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Minh D. Nguyen,Chi T.Q. Nguyen,Hung N. Vu,Guus Rijnders 한국물리학회 2019 Current Applied Physics Vol.19 No.9
Normal-ferroelectric Pb(Zr0.52Ti0.48)O3 (PZT) and relaxor-ferroelectric Pb0.9La0.1(Zr0.52Ti0.48)O3 (PLZT) thinfilms are deposited on SrRuO3-covered SrTiO3/Si substrates. An ultrahigh recoverable energy-storage density (Ureco) of 68.2 J/cm3 and energy efficiency (η) of 80.4% are achieved in the PLZT thin-films under a large breakdown strength (EBD) of 3600 kV/cm. These values are much lower in the PZT thin-films (Ureco of 10.3 J/ cm3 and η of 62.4% at EBD of 1000 kV/cm). In addition, the remanent polarization (Pr) and dielectric-constant are also investigated to evaluate the breakdown strength in thin-films. Polar nano-regions (PNRs) are created in the PLZT thin-films to enable relaxor behavior and lead to slim polarization loops along with very small Pr. The excellent operating temperature of energy-storage performance and also the breakdown strength obtained in the PLZT thin-films are mainly ascribed to the presence of PNRs. Moreover, both PZT and PLZT thin-films exhibit superior performance up to 1010 times of charge-discharge cycling.
Nguyen Minh D.,Vu Hung N.,Rijnders Guus 한국물리학회 2021 Current Applied Physics Vol.32 No.-
The motion of domain walls is a crucial factor in piezoelectric properties and is usually related to the irreversible and hysteretic behaviors. Herein, we report on the investigation of inverse and transverse piezoelectric coefficients of capacitor-based and microcantilever-based Pb(Zr0.52Ti0.48)O3 films with a change in the DC bias and the AC applied voltage. A large inverse piezoelectric strain coefficient of about 350 p.m./V, and a low strain hysteresis of about 7.1%, are achieved in the film capacitors under a low applied voltage of 2 V (20 kV/cm) which can benefit the actuators for motion control in high-precision systems. The field-dependences of the transverse piezoelectric coefficients, obtained from four-point bending and microcantilever displacement, are in good agreement with each other. The results also reveal that the irreversible domain-wall motion is attributed to the nonlinearity in the field-dependent piezoelectric strain and cantilever displacement.
Search-based Sentiment and Stock Market Reactions: An Empirical Evidence in Vietnam
Nguyen, Du D.,Pham, Minh C. Korea Distribution Science Association 2018 The Journal of Asian Finance, Economics and Busine Vol.5 No.4
The paper aims to examine relationships between search-based sentiment and stock market reactions in Vietnam. This study constructs an internet search-based measure of sentiment and examines its relationship with Vietnamese stock market returns. The sentiment index is derived from Google Trends' Search Volume Index of financial and economic terms that Vietnamese searched from January 2011 to June 2018. Consistent with prediction from sentiment theories, the study documents significant short-term reversals across three major stock indices. The difference from previous literature is that Vietnam stock market absorbs the contemporaneous decline slower while the subsequent rebound happens within a day. The results of the study suggest that the sentiment-induced effect is mainly driven by pessimism. On the other hand, optimistic investors seem to delay in taking their investment action until the market corrects. The study proposes a unified explanation for our findings based on the overreaction hypothesis of the bearish group and the strategic delay of the optimistic group. The findings of the study contribute to the behavioral finance strand that studies the role of sentiment in emerging financial markets, where noise traders and limits to arbitrage are more obvious. They also encourage the continuous application of search data to explore other investor behaviors in securities markets.
Search-based Sentiment and Stock Market Reactions: An Empirical Evidence in Vietnam
Du D. Nguyen,Minh C. Pham 한국유통과학회 2018 The Journal of Asian Finance, Economics and Busine Vol.5 No.4
The paper aims to examine relationships between search-based sentiment and stock market reactions in Vietnam. This study constructs an internet search-based measure of sentiment and examines its relationship with Vietnamese stock market returns. The sentiment index is derived from Google Trends’ Search Volume Index of financial and economic terms that Vietnamese searched from January 2011 to June 2018. Consistent with prediction from sentiment theories, the study documents significant short-term reversals across three major stock indices. The difference from previous literature is that Vietnam stock market absorbs the contemporaneous decline slower while the subsequent rebound happens within a day. The results of the study suggest that the sentiment-induced effect is mainly driven by pessimism. On the other hand, optimistic investors seem to delay in taking their investment action until the market corrects. The study proposes a unified explanation for our findings based on the overreaction hypothesis of the bearish group and the strategic delay of the optimistic group. The findings of the study contribute to the behavioral finance strand that studies the role of sentiment in emerging financial markets, where noise traders and limits to arbitrage are more obvious. They also encourage the continuous application of search data to explore other investor behaviors in securities markets.