup -2} in solutions containing colloidal Au particles and pyrrole monomer. A chloroaurate medium with a citrate/tannic acid reducing/protection agent was employed for generating the Au colloids. The PPy/Au films were investigated by scanning electron microscopy (SEM), transmission electron microscopy (TEM) and Raman spectroscopy. Also, electrochemical behaviors of the PPy/Au films were characterized by cyclic voltammetry (CV) and AC impedance measurements. Experimental results demonstrate that PPy/Au has greater conductivity and better stability than PPy. The effect of incorporated Au nanoparticles in PPy matrix was studied and the mechanism was suggested.

Rapid diagnostic test supply chain and consumption study in Cabo Delgado, Mozambique: estimating stock shortages and identifying drivers of stock-outs.

Science.gov (United States)

Hasselback, Leah; Crawford, Jessica; Chaluco, Timoteo; Rajagopal, Sharanya; Prosser, Wendy; Watson, Noel

2014-08-02

Malaria rapid diagnostic tests (RDTs) are particularly useful in low-resource settings where follow-through on traditional laboratory diagnosis is challenging or lacking. The availability of these tests depends on supply chain processes within the distribution system. In Mozambique, stock-outs of malaria RDTs are fairly common at health facilities. A longitudinal cross-sectional study was conducted to evaluate drivers of stock shortages in the Cabo Delgado province. Data were collected from purposively sampled health facilities, using monthly cross-sectional surveys between October 2011 and May 2012. Estimates of lost consumption (consumption not met due to stock-outs) served as the primary quantitative indicator of stock shortages. This is a better measure of the magnitude of stock-outs than binary indicators that only measure frequency of stock-outs at a given facility. Using a case study based methodology, distribution system characteristics were qualitatively analysed to examine causes of stock-outs at the provincial, district and health centre levels. 15 health facilities were surveyed over 120 time points. Stock-out patterns varied by data source; average monthly proportions of 59%, 17% and 17% of health centres reported a stock-out on stock cards, laboratory and pharmacy forms, respectively. Estimates of lost consumption percentage were significantly high; ranging from 0% to 149%; with a weighted average of 78%. Each ten-unit increase in monthly-observed consumption was associated with a nine-unit increase in lost consumption percentage indicating that higher rates of stock-outs occurred at higher levels of observed consumption. Causes of stock-outs included inaccurate tracking of lost consumption, insufficient sophistication in inventory management and replenishment, and poor process compliance by facility workers, all arguably stemming from inadequate attention to the design and implementation of the distribution system. Substantially high levels of RDT

Territory of Upper Volta. Interest and Programme of Prospecting for Radioactive Metals; Territoire de la Haute-Volta. Interet et Programme d'une Prospection pour Metaux Radioactifs

Energy Technology Data Exchange (ETDEWEB)

NONE

1958-04-15

The costs of a programme for prospecting for radioactive metals (esp. Uranium) can amount to a total cost of the order of 600 to 700 millions FF over 10 years. Such a programme represents a rather high risk, because in order to succeed, a reserve capable to pay for the programme must be found in the foreseen period. The first part of the report describes the Uranium reserves already known in Africa. [French] Un programme de prospection pour metaux radioactifs (notamment l'Uranium) pourrait etaler des depenses totales de l'ordre de 600 a 700 millions FF sur 10 ans. Un tel programme represente un risque assez grand, puisque pour reussir, il faut trouver dans le delai envisage, et avec les moyens prevus, un gisement capable d'amortir une telle depense. Une premiere partie du rapport expose les caracteres des gisments d'Uranium actuellement connus en Afrique.

Weibo sentiments and stock return: A time-frequency view.

Science.gov (United States)

Xu, Yingying; Liu, Zhixin; Zhao, Jichang; Su, Chiwei

2017-01-01

This study provides new insights into the relationships between social media sentiments and the stock market in China. Based on machine learning, we classify microblogs posted on Sina Weibo, a Twitter's variant in China into five detailed sentiments of anger, disgust, fear, joy, and sadness. Using wavelet analysis, we find close positive linkages between sentiments and the stock return, which have both frequency and time-varying features. Five detailed sentiments are positively related to the stock return for certain periods, particularly since October 2014 at medium to high frequencies of less than ten trading days, when the stock return is undergoing significant fluctuations. Sadness appears to have a closer relationship with the stock return than the other four sentiments. As to the lead-lag relationships, the stock return causes Weibo sentiments rather than reverse for most of the periods with significant linkages. Compared with polarity sentiments (negative vs. positive), detailed sentiments provide more information regarding relationships between Weibo sentiments and the stock market. The stock market exerts positive effects on bullishness and agreement of microblogs. Meanwhile, agreement leads the stock return in-phase at the frequency of approximately 40 trading days, indicating that less disagreement improves certainty about the stock market.

Weibo sentiments and stock return: A time-frequency view.

Directory of Open Access Journals (Sweden)

Yingying Xu

Full Text Available This study provides new insights into the relationships between social media sentiments and the stock market in China. Based on machine learning, we classify microblogs posted on Sina Weibo, a Twitter's variant in China into five detailed sentiments of anger, disgust, fear, joy, and sadness. Using wavelet analysis, we find close positive linkages between sentiments and the stock return, which have both frequency and time-varying features. Five detailed sentiments are positively related to the stock return for certain periods, particularly since October 2014 at medium to high frequencies of less than ten trading days, when the stock return is undergoing significant fluctuations. Sadness appears to have a closer relationship with the stock return than the other four sentiments. As to the lead-lag relationships, the stock return causes Weibo sentiments rather than reverse for most of the periods with significant linkages. Compared with polarity sentiments (negative vs. positive, detailed sentiments provide more information regarding relationships between Weibo sentiments and the stock market. The stock market exerts positive effects on bullishness and agreement of microblogs. Meanwhile, agreement leads the stock return in-phase at the frequency of approximately 40 trading days, indicating that less disagreement improves certainty about the stock market.

Weibo sentiments and stock return: A time-frequency view

Science.gov (United States)

Liu, Zhixin; Zhao, Jichang; Su, Chiwei

2017-01-01

This study provides new insights into the relationships between social media sentiments and the stock market in China. Based on machine learning, we classify microblogs posted on Sina Weibo, a Twitter’s variant in China into five detailed sentiments of anger, disgust, fear, joy, and sadness. Using wavelet analysis, we find close positive linkages between sentiments and the stock return, which have both frequency and time-varying features. Five detailed sentiments are positively related to the stock return for certain periods, particularly since October 2014 at medium to high frequencies of less than ten trading days, when the stock return is undergoing significant fluctuations. Sadness appears to have a closer relationship with the stock return than the other four sentiments. As to the lead-lag relationships, the stock return causes Weibo sentiments rather than reverse for most of the periods with significant linkages. Compared with polarity sentiments (negative vs. positive), detailed sentiments provide more information regarding relationships between Weibo sentiments and the stock market. The stock market exerts positive effects on bullishness and agreement of microblogs. Meanwhile, agreement leads the stock return in-phase at the frequency of approximately 40 trading days, indicating that less disagreement improves certainty about the stock market. PMID:28672026

Chemical and electrical characteristics of annealed Ni/Au and Ni/Ir/Au contacts on AlGaN

Energy Technology Data Exchange (ETDEWEB)

Ngoepe, P.N.M., E-mail: phuti.ngoepe@up.ac.za [Department of Physics, University of Pretoria, Private Bag X20, Hatfield 0028 (South Africa); Meyer, W.E.; Auret, F.D.; Omotoso, E.; Diale, M. [Department of Physics, University of Pretoria, Private Bag X20, Hatfield 0028 (South Africa); Swart, H.C.; Duvenhage, M.M.; Coetsee, E. [Department of Physics, University of the Free State, P.O. Box 339, Bloemfontein 9300 (South Africa)

2016-01-01

The evolution of Ni/Au and Ni/Ir/Au metal contacts deposited on AlGaN was investigated at different annealing temperatures. The samples were studied with electrical and chemical composition techniques. I–V characteristics of the Schottky diodes were optimum after 500 and 600 °C annealing for Ni/Au and Ni/Ir/Au based diodes, respectively. The depth profiles of the contacts were measured by x-ray photoelectron spectroscopy and time of flight secondary ion mass spectroscopy. These chemical composition techniques were used to examine the evolution of the metal contacts in order to verify the influence the metals have on the electrical properties of the diodes. The insertion of Ir as a diffusion barrier between Ni and Au effected the electrical properties, improving the stability of the contacts at high temperatures. Gold diffused into the AlGaN film, degrading the electrical properties of the Ni/Au diode. At 500 °C, the insertion of Ir, however, prevented the in-diffusion of Au into the AlGaN substrate.

Uptake of Au(III) Ions by Aluminum Hydroxide and Their Spontaneous Reduction to Elemental Gold (Au(0)).

Science.gov (United States)

Yokoyama; Matsukado; Uchida; Motomura; Watanabe; Izawa

2001-01-01

The behavior of AuCl(4)(-) ions during the formation of aluminum hydroxide at pH 6 was examined. With an increase in NaCl concentration, the content of gold taken up by aluminum hydroxide decreased, suggesting that chloro-hydroxy complexes of Au(III) ion were taken up due to the formation of Al-O-Au bonds. It was found unexpectedly that the Au(III) ions taken up were spontaneously reduced to elemental gold without addition of a specific reducing reagent and then colloidal gold particles were formed. The mechanisms for the uptake of Au(III) ions by aluminum hydroxide and for their spontaneous reduction are discussed. Copyright 2001 Academic Press.

Twitter as driver of stock price

OpenAIRE

Jubbega, Annika

2012-01-01

The goal of this research is to examine the dynamic relationship of Twitter and stock price, by examining the effects for the ten most valuable brands according Interbrand (2010): Coca-Cola, IBM, Microsoft, Google, McDonald’s, Intel, Nokia, Disney, Toyota and Cisco. A VAR modelling approach captures the short and long term effects of Twitter to stock price and stock price to Twitter. Effects were found for 5 of the 10 brand. For Coca-Cola and Toyota, the number of brand sentiment tweets dri...

STOCK PRICES, 1900-1995: THE REAL AND NOMINAL STORY

Directory of Open Access Journals (Sweden)

Kenneth Weiher

2000-01-01

Full Text Available Prompted by the inflation-adjusted Dow Jones Industrials Average setting its first record high in almost thirty years in 1995, this paper studies the impact of inflation on nominal and real stock prices from a theoretical, historical, and empirical perspective. While stocks are an excellent longterm hedge against inflation, nominal stock prices stagnate and real stock prices fall during a period of rapid inflation. Both nominal and real stockprices then go through a catch-up phase during the subsequent disinflation period. The history for this century is consistent with this pattern. Regression analysis between real and nominal stock prices as the dependent variables and inflation as the independent variable shows statistically significant evidence that (a nominal stock returns are positively related to inflation while real stock returns are not; and (b both nominal and real stock returns are negatively related to accelerations of inflation and positively related to decelerations.

Stochastic GARCH dynamics describing correlations between stocks

Science.gov (United States)

Prat-Ortega, G.; Savel'ev, S. E.

2014-09-01

The ARCH and GARCH processes have been successfully used for modelling price dynamics such as stock returns or foreign exchange rates. Analysing the long range correlations between stocks, we propose a model, based on the GARCH process, which is able to describe the main characteristics of the stock price correlations, including the mean, variance, probability density distribution and the noise spectrum.

Emerging interdependence between stock values during financial crashes

OpenAIRE

Rocchi, Jacopo; Tsui, Enoch Yan Lok; Saad, David

2016-01-01

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures to extract direct influences between multiple time series, we compute the information flow across stock values to identify several different regimes. While small information flows is detected in most of the period, a dramatically different situation occurs...

SENSITIVITY OF THE INVESTOR'S TOWARDS STOCK MARKET INVESTMENT

OpenAIRE

M. Jaya

2017-01-01

Investment in stock market has become a common phenomenon for all the individuals. The growth of stock market contributes to national economic growth only when this growth translates into increased mobilization of resources, return from investment, and minimizing the risk attached to stock market investment. This survey has been conducted to find out the stock market investment pattern and risk diversification of retail equity investors. A well structured questionnaire which is pilot teste...

Fundmental Analysis for Stock Price Valuation by Using Price Earnings Ratio Method (Study at Mining Companies Listed on Indonesian Stock Exchange Year 2011-2013)

OpenAIRE

Wahyuningtyas, Rovi; Suhadak,; Hidayat, Raden Rustam

2015-01-01

The research was conducted based on the misprice on the investment of stock. The misprice of investment on stock can be reduced with evaluate the reasonable of stock price by using fundamental analysis. The fundamental analysis that used in this research is Price Earnings Ratio (PER) method. The PER method aim to know the reasonableness of stock price with compare the intrinsic value of stock and the stock market price. The research is descriptive quantitative method. The research takes the s...

Determination of the exchange capacity of soils using radio-strontium; Determination de la capacite d'echange des sols au moyen du radio-strontium

Energy Technology Data Exchange (ETDEWEB)

Grauby, A; Saas, A [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1964-07-01

In order to improve the technique and in particular to reduce the time required for measuring the exchange capacity of soils, the authors have developed a rapid measurement method based on the use of radio-active tracers. The element chosen for showing the occurrence of exchangeable bases is radio-strontium; it can displace the ions Ca{sup ++}, Mg{sup ++}, Na{sup ++}, K{sup +} from the soil. The use of a de-sorbent, barium chloride, makes it possible to recover the strontium fixed. A comparison of the results obtained using the two methods appears to be very satisfactory. The conventional method requires from 1 1/2 to 2 days - the radio-strontium method requires only 3 hours with the possibility also of carrying out large series of measurements. (authors) [French] Pour ameliorer la technique et surtout reduire le temps de manipulation que necessite la mesure de la capacite d'echange des sols, les auteurs ont mis au point une methode de mesure rapide qui fait appel aux traceurs radioactifs. C'est le radio-strontium qui a ete choisi pour la mise en evidence des bases echangeables. Il permet de deplacer les ions Ca{sup ++}, Mg{sup ++}, Na{sup ++}, K{sup +} du sol. Un desorbant, le chlorure de baryum, permet de recuperer la quantite du strontium fixe. La comparaison des resultats obtenus par les deux methodes semble tres satisfaisante. La methode classique necessite 1 jour et demi a 2 jours - la methode radiostrontium exige seulement 3 heures avec la possibilite de grandes series. (auteurs)

Alternatives in international diversification for investment portfolios focused in stocks of Lima Stock Exchange

OpenAIRE

Juan Carlos Ames Santillán

2012-01-01

This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange General Index, Dow Jones Industrial Average, Gold, Cooper, Fixed Income Instruments of Peruvian government and savings in Peruvian financial institutions. The paper concludes that risk of investment in local portfolio reduces as a consequence of diversification, gold is an important asset and contributes to reduce portfolio risk.

Substrate-dependent Au{sub x} cluster: A new insight into Au{sub x}/CeO{sub 2}

Energy Technology Data Exchange (ETDEWEB)

Zhu, Kong-Jie; Yang, Yan-Ju [School of Chemistry and Life Science, Zhejiang Normal University, Jinhua 321004 (China); Lang, Jia-Jian [School of Chemistry and Life Science, Zhejiang Normal University, Jinhua 321004 (China); Engineering Laboratory of Specialty Fibers and Nuclear Energy Materials, Ningbo Institute of Materials Technology and Engineering, Chinese Academy of Sciences, Ningbo, Zhejiang 315201 (China); Teng, Bo-Tao, E-mail: tbt@zjnu.cn [School of Chemistry and Life Science, Zhejiang Normal University, Jinhua 321004 (China); Wu, Feng-Min [School of Chemistry and Life Science, Zhejiang Normal University, Jinhua 321004 (China); Du, Shi-Yu [Engineering Laboratory of Specialty Fibers and Nuclear Energy Materials, Ningbo Institute of Materials Technology and Engineering, Chinese Academy of Sciences, Ningbo, Zhejiang 315201 (China); Wen, Xiao-Dong, E-mail: wxd@sxicc.ac.cn [State Key Laboratory of Coal Conversion, Institute of Coal Chemistry, Chinese Academy of Sciences, Taiyuan 030001 (China)

2016-11-30

Graphical abstract: 2D Au{sub x} (x < 10) on CeO{sub 2}(110) are more stable than 3D ones, while the stability trend changes for x ≥ 10; Au{sub x} (x ≤ 4) prefer to monatomically disperse on CeO{sub 2}(100) and aggregate to 3D clusters for x > 4. - Highlights: • The stable structures of Au{sub x}/CeO{sub 2} are dependent of index surfaces of CeO{sub 2}. • Au{sub x} prefers to monatomically disperse on CeO{sub 2}(100) at low coverage. • Au{sub x} aggregates to 3D clusters on CeO{sub 2}(100) at high coverage. • 2D Au{sub x} (x < 10) are more stable than the 3D ones on CeO{sub 2}(110). • The effects on the stability of Au{sub x}/CeO{sub 2} are systematically discussed. - Abstract: To theoretically study the structures of metal clusters on oxides is very important and becomes one of the most challenging works in computational heterogeneous catalysis since many factors affect their structures and lead to various possibilities. In this work, it is very interesting to find that the stable structures and stability evolution of Au{sub x} clusters on ceria are varied with different index surfaces of CeO{sub 2}. The corresponding reasons in chemical, geometric and electronic properties are systematically explored. Au{sub x} (x = 1–4) clusters prefer to separately disperse at the O-O bridge sites on CeO{sub 2}(100) due to the low coordination number of surface O; while aggregate due to the strong Au–Au attractions when x is larger than 4. Owing to the uniform distribution of O-O bridge sites on CeO{sub 2}(111) and (100), the most stable configurations of Au{sub x} are 3D structures with bottom atoms more than top ones when x is larger than 4. However, 2D configurations of Au{sub x}/CeO{sub 2}(110) (x < 10) are more stable than the corresponding 3D structures due to the particular O-O arrangement on CeO{sub 2}(110). 3D Au{sub x} clusters across O-O-Y lines are suggested as the most stable configurations for Au{sub x}/CeO{sub 2}(110) (x ≥ 10). The present

Thiol ligand-induced transformation of Au38(SC2H4Ph)24 to Au36(SPh-t-Bu)24.

Science.gov (United States)

Zeng, Chenjie; Liu, Chunyan; Pei, Yong; Jin, Rongchao

2013-07-23

We report a disproportionation mechanism identified in the transformation of rod-like biicosahedral Au38(SCH2CH2Ph)24 to tetrahedral Au36(TBBT)24 nanoclusters. Time-dependent mass spectrometry and optical spectroscopy analyses unambiguously map out the detailed size-conversion pathway. The ligand exchange of Au38(SCH2CH2Ph)24 with bulkier 4-tert-butylbenzenethiol (TBBT) until a certain extent starts to trigger structural distortion of the initial biicosahedral Au38(SCH2CH2Ph)24 structure, leading to the release of two Au atoms and eventually the Au36(TBBT)24 nanocluster with a tetrahedral structure, in which process the number of ligands is interestingly preserved. The other product of the disproportionation process, i.e., Au40(TBBT)m+2(SCH2CH2Ph)24-m, was concurrently observed as an intermediate, which was the result of addition of two Au atoms and two TBBT ligands to Au38(TBBT)m(SCH2CH2Ph)24-m. The reaction kinetics on the Au38(SCH2CH2Ph)24 to Au36(TBBT)24 conversion process was also performed, and the activation energies of the structural distortion and disproportionation steps were estimated to be 76 and 94 kJ/mol, respectively. The optical absorption features of Au36(TBBT)24 are interpreted on the basis of density functional theory simulations.

Fractal patterns in Stock Intertrading Times

Science.gov (United States)

White, Ainslie; Lee, Youngki; Ivanov, Plamen Ch.

2003-03-01

We study intertrades times (ITT) of stock trades of a range of companies included in the New York Stock Exchange's Trades and Quotes (TAQ) database. The time between transactions is an indicator of the dynamics of the market, and in the field of econometrics, intertrade durations play a key role in the understanding of the market activity and microstructure. Previous work has mainly focused on the properties of price changes of individual company stocks as well as global financial indices (e.g. SP500, DJ etc.). We hypothesize that there is a relation between the dynamics of price change and the trading activity. To investigate this relation we first study the statistical features of ITT data. The TAQ database covers all transactions on the NSE, AMEX, NASDAQ and the US regional exchanges. We have performed a preliminary analysis of 100 company stocks from a range of industries of the US economy selecting predominantly those companies which have large market capitalisations (MC). We focus on companies with large MC, since the dynamics of the price change and trading activity of stocks of such companies has a considerable impact on the market behaviour.

Combining Stocks and Flows of Knowledge

DEFF Research Database (Denmark)

Ambos, Tina C.; Nell, Phillip Christopher; Pedersen, Torben

In the area of knowledge management and knowledge governance, previous research has mostly focused on either knowledge stocks or knowledge flows of firms or organizational units. Contrary to this work, our study is among the first to integrate these two perspectives in order to shed light...... on the complementarity effects of different types of knowledge stocks and flows in the multinational corporation (MNC). We investigate intra-functional as well as cross-functional complementarity effects from the perspective of the knowledge recipient. We test the impact of stocks on flows on the benefit that is created...... for MNC units. Based on a comprehensive sample of 324 relationships between MNC units we find that both types of complementarity create benefits for these units, but that the effects from intra-functional combinations of knowledge stocks and flows are significantly stronger than from cross...

Diffusion of 1,4-butanedithiol radicals on Au(111) and Au(100): A DFT-based comparison

Energy Technology Data Exchange (ETDEWEB)

Franke, Andreas; Pehlke, Eckhard [Institut fuer Theoretische Physik und Astrophysik, Universitaet Kiel, 24098 Kiel (Germany)

2010-07-01

Organic molecules chemisorbed on surfaces hold the perspective of surface functionalization. The 1,4-butanedithiol radical chemisorbed at the Au(111) or Au(100) surface serves as a model system for the S-Au molecule-substrate bond. Density functional total-energy calculations have been carried out for the chemisorption of the radical on the unreconstructed Au surfaces, which are both known to be stabilized under electrochemical conditions. Local minima with close-by energies indicate multi-valley potential-energy surfaces, which originate from the interplay between the two S-Au adsorbate-substrate bonds and the internal degrees of freedom of the butanedithiol radical. Diffusion paths of the radical on both Au surfaces have been calculated within DFT using VASP. The diffusion barriers for translation and rotation of the radical differ. They can be fine-tuned by varying the applied potential in the electrochemical cell. This is considered theoretically by inspecting the variation of the dipole moment along the reaction paths. Consequences for the dynamics of succeeding diffusion hops are discussed.

