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The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market. 相似文献
3.
Transition temperatures (TN1) from the nematic lyotropic liquid-crystalline phase to the isotropic phase were measured for the system cetyltrimethylammonium bromide (CTAB) water in the presence of small amounts of 3-stilbene carboxylic acid (3SC), 4-stilbene carboxylic acid (4SC) and Δ2/2'-bi-(2H-l,4-benzothiazine) (BT). TNI, increases as a function of trans-3SC or trans-4SC concentration, ranging from 01 to 08 wt %, by up to 12°C. A further increase in TNI between 2 and 5°C can be achieved by photochemically converting the solubilized trans stilbene derivatives to the cis isomers. Irradiation of a trans-3SC containing sample at a temperature just above TNl leads to a light-induced phase transition to the lyotropic liquid-crystalline phase. Solubilization of trans-BT causes a slight decrease of TNI while photoisomerization to cis-BT increases TNI by 1°C. 相似文献
4.
Elvira Vidović Doris Klee Hartwig Höcker 《Journal of polymer science. Part A, Polymer chemistry》2007,45(19):4536-4544
Poly(D ,L ‐lactide) and poly(D ,L ‐lactide‐co‐glycolide) with various composition and with one methacrylate and one carboxylate end group were synthesized and grafted onto poly(vinyl alcohol) (PVA) via the carboxylate group. The graft copolymers were crosslinked via the methacrylate groups using a free radical initiator. The polymer networks were characterized by means of NMR and studied qualitatively by means of IR spectroscopy. The influence of the glycolide content in the polyester grafts and of the number of ester units in the grafts on thermal properties and swellability were studied as well. The high swellability in water is characteristic of all hydrogels. Differential scanning calorimetry (DSC) showed a single glass transition temperature that occurs in the range between 51 and 69 °C. Thermogravimetric analysis (TGA) of the networks showed the main loss in weight in the temperature range between 290 and 370 °C. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4536–4544, 2007 相似文献
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Grumelli DE Forzani ES Morales GM Miras MC Barbero CA Calvo EJ 《Langmuir : the ACS journal of surfaces and colloids》2004,20(6):2349-2355
The sulfonation of polyaniline (PANI) films by nucleophilic addition of sulfite ion has been controlled through the polymer oxidation state under electrochemical control. The process was monitored by in situ electrochemical quartz crystal microbalance (EQCM), and the polymer oxidation was accomplished by electrode potential steps in sulfite aqueous solutions. The nucleophilic addition of sulfite to PANI only takes place on the oxidized polymer. From the ratio of added mass to the injected charge, the degree of sulfonation has been obtained with a yield as high as 50%. It has been observed that the ion-exchange mechanism during the oxidation-reduction process in the resulting sulfonated polymer is analogous to the polymer produced by electrophilic sulfonation of polyaniline or by copolymerization of aniline with aminosulfonic acids, unlike the ionic exchange observed for unmodified PANI. 相似文献
7.
Afarin Moezzi Marylin M. Olmstead Doris C. Pestana Philip P. Power 《无机化学与普通化学杂志》1995,621(11):1933-1938
The reaction of either Li2PPh or Li2AsPh with the diborane(4) derivative B2(NMe2)2Br2 affords the compounds [PhP(BNMe2)2]2 ( 1 ) or [PhAs(BNMe2)2]2 ( 2 ) in good yield. Both 1 and 2 have cyclic structures featuring non-planar P2B4 or As2B4 six-membered rings which have chair configurations. Although all four borons in each ring have planar coordination, the two phosphorus or arsenic centers have different degrees of pyramidalization. Bond distances within the rings indicate that the B? B, B? P or B? As bonds are single, whereas the exo-B? N bond lengths are consistent with significant π-bonding. The ring structures of 1 and 2 are in sharp contrast to the related boron-nitrogen species (t-BuN)2N4Me4 which has a nido-N2B4 framework. The attempted synthesis of the nitrogen analogue of 1 or 2 by using a similar approach did not result in the isolation of [PhN(BNMe2)2]2, instead the tetramino diborane(4) species [B(NMe2)NHPh]2 ( 3 ), which has a structure similar to other tetramine diborane(4) compounds, was isolated. 相似文献
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Franzén J Marigo M Fielenbach D Wabnitz TC Kjaersgaard A Jørgensen KA 《Journal of the American Chemical Society》2005,127(51):18296-18304
The development of a general organocatalyst for the alpha-functionalization of aldehydes, via an enamine intermediate, is presented. Based on optically active alpha,alpha-diarylprolinol silyl ethers, the scope and applications of this catalyst for the stereogenic formation of C-C, C-N, C-F, C-Br, and C-S bonds are outlined. The reactions all proceed in good to high yields and with excellent enantioselectivities. Furthermore, we will present mechanistic insight into the reaction course applying nonlinear effect studies, kinetic resolution, and computational investigations leading to an understanding of the properties of the alpha,alpha-diarylprolinol silyl ether catalysts. 相似文献
10.
W. Goessler W. Maher K. J. Irgolic D. Kuehnelt C. Schlagenhaufen T. Kaise 《Analytical and bioanalytical chemistry》1997,359(4-5):434-437
A three-organism food chain within a rock pool at Rosedale, NSW, Australia, was investigated with respect to arsenic compounds by high performance liquid chromatography – hydraulic high pressure nebulization – inductively coupled plasma mass spectrometry (HPLC-HHPN-ICP-MS). Total arsenic concentration was determined in the seaweed Hormosira banksii (27.2 μg/g dry mass), in the gastropod Austrocochlea constricta (74.4 μg/g dry mass), which consumes the seaweed, and in the gastropod Morula marginalba (233 μg/g dry mass), which eats Austrocochlea constricta. The major arsenic compounds in the seaweed were (2′R)-dimethyl[1-O-(2′,3′-dihydroxypropyl)-5-deoxy-β-d-ribofuranos-5-yl]arsine oxide and an unidentified compound. The herbivorous gastropod Austrocochlea constricta transformed most of the arsenic taken up with the seaweed to arsenobetaine. Traces of arsenite, arsenate, dimethylarsinic acid, arsenocholine, the tetramethylarsonium cation, and several unknown arsenic compounds were detected. Arsenobetaine accounted for 95% of the arsenic in the carnivorous gastropod Morula marginalba. In Morula marginalba the concentration of arsenocholine was higher, and the concentrations of the minor arsenic compounds lower than in the herbivorous gastropod Austrocochlea constricta. 相似文献