Do Prices Reveal the Presence of Informed Trading ?

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Serial dependence does not originate from low-level visual processing

Michael Herzog, David Pascucci, Gizay Ceylan

Perception depends not only on the current sensory input but also on the preceding history of stimuli. In serial dependence (SD), for example, the orientation of a Gabor patch is mistakenly reported as more similar to previous trials than it actually is. T ...

2021

Who Is Listening? Spokesperson Effect on Communicating Social and Physical Distancing Measures During the COVID-19 Pandemic

Robert West, Andreas Oliver Spitz, Ahmad Abu-Akel

Effective communication during a pandemic, such as the current COVID-19 crisis, can save lives. At the present time, social and physical distancing measures are the lead strategy in combating the spread of COVID-19. In this study, a survey was administered ...

Frontiers Media2021

Scaling analyses for hyperpolarization transfer across a spin-diffusion barrier and into bulk solid media

David Lyndon Emsley, Arthur César Pinon, Bradley Floyd Chmelka

By analogy to heat and mass transfer film theory, a general approach is introduced for determining hyperpolarization transfer rates between dilute electron spins and a surrounding nuclear ensemble. These analyses provide new quantitative relationships for ...

2021

Robustness of In-Laboratory and Daily-Life Gait Speed Measures over One Year in High Functioning 61-to 70-Year-Old Adults

Kamiar Aminian

Introduction: Gait speed is a simple and safe measure with strong predictive value for negative health outcomes in clinical practice, yet in-laboratory gait speed seems not representative for daily-life gait speed. This study aimed to investigate the inter ...

KARGER2021

Emittance growth suppression with a multibunch feedback in high-energy hadron colliders: Numerical optimization of the gain and bandwidth

Xavier Buffat, Sondre Vik Furuseth

A transverse feedback system can effectively mitigate the emittance growth caused by injection oscillations and machine noise in hadron beams. However, as its action on the beam depends on beam position measurements of finite accuracy, it introduces additi ...

2021

High Sensitivity Detection of a Solubility Limiting Surface Transformation of Drug Particles by DNP SENS

David Lyndon Emsley, Arthur César Pinon, Jasmine Viger-Gravel

We investigate the presence of a surface species for the active pharmaceutical ingredient (API) AZD9496 with dynamic nuclear polarization surface enhanced nuclear spectroscopy (DNP SENS). We show that using DNP we can elucidate the presence of an amorphous ...

2021

The concept of the mobilized domain: how it can explain and predict the forces exerted by a cohesive granular avalanche on an obstacle

Christophe Ancey, Johan Alexandre Philippe Gaume, Betty Sovilla, Michael Lukas Kyburz

The calculation of the impact pressure on obstacles in granular flows is a fundamental issue of practical relevance, e.g. for snow avalanches impacting obstacles. Previous research shows that the load on the obstacle builds up, due to the formation of forc ...

2022

Emergence of robust self-organized undulatory swimming based on local hydrodynamic force sensing

Auke Ijspeert, Kamilo Andres Melo Becerra, Laura Isabel Paez Coy, Robin Thandiackal, Kyoichi Akiyama

Undulatory swimming represents an ideal behavior to investigate locomotion control and the role of the underlying central and peripheral components in the spinal cord. Many vertebrate swimmers have central pattern generators and local pressure-sensitive re ...

AMER ASSOC ADVANCEMENT SCIENCE2021

Linear Stochastic Dividend Model

Sander Félix M Willems

In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model ...

WORLD SCIENTIFIC PUBL CO PTE LTD2020

Informed Trading in the Stock Market and Option Price Discovery

Pierre Collin Dufresne

When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...

2021

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