Flow and bose-einstein correlations in Au-Au collisions at RHIC

Science.gov (United States)

Phobos Collaboration; Manly, Steven; Back, B. B.; Baker, M. D.; Barton, D. S.; Betts, R. R.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Decowski, M. P.; Garcia, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Henderson, C.; Hofman, D.; Hollis, R. S.; Hołyinski, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Michałowski, J.; Mignerey, A.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steadman, S. G.; Steinberg, P.; Stephans, G. S. F.; Stodulski, M.; Sukhanov, A.; Tang, J.-L.; Teng, R.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wadsworth, B.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wuosmaa, A. H.; Wysłouch, B.

2003-03-01

Argonne flow and Bose-Einstein correlations have been measured in Au-Au collisions at S=130 and 200 GeV using the PHOBOS detector at RHIC. The systematic dependencies of the flow signal on the transverse momentum, pseudorapidity, and centrality of the collision, as well as the beam energy are shown. In addition, results of a 3-dimensional analysis of two-pion correlations in the 200 GeV data are presented.

Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? Evidence using a bivariate analysis

OpenAIRE

Wang Kuan-Min; Lai Hung-Cheng

2013-01-01

This paper extends recent investigations into risk contagion effects on stock markets to the Vietnamese stock market. Daily data spanning October 9, 2006 to May 3, 2012 are sourced to empirically validate the contagion effects between stock markets in Vietnam, and China, Japan, Singapore, and the US. To facilitate the validation of contagion effects with market-related coefficients, this paper constructs a bivariate EGARCH model of dynamic conditional correlation coefficients. Using the...

Transverse velocity scaling in 197Au+197Au fragmentation

International Nuclear Information System (INIS)

Lukasik, J.; Hudan, S.; Lavaud, F.

2002-07-01

Invariant transverse-velocity spectra of intermediate-mass fragments were measured with the 4π multi-detector system INDRA for collisions of 197 Au on 197 Au at incident energies between 40 and 150 MeV per nucleon. Their scaling properties as a function of incident energy and atomic number Z are used to distinguish and characterize the emissions in (i) peripheral collisions at the projectile and target rapidities, and in (ii) central and (iii) peripheral collisions near mid-rapidity. The importance of dynamical effects is evident in all three cases and their origin is discussed. (orig.)

U.S. monetary shocks and global stock prices

NARCIS (Netherlands)

Laeven, L.; Tong, H.

2012-01-01

This paper studies how US monetary policy affects global stock prices. We find that global stock prices respond strongly to changes in US interest rates, with stock prices increasing (decreasing) following unexpected monetary loosening (tightening). This impact is more pronounced for sectors that

In-use product stocks link manufactured capital to natural capital.

Science.gov (United States)

Chen, Wei-Qiang; Graedel, T E

2015-05-19

In-use stock of a product is the amount of the product in active use. In-use product stocks provide various functions or services on which we rely in our daily work and lives, and the concept of in-use product stock for industrial ecologists is similar to the concept of net manufactured capital stock for economists. This study estimates historical physical in-use stocks of 91 products and 9 product groups and uses monetary data on net capital stocks of 56 products to either approximate or compare with in-use stocks of the corresponding products in the United States. Findings include the following: (i) The development of new products and the buildup of their in-use stocks result in the increase in variety of in-use product stocks and of manufactured capital; (ii) substitution among products providing similar or identical functions reflects the improvement in quality of in-use product stocks and of manufactured capital; and (iii) the historical evolution of stocks of the 156 products or product groups in absolute, per capita, or per-household terms shows that stocks of most products have reached or are approaching an upper limit. Because the buildup, renewal, renovation, maintenance, and operation of in-use product stocks drive the anthropogenic cycles of materials that are used to produce products and that originate from natural capital, the determination of in-use product stocks together with modeling of anthropogenic material cycles provides an analytic perspective on the material linkage between manufactured capital and natural capital.

Apprentissages techniques : L'apprentissage au CERN

CERN Multimedia

2004-01-01

APPRENTISSAGES TECHNIQUES GESTION ET DEVELOPPEMENT DU PERSONNEL HR/PMD L'APPRENTISSAGE AU CERN pour les professions d'électronicien(ne) et de laborantin(e) en physique L'apprentissage au CERN est régi par les lois, règlements et contrats en vigueur dans le Canton de Genève. En cas de réussite à l'examen de fin d'apprentissage, les apprentis obtiennent le Certificat Fédéral de Capacité Suisse (CFC). 7 places au total sont ouvertes au recrutement pour les deux professions. L'apprentissage dure 4 ans. Minima requis pour faire acte de candidature : • avoir au moins 15 ans et moins de 21 ans à la date de début de l'apprentissage • avoir terminé la scolarité obligatoire, au minimum 9ème du Cycle d'orientation genevois (3ème en France) • être ressortissant d'un pays membre du CERN (Allemagne, Autriche, Belgiqu...

Photoinduced Glycerol Oxidation over Plasmonic Au and AuM (M = Pt, Pd and Bi) Nanoparticle-Decorated TiO2 Photocatalysts

Science.gov (United States)

Jedsukontorn, Trin; Saito, Nagahiro; Hunsom, Mali

2018-01-01

In this study, sol-immobilization was used to prepare gold nanoparticle (Au NP)-decorated titanium dioxide (TiO2) photocatalysts at different Au weight % (wt. %) loading (Aux/TiO2, where x is the Au wt. %) and Au–M NP-decorated TiO2 photocatalysts (Au3M3/TiO2), where M is bismuth (Bi), platinum (Pt) or palladium (Pd) at 3 wt. %. The Aux/TiO2 photocatalysts exhibited a stronger visible light absorption than the parent TiO2 due to the localized surface plasmon resonance effect. Increasing the Au content from 1 wt. % to 7 wt. % led to increased visible light absorption due to the increasing presence of defective structures that were capable of enhancing the photocatalytic activity of the as-prepared catalyst. The addition of Pt and Pd coupled with the Au3/TiO2 to form Au3M3/TiO2 improved the photocatalytic activity of the Au3/TiO2 photocatalyst by maximizing their light-absorption property. The Au3/TiO2, Au3Pt3/TiO2 and Au3Pd3/TiO2 photocatalysts promoted the formation of glyceraldehyde from glycerol as the principle product, while Au3Bi3/TiO2 facilitated glycolaldehyde formation as the major product. Among all the prepared photocatalysts, Au3Pd3/TiO2 exhibited the highest photocatalytic activity with a 98.75% glycerol conversion at 24 h of reaction time. PMID:29690645

Value Investing in the Stock Market of Thailand

Directory of Open Access Journals (Sweden)

Gerardo “Gerry” Alfonso Perez

2017-11-01

Full Text Available Value investment and growth investment have attracted a large amount of research in recent decades, but most of this research focuses on the U.S. and Europe. This article covers the Thai stock market which has very different characteristics compared to western markets and even South East Asian countries such as Indonesia or Malaysia. Among South East Asian countries, Thailand has one of the most dynamic capital markets. In order to see if some well-known trends in other markets exist in Thailand the performance of value and growth stocks in the Thai market were analyzed for a period of 17 years using existing style indexes (MSCI as well as creating portfolios using individual stocks. For this entire period, when using the indexes, returns are statistically significant superior for value stocks compared to growth stocks. However, when analyzing the performance of the market in any given calendar year from 1999 to 2016, the results are much more mixed with in fact growth stocks outperforming in several of those years. Interestingly, when building portfolios using criteria such as low P/E or low P/B the results are not statistically different. Suggesting perhaps that the classification into value or growth stocks is more complex than it would appear. One of the common assumptions of value investing is that those stocks outperform over long periods of time. It might well be that in the Thai case one year is not a long enough period for value stocks to outperform. While there have been some clear efforts over recent years to modernize the stock market of Thailand, it remains relatively underdeveloped, particularly when compared to markets such as the U.S. Hence, its behavior regarding value versus growth investment might be rather different.

Near-infrared-responsive, superparamagnetic Au@Co nanochains

Directory of Open Access Journals (Sweden)

Varadee Vittur

2017-08-01

Full Text Available This manuscript describes a new type of nanomaterial, namely superparamagnetic Au@Co nanochains with optical extinctions in the near infrared (NIR. The Au@Co nanochains were synthesized via a one-pot galvanic replacement route involving a redox-transmetalation process in aqueous medium, where Au salt was reduced to form Au shells on Co seed templates, affording hollow Au@Co nanochains. The Au shells serve not only as a protective coating for the Co nanochain cores, but also to give rise to the optical properties of these unique nanostructures. Importantly, these bifunctional, magneto-optical Au@Co nanochains combine the advantages of nanophotonics (extinction at ca. 900 nm and nanomagnetism (superparamagnetism and provide a potentially useful new nanoarchitecture for biomedical or catalytic applications that can benefit from both activation by light and manipulation using an external magnetic field.

Efficient Circulation of Railway Rolling Stock

NARCIS (Netherlands)

Alfieri, A.; Groot, R.; Kroon, L.G.; Schrijver, A.

2006-01-01

Railway rolling stock (locomotives, carriages, and train units) is one of the most significant cost sources for operatorsof passenger trains, both public and private. Rolling stock costsare due to material acquisition, power supply, and material maintenance. The efficient circulation of rolling

Efficient Circulation of Railway Rolling Stock

NARCIS (Netherlands)

A. Alfieri (Arianna); R. Groot (Rutger); L.G. Kroon (Leo); A. Schrijver (Lex)

2002-01-01

textabstractRailway rolling stock (locomotives, carriages, and train units) is one of the most significant cost sources for operatorsof passenger trains, both public and private. Rolling stock costsare due to material acquisition, power supply, and material maintenance. The efficient circulation of

Microstructural evolution of Au/TiO{sub 2} nanocomposite films: The influence of Au concentration and thermal annealing

Energy Technology Data Exchange (ETDEWEB)

Borges, J., E-mail: joelborges@fisica.uminho.pt [Instituto Pedro Nunes, Laboratório de Ensaios, Desgaste e Materiais, Rua Pedro Nunes, 3030-199 Coimbra (Portugal); SEG-CEMUC, Mechanical Engineering Department, University of Coimbra, 3030-788 Coimbra (Portugal); Centro/Departamento de Física, Universidade do Minho, Campus de Gualtar, 4710-057 Braga (Portugal); Kubart, T.; Kumar, S.; Leifer, K. [Solid-State Electronics, Department of Engineering Sciences, Uppsala University, P.O. Box 534, Uppsala SE-751 21 (Sweden); Rodrigues, M.S. [Instituto Pedro Nunes, Laboratório de Ensaios, Desgaste e Materiais, Rua Pedro Nunes, 3030-199 Coimbra (Portugal); Centro/Departamento de Física, Universidade do Minho, Campus de Gualtar, 4710-057 Braga (Portugal); Duarte, N.; Martins, B.; Dias, J.P. [Instituto Pedro Nunes, Laboratório de Ensaios, Desgaste e Materiais, Rua Pedro Nunes, 3030-199 Coimbra (Portugal); Cavaleiro, A. [SEG-CEMUC, Mechanical Engineering Department, University of Coimbra, 3030-788 Coimbra (Portugal); Vaz, F. [SEG-CEMUC, Mechanical Engineering Department, University of Coimbra, 3030-788 Coimbra (Portugal); Centro/Departamento de Física, Universidade do Minho, Campus de Gualtar, 4710-057 Braga (Portugal)

2015-04-01

Nanocomposite thin films consisting of a dielectric matrix, such as titanium oxide (TiO{sub 2}), with embedded gold (Au) nanoparticles were prepared and will be analysed and discussed in detail in the present work. The evolution of morphological and structural features was studied for a wide range of Au concentrations and for annealing treatments in air, for temperatures ranging from 200 to 800 °C. Major findings revealed that for low Au atomic concentrations (at.%), there are only traces of clustering, and just for relatively high annealing temperatures, T ≥ 500 °C. Furthermore, the number of Au nanoparticles is extremely low, even for the highest annealing temperature, T = 800 °C. It is noteworthy that the TiO{sub 2} matrix also crystallizes in the anatase phase for annealing temperatures above 300 °C. For intermediate Au contents (5 at.% ≤ C{sub Au} ≤ 15 at.%), the formation of gold nanoclusters was much more evident, beginning at lower annealing temperatures (T ≥ 200 °C) with sizes ranging from 2 to 25 nm as the temperature increased. A change in the matrix crystallization from anatase to rutile was also observed in this intermediate range of compositions. For the highest Au concentrations (> 20 at.%), the films tended to form relatively larger clusters, with sizes above 20 nm (for T ≥ 400 °C). It is demonstrated that the structural and morphological characteristics of the films are strongly affected by the annealing temperature, as well as by the particular amounts, size and distribution of the Au nanoparticles dispersed in the TiO{sub 2} matrix. - Highlights: • Au:TiO{sub 2} films were produced by magnetron sputtering and post-deposition annealing. • The Au concentration in the films increases with the Au pellet area. • Annealing induced microstructural changes in the films. • The nanoparticle size evolution with temperature depends on the Au concentration.

Stock Market Manipulation on the Hong Kong Stock Exchange

Directory of Open Access Journals (Sweden)

Dionigi Gerace

2014-10-01

Full Text Available This study is the first to empirically examine stock market manipulation on the Hong Kong Stock Exchange. The dataset contains 40 cases of market manipulation from 1996 to 2009 that were successfully prosecuted by the Hong Kong Securities & Futures Commission. Manipulation is found to negatively impact market efficiency measures such as the bid-ask spread and volatility. Markets appear incapable of efficiently responding to the presence of manipulators and are characterised by information asymmetry. Manipulators were successfully able to raise prices and exit the market. This finding contradicts views that trade-based manipulation is entirely unprofitable and self-deterring. The victimisation of information-seeking investors and the market as a whole provides a strong rationale for all jurisdictions, including Australia, to have effective laws that prohibit manipulation and for robust enforcement of those laws to further deter market manipulation.

Epitaxial growth of zigzag PtAu alloy surface on Au nano-pentagrams with enhanced Pt utilization and electrocatalytic performance toward ethanol oxidation reaction

International Nuclear Information System (INIS)

Du, Cheng; Gao, Xiaohui; Zhuang, Zhihua; Cheng, Chunfeng; Zheng, Fuqin; Li, Xiaokun; Chen, Wei

2017-01-01

Highlights: • PtAu nanoalloy surface is heteroepitaxially grown on the pre-synthesized Au nano-pentagrams. • The PtAu/Au nano-pentagrams exhibit excellent electrocatalytic activity for ethanol oxidation. • The charge transfer resistance of PtAu/Au is lower than that of commercial Pt/C. • The durability and anti-poisoning ability of PtAu/Au is much better than those of commercial Pt/C - Abstract: Improving Pt utilization is of fundamental importance for many significant processes in energy conversion, which is strongly dependent on the surface structure of used catalysts. Based on the traditional Pt-on-Au system which has been proved to be an ideal nanostructure for improving the catalytic activity and stability of Pt, and the recent follow-up studies on this system, we introduce here a new strategy for fabricating Pt surface with high-index facets over the Pt-on-Au system. To achieve this goal, we elaborately designed and fabricated a unique zigzag PtAu alloy nanosurface on Au nano-pentagrams (PtAu/Au NPs) through epitaxial growth of Pt along the high-index facets on the pre-synthesized Au nano-pentagrams. Owing to the surface electronic interaction between Au and Pt and the exposed high-index facets from the unique morphology of zigzag PtAu alloy nanosurface, the as-prepared PtAu/Au NPs exhibited excellent electrocatalytic performance toward ethanol oxidation reaction (EOR) in alkaline condition. The specific activity (8.3 mA cm"−"2) and mass activity (4.4 A mg"−"1) obtained from PtAu/Au NPs are about 5.2 and 5.5 times, respectively, higher than those from commercial Pt/C for EOR.

The risks and returns of stock investment in a financial market

Science.gov (United States)

Li, Jiang-Cheng; Mei, Dong-Cheng

2013-03-01

The risks and returns of stock investment are discussed via numerically simulating the mean escape time and the probability density function of stock price returns in the modified Heston model with time delay. Through analyzing the effects of delay time and initial position on the risks and returns of stock investment, the results indicate that: (i) There is an optimal delay time matching minimal risks of stock investment, maximal average stock price returns and strongest stability of stock price returns for strong elasticity of demand of stocks (EDS), but the opposite results for weak EDS; (ii) The increment of initial position recedes the risks of stock investment, strengthens the average stock price returns and enhances stability of stock price returns. Finally, the probability density function of stock price returns and the probability density function of volatility and the correlation function of stock price returns are compared with other literatures. In addition, good agreements are found between them.

12 CFR 931.3 - Minimum investment in capital stock.

Science.gov (United States)

2010-01-01

... 12 Banks and Banking 7 2010-01-01 2010-01-01 false Minimum investment in capital stock. 931.3... CAPITAL STANDARDS FEDERAL HOME LOAN BANK CAPITAL STOCK § 931.3 Minimum investment in capital stock. (a) A Bank shall require each member to maintain a minimum investment in the capital stock of the Bank, both...

Observation of D0 meson nuclear modifications in Au+Au collisions at sqrt[s(NN)] = 200 GeV.

Science.gov (United States)

Adamczyk, L; Adkins, J K; Agakishiev, G; Aggarwal, M M; Ahammed, Z; Alekseev, I; Alford, J; Anson, C D; Aparin, A; Arkhipkin, D; Aschenauer, E C; Averichev, G S; Banerjee, A; Beavis, D R; Bellwied, R; Bhasin, A; Bhati, A K; Bhattarai, P; Bichsel, H; Bielcik, J; Bielcikova, J; Bland, L C; Bordyuzhin, I G; Borowski, W; Bouchet, J; Brandin, A V; Brovko, S G; Bültmann, S; Bunzarov, I; Burton, T P; Butterworth, J; Caines, H; Calderón de la Barca Sánchez, M; Cebra, D; Cendejas, R; Cervantes, M C; Chaloupka, P; Chang, Z; Chattopadhyay, S; Chen, H F; Chen, J H; Chen, L; Cheng, J; Cherney, M; Chikanian, A; Christie, W; Chwastowski, J; Codrington, M J M; Contin, G; Cramer, J G; Crawford, H J; Cui, X; Das, S; Davila Leyva, A; De Silva, L C; Debbe, R R; Dedovich, T G; Deng, J; Derevschikov, A A; Derradi de Souza, R; Dhamija, S; di Ruzza, B; Didenko, L; Dilks, C; Ding, F; Djawotho, P; Dong, X; Drachenberg, J L; Draper, J E; Du, C M; Dunkelberger, L E; Dunlop, J C; Efimov, L G; Engelage, J; Engle, K S; Eppley, G; Eun, L; Evdokimov, O; Eyser, O; Fatemi, R; Fazio, S; Fedorisin, J; Filip, P; Finch, E; Fisyak, Y; Flores, C E; Gagliardi, C A; Gangadharan, D R; Garand, D; Geurts, F; Gibson, A; Girard, M; Gliske, S; Greiner, L; Grosnick, D; Gunarathne, D S; Guo, Y; Gupta, A; Gupta, S; Guryn, W; Haag, B; Hamed, A; Han, L-X; Haque, R; Harris, J W; Heppelmann, S; Hirsch, A; Hoffmann, G W; Hofman, D J; Horvat, S; Huang, B; Huang, H Z; Huang, X; Huck, P; Humanic, T J; Igo, G; Jacobs, W W; Jang, H; Judd, E G; Kabana, S; Kalinkin, D; Kang, K; Kauder, K; Ke, H W; Keane, D; Kechechyan, A; Kesich, A; Khan, Z H; Kikola, D P; Kisel, I; Kisiel, A; Koetke, D D; Kollegger, T; Konzer, J; Koralt, I; Kotchenda, L; Kraishan, A F; Kravtsov, P; Krueger, K; Kulakov, I; Kumar, L; Kycia, R A; Lamont, M A C; Landgraf, J M; Landry, K D; Lauret, J; Lebedev, A; Lednicky, R; Lee, J H; LeVine, M J; Li, C; Li, W; Li, X; Li, X; Li, Y; Li, Z M; Lisa, M A; Liu, F; Ljubicic, T; Llope, W J; Lomnitz, M; Longacre, R S; Luo, X; Ma, G L; Ma, Y G; Madagodagettige Don, D M M D; Mahapatra, D P; Majka, R; Margetis, S; Markert, C; Masui, H; Matis, H S; McDonald, D; McShane, T S; Minaev, N G; Mioduszewski, S; Mohanty, B; Mondal, M M; Morozov, D A; Mustafa, M K; Nandi, B K; Nasim, Md; Nayak, T K; Nelson, J M; Nigmatkulov, G; Nogach, L V; Noh, S Y; Novak, J; Nurushev, S B; Odyniec, G; Ogawa, A; Oh, K; Ohlson, A; Okorokov, V; Oldag, E W; Olvitt, D L; Pachr, M; Page, B S; Pal, S K; Pan, Y X; Pandit, Y; Panebratsev, Y; Pawlak, T; Pawlik, B; Pei, H; Perkins, C; Peryt, W; Pile, P; Planinic, M; Pluta, J; Poljak, N; Porter, J; Poskanzer, A M; Pruthi, N K; Przybycien, M; Pujahari, P R; Putschke, J; Qiu, H; Quintero, A; Ramachandran, S; Raniwala, R; Raniwala, S; Ray, R L; Riley, C K; Ritter, H G; Roberts, J B; Rogachevskiy, O V; Romero, J L; Ross, J F; Roy, A; Ruan, L; Rusnak, J; Rusnakova, O; Sahoo, N R; Sahu, P K; Sakrejda, I; Salur, S; Sandweiss, J; Sangaline, E; Sarkar, A; Schambach, J; Scharenberg, R P; Schmah, A M; Schmidke, W B; Schmitz, N; Seger, J; Seyboth, P; Shah, N; Shahaliev, E; Shanmuganathan, P V; Shao, M; Sharma, B; Shen, W Q; Shi, S S; Shou, Q Y; Sichtermann, E P; Singaraju, R N; Skoby, M J; Smirnov, D; Smirnov, N; Solanki, D; Sorensen, P; Spinka, H M; Srivastava, B; Stanislaus, T D S; Stevens, J R; Stock, R; Strikhanov, M; Stringfellow, B; Sumbera, M; Sun, X; Sun, X M; Sun, Y; Sun, Z; Surrow, B; Svirida, D N; Symons, T J M; Szelezniak, M A; Takahashi, J; Tang, A H; Tang, Z; Tarnowsky, T; Thomas, J H; Timmins, A R; Tlusty, D; Tokarev, M; Trentalange, S; Tribble, R E; Tribedy, P; Trzeciak, B A; Tsai, O D; Turnau, J; Ullrich, T; Underwood, D G; Van Buren, G; van Nieuwenhuizen, G; Vandenbroucke, M; Vanfossen, J A; Varma, R; Vasconcelos, G M S; Vasiliev, A N; Vertesi, R; Videbæk, F; Viyogi, Y P; Vokal, S; Vossen, A; Wada, M; Wang, F; Wang, G; Wang, H; Wang, J S; Wang, X L; Wang, Y; Wang, Y; Webb, G; Webb, J C; Westfall, G D; Wieman, H; Wissink, S W; Witt, R; Wu, Y F; Xiao, Z; Xie, W; Xin, K; Xu, H; Xu, J; Xu, N; Xu, Q H; Xu, Y; Xu, Z; Yan, W; Yang, C; Yang, Y; Yang, Y; Ye, Z; Yepes, P; Yi, L; Yip, K; Yoo, I-K; Yu, N; Zawisza, Y; Zbroszczyk, H; Zha, W; Zhang, J B; Zhang, J L; Zhang, S; Zhang, X P; Zhang, Y; Zhang, Z P; Zhao, F; Zhao, J; Zhong, C; Zhu, X; Zhu, Y H; Zoulkarneeva, Y; Zyzak, M

2014-10-03

We report the first measurement of charmed-hadron (D(0)) production via the hadronic decay channel (D(0) → K(-) + π(+)) in Au+Au collisions at sqrt[s(NN)] = 200 GeV with the STAR experiment. The charm production cross section per nucleon-nucleon collision at midrapidity scales with the number of binary collisions, N(bin), from p+p to central Au+Au collisions. The D(0) meson yields in central Au + Au collisions are strongly suppressed compared to those in p+p scaled by N(bin), for transverse momenta p(T) > 3 GeV/c, demonstrating significant energy loss of charm quarks in the hot and dense medium. An enhancement at intermediate p(T) is also observed. Model calculations including strong charm-medium interactions and coalescence hadronization describe our measurements.

