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Experimental and Numerical Studies of Delamination in Mode Ⅰ^ Ⅱ of Fiber Metal Laminates
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캔 버스 통신 보안 위협 및 기술 동향
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Singular additive models for function to function regression
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지연 시간 교환 방법을 이용한 소비 전력 최소화
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Calibration of frequency propagation channel sounder based on five-port reflectometer
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Assessment of genetic diversity in little millet (Panicum sumatrense) germplasm using EST-SSR
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- 저자 : George H. K. Wang (검색결과 4 건)
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Robin K. Chou,George H. K. Wang,Yun-Yi Wang 한국재무학회 2012 한국재무학회 학술대회 Vol.2012 No.09
We investigate the investment strategies of individual day traders in the Taiwan Index Futures market, along with their impact on market liquidity and volatility. Our results indicate a tendency among most individual day traders to behave as irrational contrarian traders. We also present consistent evidence to show that most individual day traders provide market liquidity by reducing the bid-ask spread, temporary price volatility and the temporal price impacts. Our results, which are consistent with the experimental results of Bloomfield et al. (2009), provide no support for the general criticism that day trading destabilizes the market while also exacerbating market volatility.
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Johan Bjursell,George H. K. Wang,Robert I. Webb 한국재무학회 2011 한국재무학회 학술대회 Vol.2011 No.09
We apply nonparametric statistical procedures to extract jumps around scheduled macroeconomic news in U.S. Treasury bond, U.S. Treasury note and Eurodollar futures prices from 2001 to 2004. Volatility and trading activity during announcement days with jumps versus no jumps are also analyzed with computerized trade reconstruction (CTR) and time and sales high frequency data. Several interesting results are obtained. First, while jumps often occur during announcement periods, many jumps cannot be associated with macroeconomic news releases. Second, volatility and trading volume are higher during announcement days with jumps than announcement days without jumps. Furthermore, volatility returns to the pre-announcement level faster following scheduled news releases with jumps than after announcements without jumps. Third, we find that price and trading volume are adjusting simultaneously in the first one-minute interval following the announcement. Thus our results do not confirm that there exists a twostage adjustment process for prices and trading volume in interest rate futures following scheduled public news releases.
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Suh, JY,Shim, Woo H,Cho, Gyunggoo,Fan, Xiang,Kwon, Seon J,Kim, Jeong K,Dai, George,Wang, Xiaoying,Kim, Young R SAGE Publications 2015 Journal of cerebral blood flow and metabolism Vol.35 No.6
<P> Vasoreactivity to hypercapnia has been used for assessing cerebrovascular tone and control altered by ischemic stroke. Despite the high prognostic potential, traits of hypercapnia-induced hemodynamic changes have not been fully characterized in relation with baseline vascular states and brain tissue damage. To monitor cerebrovascular responses, T2- and T2<SUP>∗</SUP>-weighted magnetic resonance imaging (MRI) images were acquired alternatively using spin- and gradient-echo echo plannar imaging (GESE EPI) sequence with 5% CO2 gas inhalation in normal ( n = 5) and acute stroke rats ( n = 10). Dynamic relative changes in cerebrovascular volume (CBV), microvascular volume (MVV), and vascular size index (VSI) were assessed from regions of interest (ROIs) delineated by the percent decrease of apparent diffusion coefficient (ADC). The baseline CBV was not affected by middle cerebral artery occlusion (MCAO) whereas the baseline MVV in ischemic areas was significantly lower than that in the rest of the brain and correlated with ADC. Vasoreactivity to hypercapnic challenge was considerably attenuated in the entire ipsilesional hemisphere including normal ADC regions, in which unsolicited, spreading depression-associated increases of CBV and MVV were observed. The lesion-dependent inhomogeneity in baseline MVV indicates the effective perfusion reserve for accurately delineating the true ischemic damage while the cascade of neuronal depolarization is probably responsible for the hemispherically lateralized changes in overall neurovascular physiology. </P>
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Robert Ivory Webb,Johan Bjursell,George H. K. Wang 한국증권학회 2013 Asia-Pacific Journal of Financial Studies Vol.42 No.5
We apply nonparametric statistical procedures to extract jumps around scheduled macroeconomic news in U.S. Treasury bond, U.S. Treasury note and Eurodollar futures prices from 2001 to 2004. Volatility and trading activity during announcement days with jumps versus no jumps are also analyzed with computerized trade reconstruction (CTR) and time and sales high frequency data. Several interesting results are obtained. First, while jumps often occur during announcement periods, many jumps cannot be associated with macroeconomic news releases. Second, volatility and trading volume are higher during announcement days with jumps than announcement days without jumps. Furthermore, volatility returns to the preannouncement level faster following scheduled news releases with jumps than after announcements without jumps. Third, we find that price and trading volume are adjusting simultaneously in the first 1-minute interval following the announcement. Thus our results do not confirm that there exists a two-stage adjustment process for prices and trading volume in interest rate futures following scheduled public news releases.
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