Observation of D0 Meson Nuclear Modifications in Au +Au Collisions at √sNN =200 GeV

Science.gov (United States)

Adamczyk, L.; Adkins, J. K.; Agakishiev, G.; Aggarwal, M. M.; Ahammed, Z.; Alekseev, I.; Alford, J.; Anson, C. D.; Aparin, A.; Arkhipkin, D.; Aschenauer, E. C.; Averichev, G. S.; Banerjee, A.; Beavis, D. R.; Bellwied, R.; Bhasin, A.; Bhati, A. K.; Bhattarai, P.; Bichsel, H.; Bielcik, J.; Bielcikova, J.; Bland, L. C.; Bordyuzhin, I. G.; Borowski, W.; Bouchet, J.; Brandin, A. V.; Brovko, S. G.; Bültmann, S.; Bunzarov, I.; Burton, T. P.; Butterworth, J.; Caines, H.; Calderón de la Barca Sánchez, M.; Cebra, D.; Cendejas, R.; Cervantes, M. C.; Chaloupka, P.; Chang, Z.; Chattopadhyay, S.; Chen, H. F.; Chen, J. H.; Chen, L.; Cheng, J.; Cherney, M.; Chikanian, A.; Christie, W.; Chwastowski, J.; Codrington, M. J. M.; Contin, G.; Cramer, J. G.; Crawford, H. J.; Cui, X.; Das, S.; Davila Leyva, A.; De Silva, L. C.; Debbe, R. R.; Dedovich, T. G.; Deng, J.; Derevschikov, A. A.; Derradi de Souza, R.; Dhamija, S.; di Ruzza, B.; Didenko, L.; Dilks, C.; Ding, F.; Djawotho, P.; Dong, X.; Drachenberg, J. L.; Draper, J. E.; Du, C. M.; Dunkelberger, L. E.; Dunlop, J. C.; Efimov, L. G.; Engelage, J.; Engle, K. S.; Eppley, G.; Eun, L.; Evdokimov, O.; Eyser, O.; Fatemi, R.; Fazio, S.; Fedorisin, J.; Filip, P.; Finch, E.; Fisyak, Y.; Flores, C. E.; Gagliardi, C. A.; Gangadharan, D. R.; Garand, D.; Geurts, F.; Gibson, A.; Girard, M.; Gliske, S.; Greiner, L.; Grosnick, D.; Gunarathne, D. S.; Guo, Y.; Gupta, A.; Gupta, S.; Guryn, W.; Haag, B.; Hamed, A.; Han, L.-X.; Haque, R.; Harris, J. W.; Heppelmann, S.; Hirsch, A.; Hoffmann, G. W.; Hofman, D. J.; Horvat, S.; Huang, B.; Huang, H. Z.; Huang, X.; Huck, P.; Humanic, T. J.; Igo, G.; Jacobs, W. W.; Jang, H.; Judd, E. G.; Kabana, S.; Kalinkin, D.; Kang, K.; Kauder, K.; Ke, H. W.; Keane, D.; Kechechyan, A.; Kesich, A.; Khan, Z. H.; Kikola, D. P.; Kisel, I.; Kisiel, A.; Koetke, D. D.; Kollegger, T.; Konzer, J.; Koralt, I.; Kotchenda, L.; Kraishan, A. F.; Kravtsov, P.; Krueger, K.; Kulakov, I.; Kumar, L.; Kycia, R. A.; Lamont, M. A. C.; Landgraf, J. M.; Landry, K. D.; Lauret, J.; Lebedev, A.; Lednicky, R.; Lee, J. H.; LeVine, M. J.; Li, C.; Li, W.; Li, X.; Li, X.; Li, Y.; Li, Z. M.; Lisa, M. A.; Liu, F.; Ljubicic, T.; Llope, W. J.; Lomnitz, M.; Longacre, R. S.; Luo, X.; Ma, G. L.; Ma, Y. G.; Madagodagettige Don, D. M. M. D.; Mahapatra, D. P.; Majka, R.; Margetis, S.; Markert, C.; Masui, H.; Matis, H. S.; McDonald, D.; McShane, T. S.; Minaev, N. G.; Mioduszewski, S.; Mohanty, B.; Mondal, M. M.; Morozov, D. A.; Mustafa, M. K.; Nandi, B. K.; Nasim, Md.; Nayak, T. K.; Nelson, J. M.; Nigmatkulov, G.; Nogach, L. V.; Noh, S. Y.; Novak, J.; Nurushev, S. B.; Odyniec, G.; Ogawa, A.; Oh, K.; Ohlson, A.; Okorokov, V.; Oldag, E. W.; Olvitt, D. L.; Pachr, M.; Page, B. S.; Pal, S. K.; Pan, Y. X.; Pandit, Y.; Panebratsev, Y.; Pawlak, T.; Pawlik, B.; Pei, H.; Perkins, C.; Peryt, W.; Pile, P.; Planinic, M.; Pluta, J.; Poljak, N.; Porter, J.; Poskanzer, A. M.; Pruthi, N. K.; Przybycien, M.; Pujahari, P. R.; Putschke, J.; Qiu, H.; Quintero, A.; Ramachandran, S.; Raniwala, R.; Raniwala, S.; Ray, R. L.; Riley, C. K.; Ritter, H. G.; Roberts, J. B.; Rogachevskiy, O. V.; Romero, J. L.; Ross, J. F.; Roy, A.; Ruan, L.; Rusnak, J.; Rusnakova, O.; Sahoo, N. R.; Sahu, P. K.; Sakrejda, I.; Salur, S.; Sandweiss, J.; Sangaline, E.; Sarkar, A.; Schambach, J.; Scharenberg, R. P.; Schmah, A. M.; Schmidke, W. B.; Schmitz, N.; Seger, J.; Seyboth, P.; Shah, N.; Shahaliev, E.; Shanmuganathan, P. V.; Shao, M.; Sharma, B.; Shen, W. Q.; Shi, S. S.; Shou, Q. Y.; Sichtermann, E. P.; Singaraju, R. N.; Skoby, M. J.; Smirnov, D.; Smirnov, N.; Solanki, D.; Sorensen, P.; Spinka, H. M.; Srivastava, B.; Stanislaus, T. D. S.; Stevens, J. R.; Stock, R.; Strikhanov, M.; Stringfellow, B.; Sumbera, M.; Sun, X.; Sun, X. M.; Sun, Y.; Sun, Z.; Surrow, B.; Svirida, D. N.; Symons, T. J. M.; Szelezniak, M. A.; Takahashi, J.; Tang, A. H.; Tang, Z.; Tarnowsky, T.; Thomas, J. H.; Timmins, A. R.; Tlusty, D.; Tokarev, M.; Trentalange, S.; Tribble, R. E.; Tribedy, P.; Trzeciak, B. A.; Tsai, O. D.; Turnau, J.; Ullrich, T.; Underwood, D. G.; Van Buren, G.; van Nieuwenhuizen, G.; Vandenbroucke, M.; Vanfossen, J. A.; Varma, R.; Vasconcelos, G. M. S.; Vasiliev, A. N.; Vertesi, R.; Videbæk, F.; Viyogi, Y. P.; Vokal, S.; Vossen, A.; Wada, M.; Wang, F.; Wang, G.; Wang, H.; Wang, J. S.; Wang, X. L.; Wang, Y.; Wang, Y.; Webb, G.; Webb, J. C.; Westfall, G. D.; Wieman, H.; Wissink, S. W.; Witt, R.; Wu, Y. F.; Xiao, Z.; Xie, W.; Xin, K.; Xu, H.; Xu, J.; Xu, N.; Xu, Q. H.; Xu, Y.; Xu, Z.; Yan, W.; Yang, C.; Yang, Y.; Yang, Y.; Ye, Z.; Yepes, P.; Yi, L.; Yip, K.; Yoo, I.-K.; Yu, N.; Zawisza, Y.; Zbroszczyk, H.; Zha, W.; Zhang, J. B.; Zhang, J. L.; Zhang, S.; Zhang, X. P.; Zhang, Y.; Zhang, Z. P.; Zhao, F.; Zhao, J.; Zhong, C.; Zhu, X.; Zhu, Y. H.; Zoulkarneeva, Y.; Zyzak, M.; STAR Collaboration

2014-10-01

We report the first measurement of charmed-hadron (D0) production via the hadronic decay channel (D0→K-+π+) in Au +Au collisions at √sNN =200 GeV with the STAR experiment. The charm production cross section per nucleon-nucleon collision at midrapidity scales with the number of binary collisions, Nbin, from p +p to central Au +Au collisions. The D0 meson yields in central Au +Au collisions are strongly suppressed compared to those in p+p scaled by Nbin, for transverse momenta pT>3 GeV /c, demonstrating significant energy loss of charm quarks in the hot and dense medium. An enhancement at intermediate pT is also observed. Model calculations including strong charm-medium interactions and coalescence hadronization describe our measurements.

Alternatives in international diversification for investment portfolios focused in stocks of Lima Stock Exchange

Directory of Open Access Journals (Sweden)

Juan Carlos Ames Santillán

2012-06-01

Full Text Available This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange General Index, Dow Jones Industrial Average, Gold, Cooper, Fixed Income Instruments of Peruvian government and savings in Peruvian financial institutions. The paper concludes that risk of investment in local portfolio reduces as a consequence of diversification, gold is an important asset and contributes to reduce portfolio risk.

Alternatives in international diversification for investment portfolios focused in stocks of Lima Stock Exchange

OpenAIRE

Ames Santillán, Juan Carlos

2012-01-01

This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange General Index, Dow Jones Industrial Average, Gold, Cooper, Fixed Income Instruments of Peruvian government and savings in Peruvian financial institutions. The paper concludes that risk of investment in local portfolio reduces as a consequence of diversification, gold is an important asset and contributes to reduce portfolio risk. El presente trabajo estima la fronte...

Do Earthquakes Shake Stock Markets?

Science.gov (United States)

Ferreira, Susana; Karali, Berna

2015-01-01

This paper examines how major earthquakes affected the returns and volatility of aggregate stock market indices in thirty-five financial markets over the last twenty years. Results show that global financial markets are resilient to shocks caused by earthquakes even if these are domestic. Our analysis reveals that, in a few instances, some macroeconomic variables and earthquake characteristics (gross domestic product per capita, trade openness, bilateral trade flows, earthquake magnitude, a tsunami indicator, distance to the epicenter, and number of fatalities) mediate the impact of earthquakes on stock market returns, resulting in a zero net effect. However, the influence of these variables is market-specific, indicating no systematic pattern across global capital markets. Results also demonstrate that stock market volatility is unaffected by earthquakes, except for Japan.

On the Feed-back Mechanism of Chinese Stock Markets

Science.gov (United States)

Lu, Shu Quan; Ito, Takao; Zhang, Jianbo

Feed-back models in the stock markets research imply an adjustment process toward investors' expectation for current information and past experiences. Error-correction and cointegration are often used to evaluate the long-run relation. The Efficient Capital Market Hypothesis, which had ignored the effect of the accumulation of information, cannot explain some anomalies such as bubbles and partial predictability in the stock markets. In order to investigate the feed-back mechanism and to determine an effective model, we use daily data of the stock index of two Chinese stock markets with the expectational model, which is one kind of geometric lag models. Tests and estimations of error-correction show that long-run equilibrium seems to be seldom achieved in Chinese stock markets. Our result clearly shows the common coefficient of expectations and fourth-order autoregressive disturbance exist in the two Chinese stock markets. Furthermore, we find the same coefficient of expectations has an autoregressive effect on disturbances in the two Chinese stock markets. Therefore the presence of such feed-back is also supported in Chinese stock markets.

THE TURN OF THE MONTH EFFECT CONTINUED: A COMPARISON OF SMALL CAP STOCKS AND LARGE CAP STOCKS

OpenAIRE

Ramsundhar, Shamman

2010-01-01

The purpose of this paper is to investigate whether the turn of the month effect occurs in small cap and large cap stocks and if it occurs in both categories, to determine whether there is a difference in the magnitude. My research, for the period of 1963-2008, based on the CRSP value weighted index, shows that there is a significant turn of the month effect in small and large cap stocks, however the effect is larger in small cap stocks. Furthermore, this effect is not limited to a short time...

Politics and the Stock Market ; Evidence from Germany

OpenAIRE

Jörg Döpke; Christian Pierdzioch

2004-01-01

We analyze the interaction of stock market movements and politics in Germany. In contrast to the empirical evidence available for the U.S., we do not find that German stock market returns tend to be higher during liberal than during conservative governments. Also in contrast to results for the U.S., we find no evidence for an election cycle in German stock market returns. However, estimated popularity functions and VARs suggest that stock market returns have had an impact on the popularity of...

Global Concept of Financial Institutional Transformation of Stock Exchange

Directory of Open Access Journals (Sweden)

Burmaka Mykola

2017-12-01

Full Text Available The article is about the research of processes of global transformation of stock exchanges through the mechanisms of internationalization, corporate and network consolidation, and technology. Objective processes of internationalization in stock markets affected by financial globalization and arising global information resources create new challenges for stock exchanges that can be overcome by adequate development strategies. The growing competition between stock exchanges and new capital institutes requires stock exchanges to use modern exchange technologies, primarily innovative, in order to maintain liquidity and increase investment attractiveness. Have been analysed the newest tendencies and determinants of modern global financial institutional architecture construction, the leading role in which are starting to play new stock exchanges and stalk exchange platforms, formed in growing financial centres of the world. Have been identified he main components of international stock market restructurization in the process of financial globalization, one of the attributes of which turned out to be a certain fragmentation of markets and their universalization. Through the example of US and EU financial market modernization processes of the last decade have been analysed financial and legal mechanisms of the national and regional levels, which are designed to ensure sustainable development of the global economy at the postcrisis stage. Have been diagnosed international activity of stock exchanges through the quantity indexed of foreign companies in listing, volume of trade with foreign financial instruments, and participation of foreign investors in exchange trade. Have been offered and calculated indices of internationalization of the world’s leading stock market. Have been analysed consolidation processes of the leading stock exchanges and new electronic trading systems at the regional, meso-global and global levels, which resulted in formation of

Fluorescent probe for turn-on sensing of L-cysteine by ensemble of AuNCs and polymer protected AuNPs.

Science.gov (United States)

Xu, Xiaozhe; Qiao, Juan; Li, Nan; Qi, Li; Zhang, Shufeng

2015-06-16

A new fluorescent probe based on ensemble of gold nanoclusters (AuNCs) and polymer protected gold nanoparticles (AuNPs) for turn-on sensing of L-cysteine was designed and prepared. The AuNCs were protected by bovine serum albumin and had strong fluorescence. The polymer protected AuNPs were synthesized by a facile in situ strategy at room temperature and could quench the fluorescence of AuNCs due to the Förster resonance energy transfer. Interestingly, it has been observed that the quenched fluorescence of AuNCs was recovered by L-cysteine, which could induce the aggregation of polymer protected AuNPs by sulfur group. Then the prepared fluorescent probe was successfully used for determination of L-Cys in human urines, which would have an evolving aspect and promote the subsequent exploration. Copyright © 2015 Elsevier B.V. All rights reserved.

Modeling Chaotic Behavior of Chittagong Stock Indices

Directory of Open Access Journals (Sweden)

Shipra Banik

2012-01-01

Full Text Available Stock market prediction is an important area of financial forecasting, which attracts great interest to stock buyers and sellers, stock investors, policy makers, applied researchers, and many others who are involved in the capital market. In this paper, a comparative study has been conducted to predict stock index values using soft computing models and time series model. Paying attention to the applied econometric noises because our considered series are time series, we predict Chittagong stock indices for the period from January 1, 2005 to May 5, 2011. We have used well-known models such as, the genetic algorithm (GA model and the adaptive network fuzzy integrated system (ANFIS model as soft computing forecasting models. Very widely used forecasting models in applied time series econometrics, namely, the generalized autoregressive conditional heteroscedastic (GARCH model is considered as time series model. Our findings have revealed that the use of soft computing models is more successful than the considered time series model.

INDONESIA SHARI'AH COMPLIANCE STOCK RETURN BEHAVIOUR

Directory of Open Access Journals (Sweden)

Helma Malini

2017-04-01

Full Text Available This study aims to measures the behaviour of Indonesia Shari'ah compliance stock return. The measurement of return behaviour toward volatility will proved the capability of Indonesia Shari'ah compliance toward volatility that happened in Indonesia during the period of observation. Investing in Shari'ah compliance is quite different than investing in conventional stock which followed the capital market set of rules and law, Shari'ah compliance follows not only the capital market set of laws and but also the Islamic principles of principles. Most of the previous studies examine issues related to the conventional stocks and market. The present study take one step further by investigating issue related to Shari'ah compliance instrument. In the case of Shari'ah stock price in Indonesia, the dynamics volatility of the stock price can be minimized by taking an integrated screening process to the listed company, as precautions steps toward volatility

Microsatellite assessment of walrus (Odobenus rosmarus rosmarus stocks in Canada

Directory of Open Access Journals (Sweden)

Aaron BA Shafer

2014-12-01

Full Text Available Walruses in Canada are currently subdivided into seven stocks based on summering areas; Western Jones Sound (WJS, Baffin Bay (BB, Penny Strait-Lancaster Sound (PS-LS, North Foxe Basin (N-FB, Central Foxe Basin (C-FB, Hudson Bay Davis Strait (HB-DS and Southern and Eastern Hudson Bay (SE-HB. In this study, walrus were sampled from six of the seven stocks (SE-HB samples were not available and genotyped at 10 microsatellite loci. All stocks were genetically diverse (average heterozygosity of 0.58 with no evidence of inbreeding (average FIS of 0.03. We detected significant genetic differentiation among the stocks and a pattern of genetic spatial autocorrelation that suggests a moderate effect of geographic distance on gene flow among stocks. Bayesian clustering suggested the six recognized stocks were elements of two larger genetic clusters - a northern Arctic population (containing BB, WJS, and PS-LS stocks and a central Arctic population (containing C-FB, N-FB, and HB-DS stocks. These populations are moderately differentiated (FST = 0.07, but based on evidence of contemporary movement from assignment tests, are not completely isolated. There was support for maintaining the WJS stock and a combined BB+PS-LS stock, although the latter conclusion is based on a small sample size. Similarly, there was some evidence suggesting separation of the Foxe Basin stocks from the HB-DS but not the N-FB from the C-FB stock. However, given that there are morphological and chemical differences between N-FB and C-FB stocks, there is currently insufficient evidence to support a revision of the current stock designations.

Au-nanoparticles grafted on plasma treated PE

International Nuclear Information System (INIS)

Svorcik, V.; Chaloupka, A.; Rezanka, P.; Slepicka, P.; Kolska, Z.; Kasalkova, N.; Hubacek, T.; Siegel, J.

2010-01-01

Polyethylene (PE) surface was treated with Ar plasma. Activated surface was grafted from methanol solution of 1,2-ethanedithiol. Then the sample was immersed into freshly prepared colloid solution of Au-nanoparticles. Finally Au layer was sputtered on the samples. Properties of the modified PE were studied using various methods: AFM, EPR, RBS and nanoindentation. It was shown that the plasma treatment results in degradation of polymer chain (AFM) and creation of free radicals by EPR. After grafting with dithiol, the concentration of free radicals declines. The presence of Au and S in the surface layer after the coating with Au-nanoparticles was proved by RBS. Plasma treatment changes PE surface morphology and increases surface roughness, too. Another significant change in surface morphology and roughness was observed after deposition of Au-nanoparticles. Nanoindentation measurements show that the grafting with Au-nanoparticles increases adhesion of subsequently sputtered Au layer.

Multifractal analysis of Moroccan family business stock returns

Science.gov (United States)

Lahmiri, Salim

2017-11-01

In this paper, long-range temporal correlations at different scales in Moroccan family business stock returns are investigated. For comparison purpose, presence of multifractality is also investigated in Casablanca Stock Exchange (CSE) major indices: MASI which is the all shares index and MADEX which is the index of most liquid shares. It is found that return series of both family business companies and major stock market indices show strong evidence of multifractality. In particular, empirical results reveal that short (long) fluctuations in family business stock returns are less (more) persistent (anti-persistent) than short fluctuations in market indices. In addition, both serial correlation and distribution characteristics significantly influence the strength of the multifractal spectrums of CSE and family business stocks returns. Furthermore, results from multifractal spectrum analysis suggest that family business stocks are less risky. Thus, such differences in price dynamics could be exploited by investors and forecasters in active portfolio management.

The Effect of Cash Dividend, Retained Earnings, and Stock Price of Manufacturing Company Listed In Indonesia Stock Exchange

Directory of Open Access Journals (Sweden)

Farah Margaretha

2015-03-01

Full Text Available This study aims to determine the effect of cash dividends per share, retained earnings per share, earnings per share, and leverage on the stock price of manufacture industry in Indonesia from 2008-2012. Research used secondary data in which the source was obtained indirectly through an intermediary medium or data processed from literatures and reports associated with this research. Independent variables in this study (x are cash dividends per share, retained earnings per share, earnings per share, and leverage, while the dependent variable (y is stock price. The samples used were 23 companies with purposive sampling method. The empirical results of this study indicate that cash dividends per share, retained earnings per share, earnings per share, and leverage has significant effect on the stock price. It is therefore the higher stock price will attract investors to invest their money. Hence, companies and investors need to attend cash dividends per share, retained earnings per share, earnings per share, and leverage as factors that affect the increase or decrease of the stock price. 

Search for toroidal and bubble nuclei formed in the Au + Au reaction

Energy Technology Data Exchange (ETDEWEB)

Planeta, R.; Brzychczyk, J.; Majka, Z. [M.Smoluchowski Institute of Physics, Jagellonian University, Krakow (Poland); Blicharska, J.; Grzeszczuk, A.; Zipper, W.; Schmidt, K.; Kowalski, S. [Silesian University, Institute of Physics, Katowice (Poland); Cibor, J. [Institute of Nuclear Physics, Krakow (Poland); Hachaj, P. [Cracow Univ. of Technology, Krakow (Poland); Nicolis, N. [Ioannina Univ. (Greece)

2003-07-01

In this contribution we present the feasibility study for the experimental observation of toroidal and bubble nuclei. This search is based on data collected by the CHIMERA collaboration for the Au + Au reaction at 15 MeV/nucleon. The beam time needed to achieve this goal is calculated for events with at least 5 heavy fragments. We found that the fraction of such events among the accumulated data is equal to 8*10{sup -4}. Assuming the Au beam intensity is 0.03 pnA and target thickness equals 0.3 mg/cm{sup 2} we estimated that 450 hours of beam time is needed to record 10{sup 6} multifragment events. Present status of the Monte-Carlo simulation predictions is shortly discussed. (A.C.)

Search for toroidal and bubble nuclei formed in the Au + Au reaction

International Nuclear Information System (INIS)

Planeta, R.; Brzychczyk, J.; Majka, Z.; Blicharska, J.; Grzeszczuk, A.; Zipper, W.; Schmidt, K.; Kowalski, S.; Cibor, J.; Hachaj, P.; Nicolis, N.

2003-01-01

In this contribution we present the feasibility study for the experimental observation of toroidal and bubble nuclei. This search is based on data collected by the CHIMERA collaboration for the Au + Au reaction at 15 MeV/nucleon. The beam time needed to achieve this goal is calculated for events with at least 5 heavy fragments. We found that the fraction of such events among the accumulated data is equal to 8*10 -4 . Assuming the Au beam intensity is 0.03 pnA and target thickness equals 0.3 mg/cm 2 we estimated that 450 hours of beam time is needed to record 10 6 multifragment events. Present status of the Monte-Carlo simulation predictions is shortly discussed. (A.C.)

Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market.

Science.gov (United States)

Chao, Youcong; Liu, Xiaoqun; Guo, Shijun

2017-01-01

Using 5-minute high frequency data from the Chinese stock market, we employ a non-parametric method to estimate Fama-French portfolio realized jumps and investigate whether the estimated positive, negative and sign realized jumps could forecast or explain the cross-sectional stock returns. The Fama-MacBeth regression results show that not only have the realized jump components and the continuous volatility been compensated with risk premium, but also that the negative jump risk, the positive jump risk and the sign jump risk, to some extent, could explain the return of the stock portfolios. Therefore, we should pay high attention to the downside tail risk and the upside tail risk.

Dynamic structure of stock communities: a comparative study between stock returns and turnover rates

Science.gov (United States)

Su, Li-Ling; Jiang, Xiong-Fei; Li, Sai-Ping; Zhong, Li-Xin; Ren, Fei

2017-07-01

The detection of community structure in stock market is of theoretical and practical significance for the study of financial dynamics and portfolio risk estimation. We here study the community structures in Chinese stock markets from the aspects of both price returns and turnover rates, by using a combination of the PMFG and infomap methods based on a distance matrix. An empirical study using the overall data set shows that for both returns and turnover rates the largest communities are composed of specific industrial or conceptional sectors and the correlation inside a sector is generally larger than the correlation between different sectors. However, the community structure for turnover rates is more complex than that for returns, which indicates that the interactions between stocks revealed by turnover rates may contain more information. This conclusion is further confirmed by the analysis of the changes in the dynamics of community structures over five sub-periods. Sectors like banks, real estate, health care and New Shanghai take turns to comprise a few of the largest communities in different sub-periods, and more interestingly several specific sectors appear in the communities with different rank orders for returns and turnover rates even in the same sub-period. To better understand their differences, a comparison between the evolution of the returns and turnover rates of the stocks from these sectors is conducted. We find that stock prices only had large changes around important events while turnover rates surged after each of these events relevant to specific sectors, which shows strong evidence that the turnover rates are more susceptible to exogenous shocks than returns and its measurement for community detection may contain more useful information about market structure.

Boosting Learning Algorithm for Stock Price Forecasting

Science.gov (United States)

Wang, Chengzhang; Bai, Xiaoming

2018-03-01

To tackle complexity and uncertainty of stock market behavior, more studies have introduced machine learning algorithms to forecast stock price. ANN (artificial neural network) is one of the most successful and promising applications. We propose a boosting-ANN model in this paper to predict the stock close price. On the basis of boosting theory, multiple weak predicting machines, i.e. ANNs, are assembled to build a stronger predictor, i.e. boosting-ANN model. New error criteria of the weak studying machine and rules of weights updating are adopted in this study. We select technical factors from financial markets as forecasting input variables. Final results demonstrate the boosting-ANN model works better than other ones for stock price forecasting.

26 CFR 1.552-3 - Stock ownership requirement.

Science.gov (United States)

2010-04-01

... (CONTINUED) INCOME TAXES (CONTINUED) Foreign Personal Holding Companies § 1.552-3 Stock ownership requirement... more than 50 percent in value of the outstanding stock of the foreign corporation be owned, directly or... section 544 (relating to rules for determining stock ownership in the case of personal holding companies...

Half-life measurements in doubly-odd sup(186,188,190)Au nuclei and the 188Hg -> Au decay

International Nuclear Information System (INIS)

Abreu, M.C.; Berg, V.; Fransson, K.; Hoeglund, A.; Oms, J.; Porquet, M.G.

1985-01-01

A level scheme has been established for 188 Hg -> Au decay which was studied with the online isotope separator ISOCELE. Precise conversion-electron measurements were performed with a semicircular magnetic spectrograph. The half-lives of the 16.0, 82.7 and 114.8 keV levels in 188 Au were measured with a lens electron spectrometer and reduced transition rates were deduced. Similarly the half-lives of the 36.1, 113.9, 227.7, 251.5, 288.0 and 363.6 keV levels in 186 Au and of the 28.9 and 171.5 keV levels in 190 Au were measured. Comparison of the reduced e.m. transition rates shows that a 1 + and a 2 - state have respectively the same structure in sup(186,) sup(188,) sup(190,) 192 Au, the same conclusion holding for the 1 - sub(g.s.) of sup(188,) sup(190,) 192 Au. Additional measurements in 189 , 191 Hg and 185 , 187 Au together with data from the literature enable us to interpret them as a coupling of certain quasiparticle states of neighbouring odd-A nuclei corresponding to oblate shapes. Indications are given that some other negative- and positive-parity states in 188 Au also belong to an oblate system. The nucleus 188 Au appears as the last of a series of doubly-odd gold nuclei where no shape coexistence has, as yet, been observed. (orig.)

Au/SiO2 nanocomposite film substrates with a high number density of Au nanoparticles for molecular conductance measurement

International Nuclear Information System (INIS)

Kim, Dae-Gun; Koyama, Emiko; Kikkawa, Yoshihiro; Kirihara, Kazuhiro; Naitoh, Yasuhisa; Kim, Deok-Soo; Tokuhisa, Hideo; Kanesato, Masatoshi; Koshizaki, Naoto

2007-01-01

Au/SiO 2 nanocomposite films consisting of an extremely high number density of Au nanoparticles dispersed in a SiO 2 matrix a few nanometres thick were deposited by a co-sputtering method, and employed for molecular conductance measurement by immobilizing and bridging conjugated biphenyl molecules on dispersed Au nanoparticles. The number density of Au nanoparticles in the insulating SiO 2 matrix was approximately 14 000 μm 2 , and the average interparticle distance from their neighbours was about 8 nm. The current increased considerably up to the range of nanoamperes after the immobilization of the conjugated biphenyl molecules, 10 5 times larger than without molecules before immobilization. Although the Au nanoparticles can be connected to only 30% of all combinations of neighbouring Au nanoparticles by biphenyl molecules 2.4 nm long from the topological analysis, the biphenyl molecules can bridge most of the Au nanoparticles, and their bridging continuity is over 100 nm in length. Thus the measured current is suggested to come from the continuously bridged molecules between the Au nanoparticles. Furthermore the I-V data of the whole Au/SiO 2 nanocomposite film immobilized with conjugated molecules are confirmed to be in a reasonable range in comparison with the scanning tunnelling spectroscopy data of similar conjugated molecules

Visible light photoactivity of TiO{sub 2} loaded with monometallic (Au or Pt) and bimetallic (Au/Pt) nanoparticles

Energy Technology Data Exchange (ETDEWEB)

Gołąbiewska, Anna, E-mail: annagolabiewska@o2.pl [Department of Chemical Technology, Gdansk University of Technology, 80-233 Gdańsk (Poland); Lisowski, Wojciech [Mazovia Center for Surface Analysis, Institute of Physical Chemistry, Polish Academy of Sciences, 01-224 Warsaw (Poland); Jarek, Marcin; Nowaczyk, Grzegorz [NanoBioMedical Center, Adam Mickiewicz University, Umultowska 85, 61-614 Poznań (Poland); Zielińska-Jurek, Anna; Zaleska, Adriana [Department of Chemical Technology, Gdansk University of Technology, 80-233 Gdańsk (Poland)

2014-10-30

Graphical abstract: - Highlights: • Au/Pt nanoparticles enhanced TiO{sub 2} photocatalytic activity under visible irradiation. • Higher photoactivity of Au/Pt-TiO{sub 2} resulted from smaller Au/Pt particles. • Intermetallic state of AuPt favors charge transfer between the metals. • TiO{sub 2} obtained by TIP hydrolysis seems to be best matrix for Au/Pt-TiO{sub 2}. - Abstract: TiO{sub 2} modified with monometallic (Au or Pt) and bimetallic (Au/Pt) nanoparticles have been prepared using a water-in-oil microemulsion system (water/AOT/cyclohexane) followed by calcination step. The effect of metal ratio, reducing agent type (NaBH{sub 4} or N{sub 2}H{sub 4}), TiO{sub 2} matrix type (P-25, ST-01, TiO-5, TiO{sub 2} nanotubes or TiO{sub 2} obtained by TIP hydrolysis) as well as calcination temperature (from 350 to 650 °C) were systematically investigated. Obtained photocatalysts were characterized by UV–vis diffuse-reflectance spectroscopy (DRS), BET surface area measurements, scanning transmission microscopy (STEM), X-ray diffraction analysis (XRD), and X-ray photoelectron spectroscopy (XPS). Photocatalytic activity under visible light (λ > 420 nm) has been estimated in phenol degradation reaction in aqueous phase. The results showed that phenol degradation rate under visible light in the presence of TiO{sub 2} loaded with Au/Pt nanoparticles differed from 0.7 to 2.2 μmol dm{sup −3} min{sup −1} for samples prepared using different reducing agent. Sodium borohydride (NaBH{sub 4}) favors formation of smaller Au/Pt nanoparticles and higher amount gold in Au/Pt is in the form of electronegative species (Au{sup δ−}) resulted in higher photoactivity. TiO{sub 2} obtained by TIP hydrolysis in microemulsion system seems to be the best support for Au/Pt nanoparticles from all among investigated matrix. It was also observed that enhancement of calcination temperature from 450 to 650 °C resulted in rapid drop of Au/Pt-TiO{sub 2} photoactivity under visible light

Connecting single-stock assessment models through correlated survival

DEFF Research Database (Denmark)

Albertsen, Christoffer Moesgaard; Nielsen, Anders; Thygesen, Uffe Høgsbro

2017-01-01

times. We propose a simple alternative. In three case studies each with two stocks, we improve the single-stock models, as measured by Akaike information criterion, by adding correlation in the cohort survival. To limit the number of parameters, the correlations are parameterized through...... the corresponding partial correlations. We consider six models where the partial correlation matrix between stocks follows a band structure ranging from independent assessments to complex correlation structures. Further, a simulation study illustrates the importance of handling correlated data sufficiently...... by investigating the coverage of confidence intervals for estimated fishing mortality. The results presented will allow managers to evaluate stock statuses based on a more accurate evaluation of model output uncertainty. The methods are directly implementable for stocks with an analytical assessment and do...

26 CFR 1.165-4 - Decline in value of stock.

Science.gov (United States)

2010-04-01

... fluctuation in the market price of the stock or to other similar cause. A mere shrinkage in the value of stock... insofar as the loss is recognized under § 1.1002-1 upon the sale or exchange of the stock and except as... price of the stock or if no reasonable attempt to determine the worthlessness of the stock has been made...

Operating revenue changes in a demutualized stock exchange

Directory of Open Access Journals (Sweden)

Mohamed Hesham Abdel-Hafez

2015-03-01

Full Text Available Stock exchanges were traditionally run as cooperative venues. The globalization, the development of technology, and the increase of competition among stock exchanges forced these venues to change their structure and adopt a new one-demutualization- that can be a lifeline in facing these environmental changes in regards to stock exchanges. This new trend enables the exchange to expand their activities and supply the market with new products and services, therefore enhancing the value of the exchange itself. The main sources of revenue for traditional exchanges have been listing fees, transaction fees, membership fees and the sale of information services such as market data, quotations, and trade data. Due to the environmental changes the stock exchanges' services are now executed electronically, and in turn, this has led to an increase in the competition among exchanges. Furthermore, this increased competition has led to the re-adjustment of the regulation structure which gradually erodes the sources of revenues provided by the conventional stock exchanges. The paper divided the research plan into two sections: the first section is to highlight the concept of demutualization process; the phases of demutualization, the factors that push the stock exchanges to demutualize and the benefits of demutualization. The second section was based on statistical comparative analysis of the stock exchanges' revenues prior and after demutualization. The researcher used the regression analysis tool on seven demutualized stock exchanges during the period from 1997-2012. The paper aims to prove that demutualization has a positive effect on the revenues of the stock exchange, thus it enhances the value of the exchange.

Simulation testing the robustness of stock assessment models to error: some results from the ICES strategic initiative on stock assessment methods

DEFF Research Database (Denmark)

Deroba, J. J.; Butterworth, D. S.; Methot, R. D.

2015-01-01

The World Conference on Stock Assessment Methods (July 2013) included a workshop on testing assessment methods through simulations. The exercise was made up of two steps applied to datasets from 14 representative fish stocks from around the world. Step 1 involved applying stock assessments to dat...

Fundamental uncertainty and stock market volatility

NARCIS (Netherlands)

Arnold, I.J.M.; Vrugt, E.B.

2008-01-01

We provide empirical evidence on the link between stock market volatility and macroeconomic uncertainty. We show that US stock market volatility is significantly related to the dispersion in economic forecasts from participants in the Survey of Professional Forecasters over the period 1969 to 1996.

Energy Dependence of Particle Multiplicities in Central Au+Au Collisions

Science.gov (United States)

Back, B. B.; Baker, M. D.; Barton, D. S.; Betts, R. R.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Corbo, J.; Decowski, M. P.; Garcia, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Henderson, C.; Hicks, D.; Hofman, D.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Michałowski, J.; Mignerey, A.; Mülmenstädt, J.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Rafelski, M.; Rbeiz, M.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steadman, S. G.; Steinberg, P.; Stephans, G. S.; Stodulski, M.; Sukhanov, A.; Tang, J.-L.; Teng, R.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wadsworth, B.; Wolfs, F. L.; Wosiek, B.; Woźniak, K.; Wuosmaa, A. H.; Wysłouch, B.

2002-01-01

We present the first measurement of the pseudorapidity density of primary charged particles in Au+Au collisions at (sNN) = 200 GeV. For the 6% most central collisions, we obtain dNch/dη\\|\\|η\\|<1 = 650+/-35(syst). Compared to collisions at (sNN) = 130 GeV, the highest energy studied previously, an increase by a factor of 1.14+/-0.05 at 90% confidence level, is found. The energy dependence of the pseudorapidity density is discussed in comparison with data from proton-induced collisions and theoretical predictions.

UNDERGROUND ECONOMY, GDP AND STOCK MARKET

Directory of Open Access Journals (Sweden)

Caus Vasile Aurel

2012-07-01

Full Text Available Economic growth is affected by the size and dynamics of underground economy. Determining this size is a subject of research for many authors. In this paper we present the relationship between underground economy dynamics and the dynamics of stock markets. The observations are based on regression used by Tanzi (1983 and the relationship between GDP and stock market presented in Tudor (2008. The conclusion of this paper is that the dynamics of underground economy is influenced by dynamic of financial markets. Thus, using specific stock market mathematical tools analysis, one can analyze the dynamic of underground economy

Impact Of Volatility And Performance Of Major Stock Markets On Sarajevo Stock Exchange In 2008 – 2012 Period

OpenAIRE

Dzanic, Enis; Omerbegovic, Sead

2014-01-01

Previous research indicates that performance and volatility of small and regional stock markets can be influenced by the performance of major world exchanges such as New York, Frankfurt or Tokyo stock exchange. This research analyses weekly composite index data for SASE (Sarajevo Stock Exchange), NYSE, NIKKEI, and DAX indices, for the period from 2008 until the end of 2012. This time period contains significant events in the US and the rest of the world, including the housing bubble, and a gr...

Stock management optimization. Example of the management of a reprocessed plutonium stock

International Nuclear Information System (INIS)

Herault, L.; Privault, C.

1997-01-01

This paper describes a method developed by the CEA for the management of a stock of nuclear materials of Electricite de France and which combines meta-heuristics with mathematical programing results for a better efficiency. The industrial problem to solve concerns the reprocessing of spent fuels and the reuse of their plutonium content for the manufacturing of mixed oxide (MOX) fuels. In this problem, the plutonium stock is shared into subsets which must supply fuel fabrication plants at a given date and with precise energetic, chemical and quality criteria in order to minimize the reprocessing costs. (J.S.)

Improving capacity of stock assessment for sea turtles: using ocean circulation modeling to inform genetic mixed stock analysis

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — Genetic approaches have been useful for assigning stock ID to sea turtles caught as bycatch in fisheries, or determining stock composition at foraging grounds. In...

Long Memory in the Greek Stock Market

OpenAIRE

John T. Barkoulas; Christopher F. Baum; Nickolaos Travlos

1996-01-01

We test for stochastic long memory in the Greek stock market, an emerging capital market. The fractional differencing parameter is estimated using the spectral regression method. Contrary to findings for major capital markets, significant and robust evidence of positive long-term persistence is found in the Greek stock market. As compared to benchmark linear models, the estimated fractional models provide improved out-of-sample forecasting accuracy for the Greek stock returns series over long...

Macroeconomic Forces and Stock Returns in Vietnam

OpenAIRE

Phan, Van Hang

2008-01-01

Capital market development, especially the appearance of Vietnamese equity market recently has a strategic importance in the economic growth and structural reform process of Vietnam (Chun et al, 2003). This dissertation focuses on the impacts of macroeconomic forces on stock market returns in Vietnamese stock market which has not been investigated in detail before, and thereby to contribute further literature on this new emerging stock market. Specifically, the research will intensively inves...

Optimal Portfolio Selection in Ex Ante Stock Price Bubble and Furthermore Bubble Burst Scenario from Dhaka Stock Exchange with Relevance to Sharpe’s Single Index Model

Directory of Open Access Journals (Sweden)

Javed Bin Kamal

2012-09-01

Full Text Available The paper aims at constructing an optimal portfolio by applying Sharpe’s single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second scenario. Here we considered beginning of year 2010 as rise of stock price bubble in Dhaka Stock Exchange. Hence period from 2005 -2009 is considered as ex ante stock price bubble period. Using DSI (All share price index in Dhaka Stock Exchange as market index and considering daily indices for the March 2005 to December 2009 period, the proposed method formulates a unique cut off point (cut off rate of return and selects stocks having excess of their expected return over risk-free rate of return surpassing this cut-off point. Here, risk free rate considered to be 8.5% per annum (Treasury bill rate in 2009. Percentage of an investment in each of the selected stocks is then decided on the basis of respective weights assigned to each stock depending on respective ‘β’ value, stock movement variance representing unsystematic risk, return on stock and risk free return vis-à-vis the cut off rate of return. Interestingly, most of the stocks selected turned out to be bank stocks. Again we went for single index model applied to same stocks those made to the optimum portfolio in ex ante stock price bubble scenario considering data for the period of January 2010 to June 2012. We found that all stocks failed to make the pass Single Index Model criteria i.e. excess return over beta must be higher than the risk free rate. Here for the period of 2010 to 2012, the risk free rate considered to be 11.5 % per annum (Treasury bill rate during 2012.

CARBO-CONTROLE. Quantification of the carbon flux and stocks at the european and national scale; CARBO-CONTROLE. Quantification des flux et stocks de carbone au niveau Europeen et national

Energy Technology Data Exchange (ETDEWEB)

Ciais, P

2007-07-01

The CARBO-CONTROLE project aims to evaluate the different methodologies to estimate the CO{sub 2} flux at the european, national and regional scale. The strategy is to combine a crumbling, down scaling, of the flux at a big scale, by inverting the atmospheric CO{sub 2} measures with a aggregation, up scaling, of the national stocks and flux from the climatic parameters of a model of ecosystems.They show that with the monthly data of the global network of CO{sub 2} monitoring stations, it is possible to obtain an estimation of the european flux. Meanwhile the errors bond to the leak of continental stations are of the order of the flux average. (A.L.B.)

Hybrid Clustering-GWO-NARX neural network technique in predicting stock price

Science.gov (United States)

Das, Debashish; Safa Sadiq, Ali; Mirjalili, Seyedali; Noraziah, A.

2017-09-01

Prediction of stock price is one of the most challenging tasks due to nonlinear nature of the stock data. Though numerous attempts have been made to predict the stock price by applying various techniques, yet the predicted price is not always accurate and even the error rate is high to some extent. Consequently, this paper endeavours to determine an efficient stock prediction strategy by implementing a combinatorial method of Grey Wolf Optimizer (GWO), Clustering and Non Linear Autoregressive Exogenous (NARX) Technique. The study uses stock data from prominent stock market i.e. New York Stock Exchange (NYSE), NASDAQ and emerging stock market i.e. Malaysian Stock Market (Bursa Malaysia), Dhaka Stock Exchange (DSE). It applies K-means clustering algorithm to determine the most promising cluster, then MGWO is used to determine the classification rate and finally the stock price is predicted by applying NARX neural network algorithm. The prediction performance gained through experimentation is compared and assessed to guide the investors in making investment decision. The result through this technique is indeed promising as it has shown almost precise prediction and improved error rate. We have applied the hybrid Clustering-GWO-NARX neural network technique in predicting stock price. We intend to work with the effect of various factors in stock price movement and selection of parameters. We will further investigate the influence of company news either positive or negative in stock price movement. We would be also interested to predict the Stock indices.

Dispersal, growth and diet of stocked and wild northern pike fry in a shallow natural lake, with implications for management of stocking programs

DEFF Research Database (Denmark)

Skov, Christian; Koed, Anders; Baastrup-Spohr, Lars

2011-01-01

season. Stomach analyses revealed that the stocked pike ingested less diverse prey items and had higher fractions of empty stomachs throughout the study period. Overall, the fraction of stocked pike in samples rapidly declined over the season, which may have been caused by differential survival...... low fitness of stocked individuals in competition with wild conspecifics: (1) genetic-based local maladaptation among the stocked fish and (2) carryover effects from the hatchery. The latter may be less likely because the fry stocked were the offspring of wild fish and only spent a few weeks...

Central Au on Au collisions

Energy Technology Data Exchange (ETDEWEB)

Alard, J.P.; Amouroux, V. [Labo de Phys. Corp., IN2P3-CRNS, Univ. Blaise Pascal, Clermont-Fd. (France); Basrak, Z. [Rudjer Boskovic Institute, Zagreb (Croatia)] [and others; FOPI-Collaboration

1995-02-06

In nucleus-nucleus collisions the initial relative kinetic energy of target and projectile is available for internal excitation of the interacting system; it is however still not well established to what extent local equilibrium and thermalisation occur. Local equilibrium is of interest to derive, within the formalism of transport equations and of the equation of state, (EOS), general properties of compressed and excited nuclear matter. Such approach describes in relatively simple terms the complex many body interactions occuring within extended baryonic and hadronic (or quark) matter. For a basic microscopic understanding it is highly desirable to investigate the elementary in-medium interactions in relation to the free elementary processes. Excitation function measurements of central collisions between the heaviest available nuclei (like Au on Au), supply the best ground for such studies: the highest degree of thermalisation and compression is expected for such reactions. The consideration presented here of energy thermalisation and of an expanding system clusterizing at freeze-out in a situation close to the liquid gas phase transition can be of interest to astrophysics as well as to the quark gluon plasma deconfinement studied in nucleus-nucleus collisions at the higher energy regime of CERN and Brookhaven. (orig.).

Stock market volatility and macroeconomic uncertainty

NARCIS (Netherlands)

Arnold, I.J.M.; Vrugt, E.B.

2006-01-01

This paper provides empirical evidence on the link between stock market volatility and macroeconomic uncertainty. We show that US stock market volatility is significantly related to the dispersion in economic forecasts from SPF survey participants over the period from 1969 to 1996. This link is much

Investigating the relationship between auditor’s opinion and stock return in the companies listed at Tehran stock exchange market

Directory of Open Access Journals (Sweden)

Ali Akbar Farzinfar

2013-01-01

Full Text Available This research investigates the relationship between auditor’s opinion and stock return in the companies listed at Tehran stock exchange market. In this study, all required data are collected from aware shareholders and provide a sampling of 130 questionnaires, the data collected over the period 2010-2011 using test methods such as computer software, data analysis and statistical methods to answer research questions. According to research result through questionnaires and tests, there is a significant relationship between stock returns and the auditor's opinion, in fact, for aware shareholders of the company the auditor’s opinion has a special message. This message is based on the results of study hypothesis in comparison with previous research with regard to changes in the questionnaire and provides assumptions that are more detailed. The first finding is that unqualified audit report has a positive impact on stock returns of companies with a medium to low degree. Adverse audit report has a negative impact on stock returns of companies with medium to high degree. Disclaimer of audit report has a negative impact on stock returns of companies with medium to high degree. Finally, qualifying paragraphs, which modified the items of income statement items have more impact in comparison with qualifying paragraphs which modified the Balance Sheet items.

Centrality, Rapidity And Transverse-Momentum Dependence of Cold Nuclear Matter Effects on J/Psi Production in D Au, Cu Cu And Au Au Collisions at S(NN)**(1/2)

Energy Technology Data Exchange (ETDEWEB)

Ferreiro, E.G.; /Santiago de Compostela U.; Fleuret, F.; /Ecole Polytechnique; Lansberg, J.P.; /Ecole Polytechnique /SLAC; Rakotozafindrabe, A.; /SPhN, DAPNIA, Saclay

2011-11-11

We have carried out a wide study of Cold Nuclear Matter (CNM) effects on J/{Psi} = production in dAu, CuCu and AuAu collisions at {radical}s{sub NN} = 200 GeV. We have studied the effects of three different gluon-shadowing parameterizations, using the usual simplified kinematics for which the momentum of the gluon recoiling against the J/{Psi} is neglected as well as an exact kinematics for a 2 {yields} 2 process, namely g + g {yields} J/{psi} + g as expected from LO pQCD. We have shown that the rapidity distribution of the nuclear modification factor R{sub dAu}, and particularly its anti-shadowing peak, is systematically shifted toward larger rapidities in the 2 {yields} 2 kinematics, irrespective of which shadowing parameterization is used. In turn, we have noted differences in the effective final-state nuclear absorption needed to fit the PHENIX dAu data. Taking advantage of our implementation of a 2 {yields} 2 kinematics, we have also computed the transverse momentum dependence of the nuclear modification factor, which cannot be predicted with the usual simplified kinematics. All the corresponding observables have been computed for CuCu and AuAu collisions and compared to the PHENIX and STAR data. Finally, we have extracted the effective nuclear absorption from the recent measurements of RCP in dAu collisions by the PHENIX collaboration.

Fabrication of Au-Pd Core-shell Nanoparticles using Au Thin-Film Dewetting at High Temperature and Chemical Synthesis Methods

Energy Technology Data Exchange (ETDEWEB)

Kim, Min-Gyu; Lee, Hye-Jung; Oh, Yong-Jun [Hanbat National Univ., Daejeon (Korea, Republic of)

2016-07-15

Au-Pd bimetallic nanoparticles (NPs) have received a lot of attention in the fields of catalysts and hydrogen sensors. In this study, Au-Pd core-shell NP arrays were successfully fabricated using two steps: formation of the ordered array of Au NPs cores via solid-state dewetting of a Au thin film on a topographic silica substrate, and Pd shell formation via chemical synthesis using two different surfactants (CTAB and CTAC). Using the CTAB surfactant in particular, a 2-D composite structure comprised of an ordered array of Au-Pd NPs, with smaller Pd NPs on the nanoscopic gaps between the Au-Pd NPs, could be formed. This structure is expected to have potential application in resistance-base hydrogen sensors.

Disappearance of back-to-back high-pT hadron correlations in central Au+Au collisions at sqrt[s NN ] =200 GeV.

Science.gov (United States)

Adler, C; Ahammed, Z; Allgower, C; Amonett, J; Anderson, B D; Anderson, M; Averichev, G S; Balewski, J; Barannikova, O; Barnby, L S; Baudot, J; Bekele, S; Belaga, V V; Bellwied, R; Berger, J; Bichsel, H; Billmeier, A; Bland, L C; Blyth, C O; Bonner, B E; Boucham, A; Brandin, A; Bravar, A; Cadman, R V; Caines, H; Calderón de la Barca Sánchez, M; Cardenas, A; Carroll, J; Castillo, J; Castro, M; Cebra, D; Chaloupka, P; Chattopadhyay, S; Chen, Y; Chernenko, S P; Cherney, M; Chikanian, A; Choi, B; Christie, W; Coffin, J P; Cormier, T M; Corral, M M; Cramer, J G; Crawford, H J; Derevschikov, A A; Didenko, L; Dietel, T; Draper, J E; Dunin, V B; Dunlop, J C; Eckardt, V; Efimov, L G; Emelianov, V; Engelage, J; Eppley, G; Erazmus, B; Fachini, P; Faine, V; Faivre, J; Fatemi, R; Filimonov, K; Finch, E; Fisyak, Y; Flierl, D; Foley, K J; Fu, J; Gagliardi, C A; Gagunashvili, N; Gans, J; Gaudichet, L; Germain, M; Geurts, F; Ghazikhanian, V; Grachov, O; Grigoriev, V; Guedon, M; Gushin, E; Hallman, T J; Hardtke, D; Harris, J W; Henry, T W; Heppelmann, S; Herston, T; Hippolyte, B; Hirsch, A; Hjort, E; Hoffmann, G W; Horsley, M; Huang, H Z; Humanic, T J; Igo, G; Ishihara, A; Ivanshin, Yu I; Jacobs, P; Jacobs, W W; Janik, M; Johnson, I; Jones, P G; Judd, E G; Kaneta, M; Kaplan, M; Keane, D; Kiryluk, J; Kisiel, A; Klay, J; Klein, S R; Klyachko, A; Kollegger, T; Konstantinov, A S; Kopytine, M; Kotchenda, L; Kovalenko, A D; Kramer, M; Kravtsov, P; Krueger, K; Kuhn, C; Kulikov, A I; Kunde, G J; Kunz, C L; Kutuev, R Kh; Kuznetsov, A A; Lakehal-Ayat, L; Lamont, M A C; Landgraf, J M; Lange, S; Lansdell, C P; Lasiuk, B; Laue, F; Lauret, J; Lebedev, A; Lednický, R; Leontiev, V M; LeVine, M J; Li, Q; Lindenbaum, S J; Lisa, M A; Liu, F; Liu, L; Liu, Z; Liu, Q J; Ljubicic, T; Llope, W J; LoCurto, G; Long, H; Longacre, R S; Lopez-Noriega, M; Love, W A; Ludlam, T; Lynn, D; Ma, J; Magestro, D; Majka, R; Margetis, S; Markert, C; Martin, L; Marx, J; Matis, H S; Matulenko, Yu A; McShane, T S; Meissner, F; Melnick, Yu; Meschanin, A; Messer, M; Miller, M L; Milosevich, Z; Minaev, N G; Mitchell, J; Moore, C F; Morozov, V; de Moura, M M; Munhoz, M G; Nelson, J M; Nevski, P; Nikitin, V A; Nogach, L V; Norman, B; Nurushev, S B; Odyniec, G; Ogawa, A; Okorokov, V; Oldenburg, M; Olson, D; Paic, G; Pandey, S U; Panebratsev, Y; Panitkin, S Y; Pavlinov, A I; Pawlak, T; Perevoztchikov, V; Peryt, W; Petrov, V A; Planinic, M; Pluta, J; Porile, N; Porter, J; Poskanzer, A M; Potrebenikova, E; Prindle, D; Pruneau, C; Putschke, J; Rai, G; Rakness, G; Ravel, O; Ray, R L; Razin, S V; Reichhold, D; Reid, J G; Renault, G; Retiere, F; Ridiger, A; Ritter, H G; Roberts, J B; Rogachevski, O V; Romero, J L; Rose, A; Roy, C; Rykov, V; Sakrejda, I; Salur, S; Sandweiss, J; Savin, I; Schambach, J; Scharenberg, R P; Schmitz, N; Schroeder, L S; Schüttauf, A; Schweda, K; Seger, J; Seliverstov, D; Seyboth, P; Shahaliev, E; Shestermanov, K E; Shimanskii, S S; Simon, F; Skoro, G; Smirnov, N; Snellings, R; Sorensen, P; Sowinski, J; Spinka, H M; Srivastava, B; Stephenson, E J; Stock, R; Stolpovsky, A; Strikhanov, M; Stringfellow, B; Struck, C; Suaide, A A P; Sugarbaker, E; Suire, C; Sumbera, M; Surrow, B; Symons, T J M; Szanto de Toledo, A; Szarwas, P; Tai, A; Takahashi, J; Tang, A H; Thein, D; Thomas, J H; Thompson, M; Tikhomirov, V; Tokarev, M; Tonjes, M B; Trainor, T A; Trentalange, S; Tribble, R E; Trofimov, V; Tsai, O; Ullrich, T; Underwood, D G; Van Buren, G; VanderMolen, A M; Vasilevski, I M; Vasiliev, A N; Vigdor, S E; Voloshin, S A; Wang, F; Ward, H; Watson, J W; Wells, R; Westfall, G D; Whitten, C; Wieman, H; Willson, R; Wissink, S W; Witt, R; Wood, J; Xu, N; Xu, Z; Yakutin, A E; Yamamoto, E; Yang, J; Yepes, P; Yurevich, V I; Zanevski, Y V; Zborovský, I; Zhang, H; Zhang, W M; Zoulkarneev, R; Zubarev, A N

2003-02-28

Azimuthal correlations for large transverse momentum charged hadrons have been measured over a wide pseudorapidity range and full azimuth in Au+Au and p+p collisions at sqrt[s(NN)]=200 GeV. The small-angle correlations observed in p+p collisions and at all centralities of Au+Au collisions are characteristic of hard-scattering processes previously observed in high-energy collisions. A strong back-to-back correlation exists for p+p and peripheral Au+Au. In contrast, the back-to-back correlations are reduced considerably in the most central Au+Au collisions, indicating substantial interaction as the hard-scattered partons or their fragmentation products traverse the medium.

Factors of Selection of the Stock Allocation Method

Directory of Open Access Journals (Sweden)

Rohov Heorhii K.

2014-03-01

Full Text Available The article describes results of the author’s study of factors of making strategic decisions on selection of methods of stock allocation by public joint stock companies in Ukraine. The author used the Random forest mathematical apparatus of classification trees building and also informal methods. The article analyses the reasons that restrain public allocation of stock. It shows significant influence upon selection of a method of stock allocation of such factors as capital concentration, balance rate of corporate rights, sector of economy and significant participation of the institutes of common investment or the state in the authorised capital. The built hierarchical model of classification of factors of the issuing policy of joint stock companies finds logical justification in specific features of the institutional environment, however, it does not fit into the framework of the classical concept of the market economy. The model could be used both for formation of goals of corporate financial strategies and in the process of improvement of state regulation of activity of securities issuers. The prospect of further studies in this direction is identification of transformation of factors of selection of the stock allocation method under conditions of revival of the stock market.

Growth and structure of Co/Au magnetic thin films; Croissance et structure des couches minces magnetiques Co/Au

Energy Technology Data Exchange (ETDEWEB)

Marsot, N

1999-01-14

We have studied the growth and the crystallographic structure of magnetic ultra thin cobalt/gold films (Co/Au), in order to investigate the correlations between their magnetic and structural properties. Room temperature (R.T.) Co growth on Au (111) proceeds in three stages. Up to 2 Co monolayers (ML), a bilayer island growth mode is observed. Between 2 and 5 ML, coalescence of the islands occurs, covering the substrate surface and a Co/Au mixing is observed resulting from the de-construction of the Herringbone reconstruction. Finally, beyond 5 ML, the CoAu mixing is buried and the Co growth continues in a 3-D growth. Annealing studies at 600 K on this system show a smoothing effect of the Co film, and at the same time, segregation of Au atoms. The quality of the Co/Au interface (sharpness) is not enhanced by the annealing. The local order was studied by SEXAFS and the long range order by GIXRD showing that the Co film has a hexagonal close packed structure, with an easy magnetization axis perpendicular to the surface. From a local order point of view, the Co grows with an incoherent epitaxy and keeps its own bulk parameters. The GIXRD analysis shows a residual strain in the Co film of 4%. The difference observed between the local order analysis and the long range order results is explained in terms of the low dimensions of the diffracting domains. The evolution of film strains, as a function of the Co coverage, shows a marked deviation from the elastic strain theory. Modification of the strain field in the Co film as a function of the Au coverage is studied by GIXRD analysis. The Au growth study, at R.T., shows no evidence of a Au/Co mixing in the case of the Au/Co interface. The Au overlayer adopts a twinned face centred cubic structure on the rough Co film surface. (author)

Identified particle distributions in pp and Au+Au collisions at square root of (sNN)=200 GeV.

Science.gov (United States)

Adams, J; Adler, C; Aggarwal, M M; Ahammed, Z; Amonett, J; Anderson, B D; Anderson, M; Arkhipkin, D; Averichev, G S; Badyal, S K; Balewski, J; Barannikova, O; Barnby, L S; Baudot, J; Bekele, S; Belaga, V V; Bellwied, R; Berger, J; Bezverkhny, B I; Bhardwaj, S; Bhaskar, P; Bhati, A K; Bichsel, H; Billmeier, A; Bland, L C; Blyth, C O; Bonner, B E; Botje, M; Boucham, A; Brandin, A; Bravar, A; Cadman, R V; Cai, X Z; Caines, H; Calderón de la Barca Sánchez, M; Carroll, J; Castillo, J; Castro, M; Cebra, D; Chaloupka, P; Chattopadhyay, S; Chen, H F; Chen, Y; Chernenko, S P; Cherney, M; Chikanian, A; Choi, B; Christie, W; Coffin, J P; Cormier, T M; Cramer, J G; Crawford, H J; Das, D; Das, S; Derevschikov, A A; Didenko, L; Dietel, T; Dong, X; Draper, J E; Du, F; Dubey, A K; Dunin, V B; Dunlop, J C; Dutta Majumdar, M R; Eckardt, V; Efimov, L G; Emelianov, V; Engelage, J; Eppley, G; Erazmus, B; Estienne, M; Fachini, P; Faine, V; Faivre, J; Fatemi, R; Filimonov, K; Filip, P; Finch, E; Fisyak, Y; Flierl, D; Foley, K J; Fu, J; Gagliardi, C A; Ganti, M S; Gutierrez, T D; Gagunashvili, N; Gans, J; Gaudichet, L; Germain, M; Geurts, F; Ghazikhanian, V; Ghosh, P; Gonzalez, J E; Grachov, O; Grigoriev, V; Gronstal, S; Grosnick, D; Guedon, M; Guertin, S M; Gupta, A; Gushin, E; Hallman, T J; Hardtke, D; Harris, J W; Heinz, M; Henry, T W; Heppelmann, S; Herston, T; Hippolyte, B; Hirsch, A; Hjort, E; Hoffmann, G W; Horsley, M; Huang, H Z; Huang, S L; Humanic, T J; Igo, G; Ishihara, A; Jacobs, P; Jacobs, W W; Janik, M; Johnson, I; Jones, P G; Judd, E G; Kabana, S; Kaneta, M; Kaplan, M; Keane, D; Kiryluk, J; Kisiel, A; Klay, J; Klein, S R; Klyachko, A; Koetke, D D; Kollegger, T; Konstantinov, A S; Kopytine, M; Kotchenda, L; Kovalenko, A D; Kramer, M; Kravtsov, P; Krueger, K; Kuhn, C; Kulikov, A I; Kumar, A; Kunde, G J; Kunz, C L; Kutuev, R Kh; Kuznetsov, A A; Lamont, M A C; Landgraf, J M; Lange, S; Lansdell, C P; Lasiuk, B; Laue, F; Lauret, J; Lebedev, A; Lednický, R; Leontiev, V M; LeVine, M J; Li, C; Li, Q; Lindenbaum, S J; Lisa, M A; Liu, F; Liu, L; Liu, Z; Liu, Q J; Ljubicic, T; Llope, W J; Long, H; Longacre, R S; Lopez-Noriega, M; Love, W A; Ludlam, T; Lynn, D; Ma, J; Ma, Y G; Magestro, D; Mahajan, S; Mangotra, L K; Mahapatra, D P; Majka, R; Manweiler, R; Margetis, S; Markert, C; Martin, L; Marx, J; Matis, H S; Matulenko, Yu A; McShane, T S; Meissner, F; Melnick, Yu; Meschanin, A; Messer, M; Miller, M L; Milosevich, Z; Minaev, N G; Mironov, C; Mishra, D; Mitchell, J; Mohanty, B; Molnar, L; Moore, C F; Mora-Corral, M J; Morozov, V; de Moura, M M; Munhoz, M G; Nandi, B K; Nayak, S K; Nayak, T K; Nelson, J M; Nevski, P; Nikitin, V A; Nogach, L V; Norman, B; Nurushev, S B; Odyniec, G; Ogawa, A; Okorokov, V; Oldenburg, M; Olson, D; Paic, G; Pandey, S U; Pal, S K; Panebratsev, Y; Panitkin, S Y; Pavlinov, A I; Pawlak, T; Perevoztchikov, V; Peryt, W; Petrov, V A; Phatak, S C; Picha, R; Planinic, M; Pluta, J; Porile, N; Porter, J; Poskanzer, A M; Potekhin, M; Potrebenikova, E; Potukuchi, B V K S; Prindle, D; Pruneau, C; Putschke, J; Rai, G; Rakness, G; Raniwala, R; Raniwala, S; Ravel, O; Ray, R L; Razin, S V; Reichhold, D; Reid, J G; Renault, G; Retiere, F; Ridiger, A; Ritter, H G; Roberts, J B; Rogachevski, O V; Romero, J L; Rose, A; Roy, C; Ruan, L J; Sahoo, R; Sakrejda, I; Salur, S; Sandweiss, J; Savin, I; Schambach, J; Scharenberg, R P; Schmitz, N; Schroeder, L S; Schweda, K; Seger, J; Seliverstov, D; Seyboth, P; Shahaliev, E; Shao, M; Sharma, M; Shestermanov, K E; Shimanskii, S S; Singaraju, R N; Simon, F; Skoro, G; Smirnov, N; Snellings, R; Sood, G; Sorensen, P; Sowinski, J; Spinka, H M; Srivastava, B; Stanislaus, S; Stock, R; Stolpovsky, A; Strikhanov, M; Stringfellow, B; Struck, C; Suaide, A A P; Sugarbaker, E; Suire, C; Sumbera, M; Surrow, B; Symons, T J M; de Toledo, A Szanto; Szarwas, P; Tai, A; Takahashi, J; Tang, A H; Thein, D; Thomas, J H; Tikhomirov, V; Tokarev, M; Tonjes, M B; Trainor, T A; Trentalange, S; Tribble, R E; Trivedi, M D; Trofimov, V; Tsai, O; Ullrich, T; Underwood, D G; Van Buren, G; VanderMolen, A M; Vasiliev, A N; Vasiliev, M; Vigdor, S E; Viyogi, Y P; Voloshin, S A; Waggoner, W; Wang, F; Wang, G; Wang, X L; Wang, Z M; Ward, H; Watson, J W; Wells, R; Westfall, G D; Whitten, C; Wieman, H; Willson, R; Wissink, S W; Witt, R; Wood, J; Wu, J; Xu, N; Xu, Z; Xu, Z Z; Yakutin, A E; Yamamoto, E; Yang, J; Yepes, P; Yurevich, V I; Zanevski, Y V; Zborovský, I; Zhang, H; Zhang, H Y; Zhang, W M; Zhang, Z P; Zołnierczuk, P A; Zoulkarneev, R; Zoulkarneeva, J; Zubarev, A N

2004-03-19

Transverse mass and rapidity distributions for charged pions, charged kaons, protons, and antiprotons are reported for square root of [sNN]=200 GeV pp and Au+Au collisions at Relativistic Heary Ion Collider (RHIC). Chemical and kinetic equilibrium model fits to our data reveal strong radial flow and long duration from chemical to kinetic freeze-out in central Au+Au collisions. The chemical freeze-out temperature appears to be independent of initial conditions at RHIC energies.

The price momentum of stock in distribution

Science.gov (United States)

Liu, Haijun; Wang, Longfei

2018-02-01

In this paper, a new momentum of stock in distribution is proposed and applied in real investment. Firstly, assuming that a stock behaves as a multi-particle system, its share-exchange distribution and cost distribution are introduced. Secondly, an estimation of the share-exchange distribution is given with daily transaction data by 3 σ rule from the normal distribution. Meanwhile, an iterative method is given to estimate the cost distribution. Based on the cost distribution, a new momentum is proposed for stock system. Thirdly, an empirical test is given to compare the new momentum with others by contrarian strategy. The result shows that the new one outperforms others in many places. Furthermore, entropy of stock is introduced according to its cost distribution.

Multifractal structures for the Russian stock market

Science.gov (United States)

Ikeda, Taro

2018-02-01

In this paper, we apply the multifractal detrended fluctuation analysis (MFDFA) to the Russian stock price returns. To the best of our knowledge, this paper is the first to reveal the multifractal structures for the Russian stock market by financial crises. The contributions of the paper are twofold. (i) Finding the multifractal structures for the Russian stock market. The generalized Hurst exponents estimated become highly-nonlinear to the order of the fluctuation functions. (ii) Computing the multifractality degree according to Zunino et al. (2008). We find that the multifractality degree of the Russian stock market can be categorized within emerging markets, however, the Russian 1998 crisis and the global financial crisis dampen the degree when we consider the order of the polynomial trends in the MFDFA.

Stock Market and Sustainable Economic Growth in Nigeria

Directory of Open Access Journals (Sweden)

Erasmus L Owusu

2016-11-01

Full Text Available This paper examines the relationship between stock market evolution and sustainable economic growth in Nigeria. The study employs Auto-Regressive Distributed Lag (ARDL-bounds testing approach and a combined stock market indicators index to examine the relationship. The paper finds that, in the long run, stock markets have no positive and at best mixed effect on economic growth in Nigeria. This finding supports the numerous past studies, which have reported negative/mixed or inconclusive results on the effects of stock markets on economic growth. The paper, therefore, concludes that, there is the need for increasing financial deepening and the removal of bottlenecks in the financial sectors of the economy by providing further public and institutional education on the value of stock markets for economic development.

Collective flow measurements with HADES in Au+Au collisions at 1.23A GeV

Science.gov (United States)

Kardan, Behruz; Hades Collaboration

2017-11-01

HADES has a large acceptance combined with a good mass-resolution and therefore allows the study of dielectron and hadron production in heavy-ion collisions with unprecedented precision. With the statistics of seven billion Au-Au collisions at 1.23A GeV recorded in 2012, the investigation of higher-order flow harmonics is possible. At the BEVALAC and SIS18 directed and elliptic flow has been measured for pions, charged kaons, protons, neutrons and fragments, but higher-order harmonics have not yet been studied. They provide additional important information on the properties of the dense hadronic medium produced in heavy-ion collisions. We present here a high-statistics, multidifferential measurement of v1 and v2 for protons in Au+Au collisions at 1.23A GeV.

Stock prices forecasting based on wavelet neural networks with PSO

OpenAIRE

Wang Kai-Cheng; Yang Chi-I; Chang Kuei-Fang

2017-01-01

This research examines the forecasting performance of wavelet neural network (WNN) model using published stock data obtained from Financial Times Stock Exchange (FTSE) Taiwan Stock Exchange (TWSE) 50 index, also known as Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX), hereinafter referred to as Taiwan 50. Our WNN model uses particle swarm optimization (PSO) to choose the appropriate initial network values for different companies. The findings come with two advantages. First...

Stock returns and foreign investment in Brazil

OpenAIRE

Reis, Luciana; Meurer, Roberto; Da Silva, Sergio

2008-01-01

We examine the relationship between stock returns and foreign investment in Brazil, and find that the inflows of foreign investment boosted the returns from 1995 to 2005. There was a strong contemporaneous correlation, although not Granger-causality. Foreign investment along with the exchange rate, the influence of the world stock markets, and country risk can explain 73 percent of the changes that occurred in the stock returns over the period. We also find that positive feedback trading play...

Photoswitchable Faraday effect in EuS-Au nanosystems

Energy Technology Data Exchange (ETDEWEB)

Kawashima, Akira; Nakanishi, Takayuki; Kitagawa, Yuichi; Fushimi, Koji; Hasegawa, Yasuchika [Division of Applied Chemistry, Faculty of Engineering, Hokkaido University, North-13 West-8, Kita-ku, 060-8628, Sapporo (Japan)

2016-01-15

Effective photoswitchable europium sulfide nanocrystals with gold nanoparticles using dithiol (DDT: 1,10-decanedithiol) joint molecules, EuS-Au nanosystems, are demonstrated. The TEM image indicates the formation of EuS-Au nanosystems composed of cube-shaped EuS nanocrystals and spherical Au nanoparticles. Under visible-light irradiation, a drastic change of absorption band of EuS-Au nanosystems at around 600 nm was observed. The Faraday effects of EuS-Au nanosystems were estimated using magnetic circular dichroism (MCD) measurements. The effective change of the MCD spectra of EuS-Au nanosystems under visible-light irradiation was successfully observed at around 670 nm for the first time. The effective reversible changes in MCD spectra with the alternative irradiation cycles of visible light (>440 nm) and dark are also presented. The decrease rate of rotation angle at 670 nm of EuS-Au nanosystems is larger than that of absorbance. These results indicate that the effective change of MCD spectra of EuS-Au nanosystems would be dominated not only by a drastic change of absorption band related to enhanced LSPR of Au nanoparticles but also by specific interaction between EuS and Au in nanosystem under irradiation. Illustration of photoswitch and TEM image of EuS-Au nanosystems. (copyright 2015 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Modeling the stock price returns volatility using GARCH(1,1) in some Indonesia stock prices

Science.gov (United States)

Awalludin, S. A.; Ulfah, S.; Soro, S.

2018-01-01

In the financial field, volatility is one of the key variables to make an appropriate decision. Moreover, modeling volatility is needed in derivative pricing, risk management, and portfolio management. For this reason, this study presented a widely used volatility model so-called GARCH(1,1) for estimating the volatility of daily returns of stock prices of Indonesia from July 2007 to September 2015. The returns can be obtained from stock price by differencing log of the price from one day to the next. Parameters of the model were estimated by Maximum Likelihood Estimation. After obtaining the volatility, natural cubic spline was employed to study the behaviour of the volatility over the period. The result shows that GARCH(1,1) indicate evidence of volatility clustering in the returns of some Indonesia stock prices.

Preparation of Au/Y2O3 and Au/NiO catalysts by co-precipitation and their oxidation activities

International Nuclear Information System (INIS)

Sreethawong, Thammanoon; Sitthiwechvijit, Norsit; Rattanachatchai, Apiwat; Ouraipryvan, Piya; Schwank, Johannes W.; Chavadej, Sumaeth

2011-01-01

Research highlights: → The catalytic activity of Au catalysts supported on Y 2 O 3 and NiO prepared by co-precipitation was investigated for CO and methanol oxidation. → The phase transformation of yttrium support greatly affected the CO oxidation activity. → The Au/Y 2 O 3 exhibited the same activity as Au/NiO for the methanol oxidation while the Au/NiO gave higher activity for CO oxidation. - Abstract: The objective of this work was to investigate the catalytic activity of gold catalysts supported on two metal oxides, yttrium oxide and nickel oxide, prepared by co-precipitation for CO and methanol oxidation reactions. The TGA and XRD results confirmed that yttrium hydroxide (Y(OH) 3 ) was formed at calcination temperature below 300 deg. C. When it was calcined at 400 deg. C, the Y(OH) 3 was transformed to yttrium oxide hydroxide (YOOH). Finally, when calcination temperature was raised to 600 deg. C, the YOOH was completely transformed to yttrium oxide (Y 2 O 3 ). Interestingly, the gold loaded on YOOH calcined at 400 deg. C and gold loaded on Y 2 O 3 calcined at 500 deg. C comparatively showed the highest catalytic activity for complete CO oxidation at a reaction temperature of 300 deg. C. The 0.12% Au/Y 2 O 3 catalyst calcined at 500 deg. C was employed for both CO and methanol oxidation studies. For complete CO oxidation, the reaction temperatures of Au/Y 2 O 3 and Au/NiO catalysts were 325 deg. C and 250 deg. C, respectively. The light-off temperatures of Au/Y 2 O 3 and Au/NiO catalysts for methanol oxidation were 210 deg. C and 205 deg. C, respectively. Conclusively, the Au/Y 2 O 3 clearly exhibited the same activity as that of Au/NiO for methanol oxidation while the Au/NiO gave higher activity for CO oxidation.

Linkage between company scores and stock returns

Directory of Open Access Journals (Sweden)

Saban Celik

2017-12-01

Full Text Available Previous studies on company scores conducted at firm-level, generally concluded that there exists a positive relation between company scores and stock returns. Motivated by these studies, this study examines the relationship between company scores (Corporate Governance Score, Economic Score, Environmental Score, and Social Score and stock returns, both at portfolio-level analysis and firm-level cross-sectional regressions. In portfolio-level analysis, stocks are sorted based on each company scores and quintile portfolio are formed with different levels of company scores. Then, existence and significance of raw returns and risk-adjusted returns difference between portfolios with the extreme company scores (portfolio 10 and portfolio 1 is tested. In addition, firm-level cross-sectional regression is performed to examine the significance of company scores effects with control variables. While portfolio-level analysis results indicate that there is no significant relation between company scores and stock returns; firm-level analysis indicates that economic, environmental, and social scores have effect on stock returns, however, significance and direction of these effects change, depending on the included control variables in the cross-sectional regression.

Light Fragment Production and Power Law Behavior in Au + Au Collisions

International Nuclear Information System (INIS)

Wang, S.; Albergo, S.; Bieser, F.; Brady, F.P.; Caccia, Z.; Cebra, D.A.; Chacon, A.D.; Chance, J.L.; Choi, Y.; Costa, S.; Elliott, J.B.; Gilkes, M.L.; Hauger, J.A.; Hirsch, A.S.; Hjort, E.L.; Insolia, A.; Justice, M.; Keane, D.; Kintner, J.; Lisa, M.A.; Matis, H.S.; McMahan, M.; McParland, C.; Olson, D.L.; Partlan, M.D.; Porile, N.T.; Potenza, R.; Rai, G.; Rasmussen, J.; Ritter, H.G.; Romanski, J.; Romero, J.L.; Russo, G.V.; Scharenberg, R.P.; Scott, A.; Shao, Y.; Srivastava, B.K.; Symons, T.J.M.; Tincknell, M.L.; Tuve, C.; Warren, P.G.; Weerasundara, D.; Wieman, H.H.; Wolf, K.L.

1995-01-01

Using charged-particle-exclusive measurements of Au+Au collisions in the LBL Bevalac's EOS time projection chamber, we investigate momentum-space densities of fragments up to 4 He as a function of fragment transverse momentum, azimuth relative to the reaction plane, rapidity, multiplicity, and beam energy. Most features of these densities above a transverse momentum threshold are consistent with momentum-space coalescence, and, in particular, the increase in sideward flow with fragment mass is generally well described by a momentum-space power law

Magnetic holes in the solar wind between 0.3 AU and 17 AU

Directory of Open Access Journals (Sweden)

K. Sperveslage

2000-01-01

Full Text Available Magnetic holes (MHs are depressions of the magnetic field magnitude. Turner et al. (1977 identified the first MHs in the solar wind and determined an occurrence rate of 1.5 MHs/d. Winterhalter et al. (1994 developed an automatic identification criterion to search for MHs in Ulysses data in the solar wind between 1 AU and 5.4 AU. We adopt their criterion to expand the search to the heliocentric distances down to 0.3 AU using data from Helios 1 and 2 and up to 17 AU using data from Voyager 2. We relate our observations to two theoretical approaches which describe the so-called linear MHs in which the magnetic vector varies in magnitude rather than direction. Therefore we focus on such linear MHs with a directional change less than 10º. With our observations of about 850 MHs we present the following results: Approximately 30% of all the identified MHs are linear. The maximum angle between the initial magnetic field vector and any vector inside the MH is 20º in average and shows a weak relation to the depth of the MHs. The angle between the initial magnetic field and the minimum variance direction of those structures is large and very probably close to 90º. The MHs are placed in a high β environment even though the average solar wind shows a smaller β. The widths decrease from about 50 proton inertial length in a region between 0.3 AU and 0.4 AU heliocentric distance to about 15 proton inertial length at distances larger than 10 AU. This quantity is correlated with the β of the MH environments with respect to the heliocentric distance. There is a clear preference for the occurrence of depressions instead of compressions. We discuss these results with regard to the main theories of MHs, the mirror instability and the alternative soliton approach. Although our observational results are more consistent with the soliton theory we favour a combination of both. MHs might be the remnants of initial mirror mode structures which can be described as

Strange baryon resonance production in sqrt s NN=200 GeV p+p and Au+Au collisions.

Science.gov (United States)

Abelev, B I; Aggarwal, M M; Ahammed, Z; Amonett, J; Anderson, B D; Anderson, M; Arkhipkin, D; Averichev, G S; Bai, Y; Balewski, J; Barannikova, O; Barnby, L S; Baudot, J; Bekele, S; Belaga, V V; Bellingeri-Laurikainen, A; Bellwied, R; Benedosso, F; Bhardwaj, S; Bhasin, A; Bhati, A K; Bichsel, H; Bielcik, J; Bielcikova, J; Bland, L C; Blyth, S-L; Bonner, B E; Botje, M; Bouchet, J; Brandin, A V; Bravar, A; Burton, T P; Bystersky, M; Cadman, R V; Cai, X Z; Caines, H; Calderón de la Barca Sánchez, M; Castillo, J; Catu, O; Cebra, D; Chajecki, Z; Chaloupka, P; Chattopadhyay, S; Chen, H F; Chen, J H; Cheng, J; Cherney, M; Chikanian, A; Christie, W; Coffin, J P; Cormier, T M; Cosentino, M R; Cramer, J G; Crawford, H J; Das, D; Das, S; Dash, S; Daugherity, M; de Moura, M M; Dedovich, T G; DePhillips, M; Derevschikov, A A; Didenko, L; Dietel, T; Djawotho, P; Dogra, S M; Dong, W J; Dong, X; Draper, J E; Du, F; Dunin, V B; Dunlop, J C; Dutta Mazumdar, M R; Eckardt, V; Edwards, W R; Efimov, L G; Emelianov, V; Engelage, J; Eppley, G; Erazmus, B; Estienne, M; Fachini, P; Fatemi, R; Fedorisin, J; Filimonov, K; Filip, P; Finch, E; Fine, V; Fisyak, Y; Fu, J; Gagliardi, C A; Gaillard, L; Ganti, M S; Gaudichet, L; Ghazikhanian, V; Ghosh, P; Gonzalez, J E; Gorbunov, Y G; Gos, H; Grebenyuk, O; Grosnick, D; Guertin, S M; Guimaraes, K S F F; Gupta, N; Gutierrez, T D; Haag, B; Hallman, T J; Hamed, A; Harris, J W; He, W; Heinz, M; Henry, T W; Hepplemann, S; Hippolyte, B; Hirsch, A; Hjort, E; Hoffman, A M; Hoffmann, G W; Horner, M J; Huang, H Z; Huang, S L; Hughes, E W; Humanic, T J; Igo, G; Jacobs, P; Jacobs, W W; Jakl, P; Jia, F; Jiang, H; Jones, P G; Judd, E G; Kabana, S; Kang, K; Kapitan, J; Kaplan, M; Keane, D; Kechechyan, A; Khodyrev, V Yu; Kim, B C; Kiryluk, J; Kisiel, A; Kislov, E M; Klein, S R; Kocoloski, A; Koetke, D D; Kollegger, T; Kopytine, M; Kotchenda, L; Kouchpil, V; Kowalik, K L; Kramer, M; Kravtsov, P; Kravtsov, V I; Krueger, K; Kuhn, C; Kulikov, A I; Kumar, A; Kuznetsov, A A; Lamont, M A C; Landgraf, J M; Lange, S; LaPointe, S; Laue, F; Lauret, J; Lebedev, A; Lednicky, R; Lee, C-H; Lehocka, S; LeVine, M J; Li, C; Li, Q; Li, Y; Lin, G; Lin, X; Lindenbaum, S J; Lisa, M A; Liu, F; Liu, H; Liu, J; Liu, L; Liu, Z; Ljubicic, T; Llope, W J; Long, H; Longacre, R S; Love, W A; Lu, Y; Ludlam, T; Lynn, D; Ma, G L; Ma, J G; Ma, Y G; Magestro, D; Mahapatra, D P; Majka, R; Mangotra, L K; Manweiler, R; Margetis, S; Markert, C; Martin, L; Matis, H S; Matulenko, Yu A; McClain, C J; McShane, T S; Melnick, Yu; Meschanin, A; Millane, J; Miller, M L; Minaev, N G; Mioduszewski, S; Mironov, C; Mischke, A; Mishra, D K; Mitchell, J; Mohanty, B; Molnar, L; Moore, C F; Morozov, D A; Munhoz, M G; Nandi, B K; Nattrass, C; Nayak, T K; Nelson, J M; Netrakanti, P K; Nogach, L V; Nurushev, S B; Odyniec, G; Ogawa, A; Okorokov, V; Oldenburg, M; Olson, D; Pachr, M; Pal, S K; Panebratsev, Y; Panitkin, S Y; Pavlinov, A I; Pawlak, T; Peitzmann, T; Perevoztchikov, V; Perkins, C; Peryt, W; Phatak, S C; Picha, R; Planinic, M; Pluta, J; Poljak, N; Porile, N; Porter, J; Poskanzer, A M; Potekhin, M; Potrebenikova, E; Potukuchi, B V K S; Prindle, D; Pruneau, C; Putschke, J; Rakness, G; Raniwala, R; Raniwala, S; Ray, R L; Razin, S V; Reinnarth, J; Relyea, D; Retiere, F; Ridiger, A; Ritter, H G; Roberts, J B; Rogachevskiy, O V; Romero, J L; Rose, A; Roy, C; Ruan, L; Russcher, M J; Sahoo, R; Sakuma, T; Salur, S; Sandweiss, J; Sarsour, M; Sazhin, P S; Schambach, J; Scharenberg, R P; Schmitz, N; Schweda, K; Seger, J; Selyuzhenkov, I; Seyboth, P; Shabetai, A; Shahaliev, E; Shao, M; Sharma, M; Shen, W Q; Shimanskiy, S S; Sichtermann, E; Simon, F; Singaraju, R N; Smirnov, N; Snellings, R; Sood, G; Sorensen, P; Sowinski, J; Speltz, J; Spinka, H M; Srivastava, B; Stadnik, A; Stanislaus, T D S; Stock, R; Stolpovsky, A; Strikhanov, M; Stringfellow, B; Suaide, A A P; Sugarbaker, E; Sumbera, M; Sun, Z; Surrow, B; Swanger, M; Symons, T J M; Szanto de Toledo, A; Tai, A; Takahashi, J; Tang, A H; Tarnowsky, T; Thein, D; Thomas, J H; Timmins, A R; Timoshenko, S; Tokarev, M; Trainor, T A; Trentalange, S; Tribble, R E; Tsai, O D; Ulery, J; Ullrich, T; Underwood, D G; Buren, G Van; van der Kolk, N; van Leeuwen, M; Molen, A M Vander; Varma, R; Vasilevski, I M; Vasiliev, A N; Vernet, R; Vigdor, S E; Viyogi, Y P; Vokal, S; Voloshin, S A; Waggoner, W T; Wang, F; Wang, G; Wang, J S; Wang, X L; Wang, Y; Watson, J W; Webb, J C; Westfall, G D; Wetzler, A; Whitten, C; Wieman, H; Wissink, S W; Witt, R; Wood, J; Wu, J; Xu, N; Xu, Q H; Xu, Z; Yepes, P; Yoo, I-K; Yurevich, V I; Zhan, W; Zhang, H; Zhang, W M; Zhang, Y; Zhang, Z P; Zhao, Y; Zhong, C; Zoulkarneev, R; Zoulkarneeva, Y; Zubarev, A N; Zuo, J X

2006-09-29

We report the measurements of Sigma(1385) and Lambda(1520) production in p+p and Au+Au collisions at sqrt[s{NN}]=200 GeV from the STAR Collaboration. The yields and the p(T) spectra are presented and discussed in terms of chemical and thermal freeze-out conditions and compared to model predictions. Thermal and microscopic models do not adequately describe the yields of all the resonances produced in central Au+Au collisions. Our results indicate that there may be a time span between chemical and thermal freeze-out during which elastic hadronic interactions occur.

The reaction of stock market returns to anticipated unemployment

OpenAIRE

Taamouti, Abderrahim; Gonzalo Muñoz, Jesús

2012-01-01

We empirically investigate the short-run impact of anticipated and unanticipated unemployment rates on stock prices. We particularly examine the nonlinearity in stock market's reaction to unemployment rate and study the effect at each individual point (quantile) of stock return distribution. Using nonparametric Granger causality and quantile regression based tests, we find that, contrary to the general findings in the literature, only anticipated unemployment rate has a strong impact on stock...

Stocking equations for regeneration in mixed oak stands

Science.gov (United States)

Songlin Fei; Kim C. Steiner; James C. Finley

2007-01-01

Regeneration stocking equations for mixed-oak stands were developed based on data collected from nearly 14,000 plots in the central Appalachians. Maximum stand density was identified by plotting aggregate height against number of seedlings per plot, and was used as the reference level of the average maximum stand density (100 percent stocking or A-level stocking)....

12 CFR 931.6 - Transfer of capital stock.

Science.gov (United States)

2010-01-01

... 12 Banks and Banking 7 2010-01-01 2010-01-01 false Transfer of capital stock. 931.6 Section 931.6 Banks and Banking FEDERAL HOUSING FINANCE BOARD FEDERAL HOME LOAN BANK RISK MANAGEMENT AND CAPITAL STANDARDS FEDERAL HOME LOAN BANK CAPITAL STOCK § 931.6 Transfer of capital stock. A Bank in its capital plan...

Fish stocking density impacts tank hydrodynamics

DEFF Research Database (Denmark)

Rasmussen, Michael R.; Lunger, Angela; Laursen, Jesper

2006-01-01

The effect of stocking density upon the hydrodynamics of a circular tank, configured in a recirculation system, was investigated. Red drums Sciaenops ocellatus of approximately 140 g wet weight, were stocked at five rates varying from 0 to 12 kg m-3. The impact of the presence of fish upon tank...... hydrodynamics was established using in-tank-based Rhodamine WT fluorometry at a flow rate of 0.23 l s-1 (tank exchange rate of 1.9 h-1). With increasing numbers of animals, curvilinear relationships were observed for dispersion coefficients and tank mixing times. Stocking densities of 3, 6, 9 and 12 kg m-3...

Surface chemistry of 2-butanol and furfural on Cu, Au and Cu/Au single crystals

OpenAIRE

Megginson, Rory

2016-01-01

In this study, the adsorption of 2-butanol and furfural was investigated on Au (111), Cu (111) and Cu/Au (111) surfaces. It was hoped that by studying how these species adsorbed on these surfaces , insight would be provided into the roles of Cu and Au in the “hydrogen free” hydrogenation of furfural to furfuryl alcohol. This is a valuable process as currently furfuryl alcohol is derived from crude oil but it is possible to derive furfural from corn husk making it a greener process...

Forecast Correlation Coefficient Matrix of Stock Returns in Portfolio Analysis

OpenAIRE

Zhao, Feng

2013-01-01

In Modern Portfolio Theory, the correlation coefficients decide the risk of a set of stocks in the portfolio. So, to understand the correlation coefficients between returns of stocks, is a challenge but is very important for the portfolio management. Usually, the stocks with small correlation coefficients or even negative correlation coefficients are preferred. One can calculate the correlation coefficients of stock returns based on the historical stock data. However, in order to control the ...

27 CFR 24.217 - Vinegar stock.

Science.gov (United States)

2010-04-01

... 27 Alcohol, Tobacco Products and Firearms 1 2010-04-01 2010-04-01 false Vinegar stock. 24.217 Section 24.217 Alcohol, Tobacco Products and Firearms ALCOHOL AND TOBACCO TAX AND TRADE BUREAU, DEPARTMENT OF THE TREASURY LIQUORS WINE Production of Other Than Standard Wine § 24.217 Vinegar stock. Vinegar...

Enhanced absorption in Au nanoparticles/a-Si:H/c-Si heterojunction solar cells exploiting Au surface plasmon resonance

Energy Technology Data Exchange (ETDEWEB)

Losurdo, Maria; Giangregorio, Maria M.; Bianco, Giuseppe V.; Sacchetti, Alberto; Capezzuto, Pio; Bruno, Giovanni [Institute of Inorganic Methodologies and of Plasmas, IMIP-CNR, via Orabona 4, 70126 Bari (Italy)

2009-10-15

Au nanoparticles (NPs)/(n-type)a-Si:H/(p-type)c-Si heterojunctions have been deposited combining plasma-enhanced chemical-vapour deposition (PECVD) with Au sputtering. We demonstrate that a density of {proportional_to}1.3 x 10{sup 11} cm{sup -2} of Au nanoparticles with an approximately 20 nm diameter deposited onto (n-type)a-Si:H/(p-type)c-Si heterojunctions enhance performance exploiting the improved absorption of light by the surface plasmon resonance of Au NPs. In particular, Au NPs/(n-type)a-Si:H/(p-type)c-Si show an enhancement of 20% in the short-circuit current, J{sub SC}, 25% in the power output, P{sub max} and 3% in the fill factor, FF, compared to heterojunctions without Au NPs. Structures have been characterized by spectroscopic ellipsometry, atomic force microscopy and current-voltage (I-V) measurements to correlate the plasmon resonance-induced enhanced absorption of light with photovoltaic performance. (author)

THE INFLUENCE OF DIFFERENT STOCKING DENSITIES AND ...

African Journals Online (AJOL)

Helet Lambrechts

stocking densities will have a possible inhibitory effect on the establishment of ... Keywords: Ostriches, stocking density, male:female ratio, reproductive performance .... Eggs were stored upright with the air cell in the uppermost position.

Scoring on the stock exchange? The effect of football matches on stock market returns : an event study

NARCIS (Netherlands)

Scholtens, B.; Peenstra, W.

2009-01-01

We analyse the effect of results of football matches on the stock market performance of football teams. We analyse 1274 matches of eight teams in the national and European competition during 2000-2004. We find that the stock market response is significant and positive for victories and negative for

Investor’s Sentiments and Stock Market Volatility: an empirical evidence from emerging stock market

Directory of Open Access Journals (Sweden)

Mobeen Ur Rehman

2013-05-01

Full Text Available The concept of efficient market hypothesis has prevailed the financial markets for a long time which says that the prices of the securities reflect all available information. This approach was mainly followed by the rational investors but with the passage of time, the concept of behavioral finance emerged due to some of the major global financial crashes. This concept states that there are investors trading in the market making decisions on the basis of sentiments not on any fundamental information. Such class of traders is called the noise traders and they are mainly responsible for any disruption in the returns of the securities. In this paper we will try to find whether these sentiments of the investors affect the returns of the securities listed on the Karachi stock exchange. We will use the investor sentiment index that uses the six proxies the data on which has been collected mainly from the Karachi stock exchange. Volatility of the stock market returns will be calculated and regressed with the sentimental equation discussed above as the independent variable. This study will help us to find out the extent to which these sentiments influence the stock market returns in weak form efficient market and also it will help us to identify the presence of such irrational noise traders in our financial market.

Financing R & D with Knowledge Stock Rentals

OpenAIRE

John M. Hartwick

1993-01-01

We set out an endogenous growth model along the lines of Romer(1990) and investigate the implications of financing new knowledge production (R&D) with rental income accruing to the knowledge stock used in goods production. The knowledge stock is a non-public input in goods production. The balance growth rate under optimal growth can be greater or less than that under the invest knowledge stock rentals regime depends on the parameters of the production function and not on the parameters of pre...

Mean reversion in the US stock market

International Nuclear Information System (INIS)

Serletis, Apostolos; Rosenberg, Aryeh Adam

2009-01-01

This paper revisits the evidence for the weaker form of the efficient market hypothesis, building on recent work by Serletis and Shintani [Serletis A, Shintani M. No evidence of chaos but some evidence of dependence in the US stock market. Chaos, Solitons and Fractals 2003;17:449-54], Elder and Serletis [Elder J, Serletis A. On fractional integrating dynamics in the US stock market. Chaos, Solitons and Fractals 2007;34;777-81], Koustas et al. [Koustas Z, Lamarche J.-F, Serletis A. Threshold random walks in the US stock market. Chaos, Solitons and Fractals, forthcoming], Hinich and Serletis [Hinich M, Serletis A. Randomly modulated periodicity in the US stock market. Chaos, Solitons and Fractals, forthcoming], and Serletis et al. [Serletis A, Uritskaya OY, Uritsky VM. Detrended Fluctuation analysis of the US stock market. Int J Bifurc Chaos, forthcoming]. In doing so, we use daily data, over the period from 5 February 1971 to 1 December 2006 (a total of 9045 observations) on four US stock market indexes - the Dow Jones Industrial Average, the Standard and Poor's 500 Index, the NASDAQ Composite Index, and the NYSE Composite Index - and a new statistical physics approach - namely the 'detrending moving average (DMA)' technique, recently introduced by Alessio et al. [Alessio E, Carbone A, Castelli G, Frappietro V. Second-order moving average and scaling of stochastic time series. Euro Phys J B 2002;27;197-200.] and further developed by Carbone et al. [Carbone A, Castelli G, Stanley HE. Time dependent hurst exponent in financial time series. Physica A 2004;344;267-71, Carbone A, Castelli G, Stanley HE. Analysis of clusters formed by the moving average of a long-range correlated time series. Phys Rev E 2004;69;026105.]. The robustness of the results to the use of alternative testing methodologies is also investigated, by using Lo's [Lo AW. Long-term memory in stock market prices. Econometrica 1991;59:1279-313.] modified rescaled range analysis. We conclude that US stock

Mean reversion in the US stock market

Energy Technology Data Exchange (ETDEWEB)

Serletis, Apostolos [Department of Economics, University of Calgary, Calgary, Alberta, T2N 1N4 (Canada)], E-mail: Serletis@ucalgary.ca; Rosenberg, Aryeh Adam [Department of Economics, University of Calgary, Calgary, Alberta, T2N 1N4 (Canada)

2009-05-30

This paper revisits the evidence for the weaker form of the efficient market hypothesis, building on recent work by Serletis and Shintani [Serletis A, Shintani M. No evidence of chaos but some evidence of dependence in the US stock market. Chaos, Solitons and Fractals 2003;17:449-54], Elder and Serletis [Elder J, Serletis A. On fractional integrating dynamics in the US stock market. Chaos, Solitons and Fractals 2007;34;777-81], Koustas et al. [Koustas Z, Lamarche J.-F, Serletis A. Threshold random walks in the US stock market. Chaos, Solitons and Fractals, forthcoming], Hinich and Serletis [Hinich M, Serletis A. Randomly modulated periodicity in the US stock market. Chaos, Solitons and Fractals, forthcoming], and Serletis et al. [Serletis A, Uritskaya OY, Uritsky VM. Detrended Fluctuation analysis of the US stock market. Int J Bifurc Chaos, forthcoming]. In doing so, we use daily data, over the period from 5 February 1971 to 1 December 2006 (a total of 9045 observations) on four US stock market indexes - the Dow Jones Industrial Average, the Standard and Poor's 500 Index, the NASDAQ Composite Index, and the NYSE Composite Index - and a new statistical physics approach - namely the 'detrending moving average (DMA)' technique, recently introduced by Alessio et al. [Alessio E, Carbone A, Castelli G, Frappietro V. Second-order moving average and scaling of stochastic time series. Euro Phys J B 2002;27;197-200.] and further developed by Carbone et al. [Carbone A, Castelli G, Stanley HE. Time dependent hurst exponent in financial time series. Physica A 2004;344;267-71, Carbone A, Castelli G, Stanley HE. Analysis of clusters formed by the moving average of a long-range correlated time series. Phys Rev E 2004;69;026105.]. The robustness of the results to the use of alternative testing methodologies is also investigated, by using Lo's [Lo AW. Long-term memory in stock market prices. Econometrica 1991;59:1279-313.] modified rescaled range analysis. We

The Effect of Stock Return Sequences on Trading Volumes

Directory of Open Access Journals (Sweden)

Andrey Kudryavtsev

2017-10-01

Full Text Available The present study explores the effect of the gambler’s fallacy on stock trading volumes. I hypothesize that if a stock’s price rises (falls during a number of consecutive trading days, then the gambler’s fallacy may cause at least some of the investors to expect that the stock’s price “has” to subsequently fall (rise, and thus, to increase their willingness to sell (buy the stock, resulting in a stronger degree of disagreement between the investors and a higher-than-usual stock trading volume on the first day when the stock’s price indeed falls (rises. Employing a large sample of daily price and trading volume data, I document that following relatively long sequences of the same-sign stock returns, on the days when the sign is reversed, the trading activity in the respective stocks is abnormally high. Moreover, average abnormal trading volumes gradually and significantly increase with the length of the preceding return sequence. The effect is slightly more pronounced following the sequences of negative stock returns, and remains significant after controlling for other potentially influential factors, including contemporaneous and lagged actual and absolute stock returns, historical stock returns and volatilities, and company-specific events, such as earnings announcements and dividend payments.

Stock market in Ukraine: state and prospects of development

Directory of Open Access Journals (Sweden)

Krasnova Iryna V.

2014-01-01

Full Text Available The article is devoted to analysis of the topical problem of detection of specific features of functioning and problem of development of the stock market of Ukraine and also justification of directions of increase of its liquidity and efficiency. It analyses main tendencies and regularities of development of the stock market in the context of institutional, instrumental and infrastructural components. It considers issues of changes of volumes of trade and other parameters of activity of stock exchanges during recent years. It focuses on existing problems on the way of development of the stock market of Ukraine, which interfere with its efficient functioning, in particular, a limited number of liquid and investment attractive financial instruments, high fragmentariness of the exchange and depositary infrastructure, and insufficient legislative regulation of the exchange activity. For solution of problem issues and stimulation of further development of the domestic stock market the article marks expediency of consolidation of stock exchanges, necessity to increase capitalisation, liquidity and transparency of the stock market; further formation and consolidation of the market infrastructure and ensuring its reliable and efficient functioning, and improvement of mechanisms of state regulation, supervision and protection of the rights of investors in the Ukrainian stock market.

78 FR 66681 - Draft 2013 Marine Mammal Stock Assessment Reports

Science.gov (United States)

2013-11-06

... may be publicly accessible. Do not submit Confidential Business Information or otherwise sensitive or... completed in 1995. The MMPA requires NMFS and FWS to review the SARs at least annually for strategic stocks... non-strategic stocks. The term ``strategic stock'' means a marine mammal stock: (A) For which the...

New research resources at the Bloomington Drosophila Stock Center.

Science.gov (United States)

Cook, Kevin R; Parks, Annette L; Jacobus, Luke M; Kaufman, Thomas C; Matthews, Kathleen A

2010-01-01

The Bloomington Drosophila Stock Center (BDSC) is a primary source of Drosophila stocks for researchers all over the world. It houses over 27,000 unique fly lines and distributed over 160,000 samples of these stocks this past year. This report provides a brief overview of significant recent events at the BDSC with a focus on new stock sets acquired in the past year, including stocks for phiC31 transformation, RNAi knockdown of gene expression, and SNP and quantitative trait loci discovery. We also describe additions to sets of insertions and molecularly defined chromosomal deficiencies, the creation of a new Deficiency Kit, and planned additions of X chromosome duplication sets.

Magnetic properties and microstructure study of high coercivity Au/FePt/Au trilayer thin films

International Nuclear Information System (INIS)

Chen, S.K.; Yuan, F.T.; Liao, W.M.; Hsu, C.W.; Horng, Lance

2006-01-01

High-coercivity Au(60 nm)/FePt(δ nm)/Au(60 nm) trilayer samples were prepared by sputtering at room temperature, followed by post annealing at different temperatures. For the sample with δ=60 nm, L1 ordering transformation occurs at 500 deg. C. Coercivity (H c ) is increased with the annealing temperature in the studied range 400-800 deg. C. The H c value of the trilayer films is also varied with thickness of FePt intermediate layer (δ), from 27 kOe for δ=60 nm to a maximum value of 33.5 kOe for δ=20 nm. X-ray diffraction data indicate that the diffusion of Au atoms into the FePt L1 lattice is negligible even after a high-temperature (800 deg. C) annealing process. Furthermore, ordering parameter is almost unchanged as δ is reduced from 60 to 15 nm. Transmission electron microscope (TEM) photos indicate that small FePt Ll particles are dispersed amid the large-grained Au. We believe that the high coercivity of the trilayer sample is attributed to the small and uniform grain sizes of the highly ordered FePt particles which have perfect phase separation with Au matrix

Exploring Market State and Stock Interactions on the Minute Timescale.

Directory of Open Access Journals (Sweden)

Lei Tan

Full Text Available A stock market is a non-stationary complex system. The stock interactions are important for understanding the state of the market. However, our knowledge on the stock interactions on the minute timescale is limited. Here we apply the random matrix theory and methods in complex networks to study the stock interactions and sector interactions. Further, we construct a new kind of cross-correlation matrix to investigate the correlation between the stock interactions at different minutes within one trading day. Based on 50 million minute-to-minute price data in the Shanghai stock market, we discover that the market states in the morning and afternoon are significantly different. The differences mainly exist in three aspects, i.e. the co-movement of stock prices, interactions of sectors and correlation between the stock interactions at different minutes. In the afternoon, the component stocks of sectors are more robust and the structure of sectors is firmer. Therefore, the market state in the afternoon is more stable. Furthermore, we reveal that the information of the sector interactions can indicate the financial crisis in the market, and the indicator based on the empirical data in the afternoon is more effective.

Exploring Market State and Stock Interactions on the Minute Timescale.

Science.gov (United States)

Tan, Lei; Chen, Jun-Jie; Zheng, Bo; Ouyang, Fang-Yan

2016-01-01

A stock market is a non-stationary complex system. The stock interactions are important for understanding the state of the market. However, our knowledge on the stock interactions on the minute timescale is limited. Here we apply the random matrix theory and methods in complex networks to study the stock interactions and sector interactions. Further, we construct a new kind of cross-correlation matrix to investigate the correlation between the stock interactions at different minutes within one trading day. Based on 50 million minute-to-minute price data in the Shanghai stock market, we discover that the market states in the morning and afternoon are significantly different. The differences mainly exist in three aspects, i.e. the co-movement of stock prices, interactions of sectors and correlation between the stock interactions at different minutes. In the afternoon, the component stocks of sectors are more robust and the structure of sectors is firmer. Therefore, the market state in the afternoon is more stable. Furthermore, we reveal that the information of the sector interactions can indicate the financial crisis in the market, and the indicator based on the empirical data in the afternoon is more effective.

Modelling the impact of oil prices on Vietnam's stock prices

International Nuclear Information System (INIS)

Narayan, Paresh Kumar; Narayan, Seema

2010-01-01

The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use daily data for the period 2000-2008 and include the nominal exchange rate as an additional determinant of stock prices. We find that stock prices, oil prices and nominal exchange rates are cointegrated, and oil prices have a positive and statistically significant impact on stock prices. This result is inconsistent with theoretical expectations. The growth of the Vietnamese stock market was accompanied by rising oil prices. However, the boom of the stock market was marked by increasing foreign portfolio investment inflows which are estimated to have doubled from US$0.9 billion in 2005 to US$1.9 billion in 2006. There was also a change in preferences from holding foreign currencies and domestic bank deposits to stocks local market participants, and there was a rise in leveraged investment in stock as well as investments on behalf of relatives living abroad. It seems that the impact of these internal and domestic factors were more dominant than the oil price rise on the Vietnamese stock market. (author)

Configuration dependent deformation in 183Au

International Nuclear Information System (INIS)

Joshi, P.; Kumar, A.; Govil, I.M.; Mukherjee, G.; Singh, R.P.; Muralithar, S.; Bhowmik, R.K.

1998-01-01

The lifetime measurements in 183 Au nucleus were carried in order to probe the deformation properties of the band built on the i 3/2 and h 9/2 configurations. The nucleus of 183 Au was populated using a reaction 28 Si( 159 Tb,4n) 183 Au at a beam energy of 140 MeV. Lifetime measurements were carried out using Recoil Distance Measurements (RDM) method

A Tale of Two Stock Markets

Science.gov (United States)

Armstrong, Michelle Hine; Piercey, Victor I.; Greene-Hunley, Stephanie

2015-01-01

This article describes two different projects using the stock market as a context for learning. For both projects, students "bought" shares in individual companies, tracked stock prices for a period of time, and then "sold" their shares at a gain or loss. The projects are adaptable for students in late elementary school through…

Policy Impact on the Chinese Stock Market: From the 1994 Bailout Policies to the 2015 Shanghai-Hong Kong Stock Connect

Directory of Open Access Journals (Sweden)

Yang-Chao Wang

2017-01-01

Full Text Available From the 1994 bailout policies to the 2015 Shanghai-Hong Kong Stock Connect, the policy impact on the Chinese stock market has changed over time. By May 2015, global investors can directly invest in a more legalized and normalized Chinese stock market, whereas they are still concerned about the policy-oriented market and its attendant risks. In this study, we employ the family of GARCH models to investigate the structural changes in risks with the implementation of a series of policies. Our results show that although many policies improve or stabilize the stock market, certain policies lead to substantial volatility. Among them, macro-control policies and transaction cost adjustments are a double-edged sword, which should be used with caution. Furthermore, with opening-up policies being launched recently, the Chinese stock market has entered a new stage in which it affects international capital markets. However, the increased risks, which may result in a sharp turnaround, cause worry.

EVALUATION OF THE MODERN TENDENCIES IN THE UKRAINIAN STOCK MARKET DEVELOPMENT

Directory of Open Access Journals (Sweden)

Oleksandr Trofimchuk

2015-11-01

Full Text Available The purpose of the article is to research and critically evaluate the features of functioning and development the stock market in Ukraine. The main point is to substantiate modern tendencies and to find ways of more efficient development of the Ukrainian stock market. Methodology. The research is based on the analysis of the important aspects which characterize stock market development. They are the volume of trading activity that was done on stock exchanges, level of market capitalization, economic concentration, price policy on market services, and control over the insider information use and manipulation identification. Results. On the basis of volume of trading activity that was done on stock exchanges, features of stock market structure are determined. Comparative analysis between the stock market capitalization level of Ukraine and average world index of stock market capitalization is done. The level and dynamic of economic concentration is defined. Features of competition between Ukrainian stock exchanges are analyzed. Great attention in research is paid to problems of control over the insider information use and principles of manipulation identification by stock exchanges. Value/originality. The research showed that main amount of trading operations was done in “shadow” stock market, capitalization level decreased and stock market in Ukraine does not meet international standards of transparency. Further research should be focused on problems of ensuring the effective implementation of the basic principles of competition between market participants. Main point is to provide law mechanisms to increase transparency level of the national stock market and to increase share of organized stock market in Ukraine.

Production of φ mesons in Au-Au collisions at the AGS

International Nuclear Information System (INIS)

Back, B. B.; Betts, R. R.; Chang, J.; Gillitzer, A.; Henning, W. F.; Hofman, D. J.; Nanal, V.; Seto, R.; Wuosmaa, A. H.; Xiang, H.

1999-01-01

The first measurements of φ meson production in Au-Au collisions at AGS energies are presented via the decay to K + K - . A measurement of the centrality dependence of the yield shows an increase similar to that seen for the K - with a spectral shape consistent with a relativistic Breit-Wigner distribution within the statistical errors of the present data set. Future analysis using the full data set with 4 times the statistics will allow a more accurate determination of the yields, slopes and spectral shapes

Highly Stable [C60AuC60]+/- Dumbbells.

Science.gov (United States)

Goulart, Marcelo; Kuhn, Martin; Martini, Paul; Chen, Lei; Hagelberg, Frank; Kaiser, Alexander; Scheier, Paul; Ellis, Andrew M

2018-05-17

Ionic complexes between gold and C 60 have been observed for the first time. Cations and anions of the type [Au(C 60 ) 2 ] +/- are shown to have particular stability. Calculations suggest that these ions adopt a C 60 -Au-C 60 sandwich-like (dumbbell) structure, which is reminiscent of [XAuX] +/- ions previously observed for much smaller ligands. The [Au(C 60 ) 2 ] +/- ions can be regarded as Au(I) complexes, regardless of whether the net charge is positive or negative, but in both cases, the charge transfer between the Au and C 60 is incomplete, most likely because of a covalent contribution to the Au-C 60 binding. The C 60 -Au-C 60 dumbbell structure represents a new architecture in fullerene chemistry that might be replicable in synthetic nanostructures.

Geologic Mapping in Nogal Peak Quadrangle: Geochemistry, Intrusive Relations and Mineralization in the Sierra Blanca Igneous Complex, New Mexico

Science.gov (United States)

Goff, F.; Kelley, S. A.; Lawrence, J. R.; Cikowski, C. T.; Krier, D. J.; Goff, C. J.; McLemore, V. T.

2011-12-01

Nogal Peak quadrangle is located in the northern Sierra Blanca Igneous Complex (SBIC) and contains most of the White Mountain Wilderness (geologic map is available at http://geoinfo.nmt.edu/publications/maps/geologic/ofgm/details.cfml?Volume=134). The geology of the quad consists of a late Eocene to Oligocene volcanic pile (Sierra Blanca Volcanics, mostly alkali basalt to trachyte) intruded by a multitude of dikes, plugs and three stocks: Rialto, 31.4 Ma (mostly syenite), Three Rivers, ca. 29 to 27 Ma (quartz syenite intruded by subordinate alkali granite), and Bonito Lake, 26.6 Ma (mostly monzonite). Three Rivers stock is partially surrounded by alkali rhyolites that geochemically resemble the alkali granites. The circular shape of the stock and surrounding rhyolites suggests they form the root of a probable caldera. SBIC rocks have compositions typical of those found within the Rocky Mountain alkaline belt and those associated with continental rift zone magmatism. Because the volcanic host rocks are deeply eroded, intrusive relations with the stocks are well exposed. Most contacts at stock margins are near vertical. Roof pendants are common near some contacts and stoped blocks up to 700 m long are found within the Three Rivers stock. Contacts, pendants and stoped blocks generally display some combination of hornfelsing, brecciation, fracturing, faulting and mineralization. Sierra Blanca Volcanics display hydrothermal alteration increasing from argillic in the NW sector of the quad to high-temperature porpylitic near stock margins. Retrograde phyllic alteration occurs within breccia pipes and portions of the stocks. Mineral deposits consist of four types: Placer Au, fissure veins (mostly Ag-Pb-Zn±Au), breccia pipes (Au-Mo-Cu), and porphyry Mo-Cu. A singular pipe on the SW margin of Bonito Lake stock contains sapphire-lazulite-alunite. Although Au has been intermittently mined in the quad since 1865, best production of Au originated around the turn of the last

PENGARUH STOCK SPLIT TERHADAP LIKUIDITAS DAN RETURN SAHAM DI BURSA EFEK JAKARTA

Directory of Open Access Journals (Sweden)

Wang Sutrisno

2000-01-01

Full Text Available Research on stock splits has frequently been undertaken. The results vary, but fundamentally can be classified into two groups. First, the stock split is purely "cosmetic". Second, the stock split has a real effect on stocks. The difference between these opinions raises controversy. The purpose of this study is to examine whether stock splits influence stock liquidity and return of an individual stock as well as in a group of stocks as a portfolio. Overall, the results of this study show that stock splits did influence stock price, trading volume and bid-ask spread but did not influence stock risk and abnormal return from the point of view of an individual stock as well as in a group of stocks as a portfolio. The test of a relationship between bid-ask spread and stock price, trading volume and stock risk for each stock shows that all three variable did not significantly affect the bid-ask spread. On the other hand, the test of a relationship in a portfolio reveals that only stock prices significantly affect the bid-ask spread. Abstract in Bahasa Indonesia : Penelitian mengenai stock split sudah sering dilakukan. Hasil dari penelitian- penelitian tersebut bermacam - macam, tetapi pada dasarnya dapat dibedakan menjadi dua kelompok. Pertama, stock split dinyatakan murni hanya sebagai "kosmetik". Kedua, stock split dinyatakan mempunyai efek yang nyata terhadap saham. Perbedaan pendapat ini sering menimbulkan kontroversi. Tujuan dari penelitian ini adalah untuk menguji kembali apakah betul stock split dapat mempengaruhi likuiditas dan return saham baik ditinjau secara individual untuk masing - masing saham maupun seluruh saham sebagai sebuah portofolio. Secara keseluruhan, hasil dari penelitian ini menunjukkan bahwa stock split hanya mempengaruhi harga, volume perdagangan dan persentase spread, tetapi tidak mempengaruhi varians dan abnormal return baik ditinjau secara individual maupun sebagai sebuah portofolio. Sedangkan pengujian hubungan antara

Heterojunction metal-oxide-metal Au-Fe{sub 3}O{sub 4}-Au single nanowire device for spintronics

Energy Technology Data Exchange (ETDEWEB)

Reddy, K. M., E-mail: mrkongara@boisestate.edu; Punnoose, Alex; Hanna, Charles [Department of Physics, Boise State University, Boise, Idaho 83725 (United States); Padture, Nitin P. [School of Engineering, Brown University, Providence, Rhode Island 02912 (United States)

2015-05-07

In this report, we present the synthesis of heterojunction magnetite nanowires in alumina template and describe magnetic and electrical properties from a single nanowire device for spintronics applications. Heterojunction Au-Fe-Au nanowire arrays were electrodeposited in porous aluminum oxide templates, and an extensive and controlled heat treatment process converted Fe segment to nanocrystalline cubic magnetite phase with well-defined Au-Fe{sub 3}O{sub 4} interfaces as confirmed by the transmission electron microscopy. Magnetic measurements revealed Verwey transition shoulder around 120 K and a room temperature coercive field of 90 Oe. Current–voltage (I-V) characteristics of a single Au-Fe{sub 3}O{sub 4}-Au nanowire have exhibited Ohmic behavior. Anomalous positive magnetoresistance of about 0.5% is observed on a single nanowire, which is attributed to the high spin polarization in nanowire device with pure Fe{sub 3}O{sub 4} phase and nanocontact barrier. This work demonstrates the ability to preserve the pristine Fe{sub 3}O{sub 4} and well defined electrode contact metal (Au)–magnetite interface, which helps in attaining high spin polarized current.

DLA Forward Stocking

National Research Council Canada - National Science Library

Flory, John

2007-01-01

.... This study evaluates the feasibility of forward stocking in terms of DoD savings. The performance of DLA's criteria is evaluated and a new criteria using a cost and demand threshold is proposed...

Excitation functions for 197Au (d, p)198Au, 197Au(d, 2n)197mHg, 197Au(d, 2n)197Hg and 197Au(d, p2n)196Au

International Nuclear Information System (INIS)

Long Xianguan; Peng Xiufeng; He Fuqing

1987-01-01

By using activation method and stack-foil technique, the excitation functions for d + 197 Au reaction in 6.6-13.1 MeV energy range are measured. The measured values are compared with previous results and theoretical calculations

Correlated Production of Protons and Antiprotons in Au + Au Collisions at sqrt(sNN) = 200 GeV

International Nuclear Information System (INIS)

2007-01-01

Correlations between p and (anti p) at transverse momenta typical of enhanced baryon production in Au + Au collisions are reported. The PHENIX experiment has measured same and opposite sign baryon pairs in Au + Au collisions at √(ovr S NN ) = 200 GeV. Correlated production of proton and (anti p) with the trigger particle from the range 2.5 T T T range rises with increasing centrality, except for the most central collisions, where baryons show a significantly smaller number of associated mesons. These data are consistent with a picture in which hard scattered partons produce correlated p and (anti p) in the p T region of the baryon excess.

Stock Performance of Socially Responsible Companies

Directory of Open Access Journals (Sweden)

Huang Tzu-Man

2016-12-01

Full Text Available Every year Corporate Responsibility Magazine selects and ranks 100 companies on the basis of their corporate social responsibility. This study investigates the stock performance of socially responsible companies in the U.S. The monthly stock returns for these companies are analyzed and compared with the market performance, with the S&P 500 index designated as a proxy for the market. The empirical evidence suggests that these 100 companies outperform the market in their monthly stock returns. We also narrow down the number of companies selected to the top 75, 50, 25, and 10 firms. As we narrow down the companies selected, the difference between their returns and the market returns also narrows. In other words, a portfolio that includes all top 100 companies provides the best stock performance. We extend the analysis to long-term annual stock performance. We find that these socially responsible companies′ annual returns are higher than the market returns for up to seven years after they are listed. We also conduct the same analysis on the top 75, 50, 25, and 10 firms, respectively. Similarly, the larger the number of these top 100 companies, the greater the tendency to generate higher annual returns. We suspect that because the difference between the socially responsible companies′ average returns and the market returns is not dramatic, with a bigger population and thus a larger sample size, the difference becomes more significant. However, in practice, transaction costs must be considered. This study is limited in that it does not consider transaction costs. Nevertheless, we hope to shed some light on the issue of socially responsible companies′ stock performance to encourage companies to start thinking about the importance of corporate social responsibility.

Maintenance in Railway Rolling Stock Rescheduling for Passenger Railways

NARCIS (Netherlands)

J.C. Wagenaar (Joris); L.G. Kroon (Leo)

2015-01-01

textabstractThis paper addresses the Rolling Stock Rescheduling Problem (RSRP), while taking maintenance appointments into account. After a disruption, the rolling stock of passenger trains has to be rescheduled in order to maintain a feasible rolling stock circulation. A limited number of rolling

Facebook drives behavior of passive households in stock markets

OpenAIRE

Siikanen, Milla; Baltakys, Kęstutis; Kanniainen, Juho; Vatrapu, Ravi; Mukkamala, Raghava; Hussain, Abid

2017-01-01

Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation between Facebook data and investors' decision making in stock markets with a unique data on investors' transactions on Nokia. We find that the decisions to buy versus sell are associated with Facebook data especially for passive households and also for nonprofit organizations. At the same time, it seems that more soph...

Company Stock in Pension Plans: How Costly Is It?

OpenAIRE

Meulbroek, Lisa

2005-01-01

Employees often hold substantial levels of company stock in their defined contribution pension plans, a practice widely recognized as risky. But holding company stock is not only risky, it is costly: employees who own company stock are not fully diversified, so expected returns on their portfolios are lower than equally risky, but fully diversified, portfolios. This paper investigates the costs of holding company stock and finds that the loss in diversification reduces the value of employees'...

STOCK MARKET PREDICTION USING CLUSTERING WITH META-HEURISTIC APPROACHES

OpenAIRE

Prasanna, S.; Ezhilmaran, D.

2015-01-01

Various examinations are performed to predict the stock values, yet not many points at assessing the predictability of the direction of stock index movement. Stock market prediction with data mining method is a standout amongst the most paramount issues to be researched and it is one of the interesting issues of stock market research over several decades. The approach of advanced data mining tools and refined database innovations has empowered specialists to handle the immense measure of data...

STOCK MARKET PREDICTION USING CLUSTERING WITH META-HEURISTIC APPROACHES

OpenAIRE

Prasanna, S.; Ezhilmaran, D.

2014-01-01

Various examinations are performed to predict the stock values, yet not many points at assessing the predictability of the direction of stock index movement. Stock market prediction with data mining method is a standout amongst the most paramount issues to be researched and it is one of the interesting issues of stock market research over several decades. The approach of advanced data mining tools and refined database innovations has empowered specialists to handle the immense measure of data...

Stock Market Overreaction and Trading Volume: Evidence from Malaysia

OpenAIRE

Ruhani Ali; Zamri Ahmad; Shangkari V. Anusakumar

2011-01-01

We investigate the stock market overreaction in Bursa Malaysia from January 2000 to October 2010 using weekly data. We find that winner portfolios tend to have negative returns whereas loser portfolios have positive returns for various holding periods from 1 to 52 weeks. Loser stocks experience more persistent and stronger return reversals than winner stocks. The evidence implies that a lower level of overreaction exists for winner stocks. Overall, a loser-winner portfolio yields highly signi...

Atlantic salmon brood stock management and breeding handbook

Science.gov (United States)

Kincaid, Harold L.; Stanley, Jon G.

1989-01-01

Anadromus runs of Atlantic salmon have been restored to the Connecticut, Merrimack, Pawcatuck, Penobscot, and St. Croix rivers in New England by the stocking of more than 8 million smolts since 1948. Fish-breeding methods have been developed that minimize inbreeding and domestication and enhance natural selection. Methods are available to advance the maturation of brood stock, control the sex of production lots and store gametes. Current hatchery practices emphasize the use of sea-run brood stock trapped upon return to the rivers and a limited number of captive brood stock and rejuvenated kelts. Fish are allowed to mature naturally, after which they are spawned and incubated artificially. Generally, 1-year smolts are produced, and excess fish are stocked as fry in headwater streams. Smolts are stocked during periods of rising water in spring. Self-release pools are planned that enable smolts to choose the emigration time. Culturists keep good records that permit evaluation of the performance of strains and the effects of breeding practices. As Atlantic salmon populations expand, culturists must use sound breeding methods that enhance biotic potential while maintaining genetic diversity and protecting unique gene pools.

Ethanol Sensing Properties of Au-functionalized NiO Nanoparticles

International Nuclear Information System (INIS)

Park, Sunghoon; Kheel, Hyejoon; Sun, Gun-Joo; Hyun, Soong Keun; Park, Sang Eon; Lee, Chongmu

2016-01-01

Pristine and Au-functionalized nickel oxide (NiO) nanoparticles were synthesized via a simple solvo thermal route and the ethanol sensing properties of multiple-networked Au-doped and undoped NiO nanoparticle sensors were examined. The pristine and Au-functionalized NiO nanoparticle sensor showed responses of 442 and 273%, respectively, to 1000 ppm of ethanol at 325 .deg. C. The Au-functionalized NiO nanoparticle sensor showed faster response than the pristine NiO counterpart, whereas the recovery time of the former was similar to that of the latter. The optimal operating temperature of the pristine and Au-functionalized NiO nanoparticles was 325 and 350 .deg. C, respectively, by Au-doping. Both the pristine and Au-functionalized NiO nanoparticle sensors showed selectivity for ethanol gas over methanol, acetone, benzene, and toluene gases. The underlying mechanism of the enhanced sensing performance of the Au-functionalized NiO nanoparticles toward ethanol might be due to modulation of the depletion layer formed around Au particles and the Schottky barriers formed at the Au-NiO junction accompanying ethanol adsorption and desorption, the spill-over effect and high catalytic activity of Au nanoparticles and the smaller diameter of the particles in the Au-functionalized NiO sensor.

Ethanol Sensing Properties of Au-functionalized NiO Nanoparticles

Energy Technology Data Exchange (ETDEWEB)

Park, Sunghoon; Kheel, Hyejoon; Sun, Gun-Joo; Hyun, Soong Keun; Park, Sang Eon; Lee, Chongmu [Inha University, Incheon (Korea, Republic of)

2016-05-15

Pristine and Au-functionalized nickel oxide (NiO) nanoparticles were synthesized via a simple solvo thermal route and the ethanol sensing properties of multiple-networked Au-doped and undoped NiO nanoparticle sensors were examined. The pristine and Au-functionalized NiO nanoparticle sensor showed responses of 442 and 273%, respectively, to 1000 ppm of ethanol at 325 .deg. C. The Au-functionalized NiO nanoparticle sensor showed faster response than the pristine NiO counterpart, whereas the recovery time of the former was similar to that of the latter. The optimal operating temperature of the pristine and Au-functionalized NiO nanoparticles was 325 and 350 .deg. C, respectively, by Au-doping. Both the pristine and Au-functionalized NiO nanoparticle sensors showed selectivity for ethanol gas over methanol, acetone, benzene, and toluene gases. The underlying mechanism of the enhanced sensing performance of the Au-functionalized NiO nanoparticles toward ethanol might be due to modulation of the depletion layer formed around Au particles and the Schottky barriers formed at the Au-NiO junction accompanying ethanol adsorption and desorption, the spill-over effect and high catalytic activity of Au nanoparticles and the smaller diameter of the particles in the Au-functionalized NiO sensor.

THE STEEL EUROPEAN STOCK MARKET EFFICIENCY

Directory of Open Access Journals (Sweden)

Viorica CHIRILA

2015-12-01

Full Text Available Testing the hypothesis of informational efficiency is a permanent preoccupation of researchers because the theories and the models of modern finance are based on it. This paper presents the results obtained after testing the efficiency hypothesis, in the weak form, for the European stock market of the companies that belong to the economic steel sub-sector. Following the use of both linear and non-linear tests of autocorrelation of returns we can conclude that the European stock market in the economic steel sub-sector is inefficient from an informational point of view and the investors in these stocks may obtain better results than those of the European market in general.

Applying Moving Objects Patterns towards Estimating Future Stocks Direction

Directory of Open Access Journals (Sweden)

Galal Dahab

2016-01-01

Full Text Available Stock is gaining vast popularity as a strategic investment tool not just by investor bankers, but also by the average worker. Large capitals are being traded within the stock market all around the world, making its impact not only macro economically focused, but also greatly valued taking into consideration its direct social impact. As a result, almost 66% of all American citizens are striving in their respective fields every day, trying to come up with better ways to predict and find patterns in stocks that could enhance their estimation and visualization so as to have the opportunity to take better investment decisions. Given the amount of effort that has been put into enhancing stock prediction techniques, there is still a factor that is almost completely neglected when handling stocks. The factor that has been obsolete for so long is in fact the effect of a correlation existing between stocks of the same index or parent company. This paper proposes a distinct approach for studying the correlation between stocks that belong to the same index by modelling stocks as moving objects to be able to track their movements while considering their relationships. Furthermore, it studies one of the movement techniques applied to moving objects to predict stock movement. The results yielded that both the movement technique and correlation coefficient technique are consistent in directions, with minor variations in values. The variations are attributed to the fact that the movement technique takes into consideration the sibling relationship