15,044,927 research outputs found
Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature
The statistical properties of the bid-ask spread of a frequently traded
Chinese stock listed on the Shenzhen Stock Exchange are investigated using the
limit-order book data. Three different definitions of spread are considered
based on the time right before transactions, the time whenever the highest
buying price or the lowest selling price changes, and a fixed time interval.
The results are qualitatively similar no matter linear prices or logarithmic
prices are used. The average spread exhibits evident intraday patterns
consisting of a big L-shape in morning transactions and a small L-shape in the
afternoon. The distributions of the spread with different definitions decay as
power laws. The tail exponents of spreads at transaction level are well within
the interval and that of average spreads are well in line with the
inverse cubic law for different time intervals. Based on the detrended
fluctuation analysis, we found the evidence of long memory in the bid-ask
spread time series for all three definitions, even after the removal of the
intraday pattern. Using the classical box-counting approach for multifractal
analysis, we show that the time series of bid-ask spread does not possess
multifractal nature.Comment: 8 EPJ pages including 7 eps figure
A search for the fourth SM family quarks at Tevatron
It is shown that the fourth standard model (SM) family quarks can be observed
at the Fermilab Tevatron if their anomalous interactions with known quarks have
sufficient strength.Comment: 7 pages, 2 tables, 4 figure
Two-pion Bose-Einstein correlations in central Pb-Pb collisions at = 2.76 TeV
The first measurement of two-pion Bose-Einstein correlations in central Pb-Pb
collisions at TeV at the Large Hadron Collider is
presented. We observe a growing trend with energy now not only for the
longitudinal and the outward but also for the sideward pion source radius. The
pion homogeneity volume and the decoupling time are significantly larger than
those measured at RHIC.Comment: 17 pages, 5 captioned figures, 1 table, authors from page 12,
published version, figures at
http://aliceinfo.cern.ch/ArtSubmission/node/388
Inclusive omega photoproduction off nuclei
We investigate inclusive omega photoproduction off complex nuclei,
concentrating on the feasibility to examine a possible in-medium change of the
omega meson properties by observing the pi^0 gamma invariant mass spectrum. The
simulations are performed by means of a BUU transport model including a full
coupled-channel treatment of the final state interactions. In-medium changes of
the omega spectral density are found to yield a moderate modification of the
observables as compared to the situation in free space. Also the effects of a
momentum dependence of the strong omega potential are discussed.Comment: 19 pages, 12 figures, minor corrections, accepted for publication in
EPJ
Classical and quantum q-deformed physical systems
On the basis of the non-commutative q-calculus, we investigate a
q-deformation of the classical Poisson bracket in order to formulate a
generalized q-deformed dynamics in the classical regime. The obtained
q-deformed Poisson bracket appears invariant under the action of the
q-symplectic group of transformations. In this framework we introduce the
q-deformed Hamilton's equations and we derive the evolution equation for some
simple q-deformed mechanical systems governed by a scalar potential dependent
only on the coordinate variable. It appears that the q-deformed Hamiltonian,
which is the generator of the equation of motion, is generally not conserved in
time but, in correspondence, a new constant of motion is generated. Finally, by
following the standard canonical quantization rule, we compare the well known
q-deformed Heisenberg algebra with the algebra generated by the q-deformed
Poisson bracket.Comment: 9 pages, accepted for publication in "The European Physical Journal
C
DNA Renaturation at the Water-Phenol Interface
We study DNA adsorption and renaturation in a water-phenol two-phase system,
with or without shaking. In very dilute solutions, single-stranded DNA is
adsorbed at the interface in a salt-dependent manner. At high salt
concentrations the adsorption is irreversible. The adsorption of the
single-stranded DNA is specific to phenol and relies on stacking and hydrogen
bonding. We establish the interfacial nature of a DNA renaturation at a high
salt concentration. In the absence of shaking, this reaction involves an
efficient surface diffusion of the single-stranded DNA chains. In the presence
of a vigorous shaking, the bimolecular rate of the reaction exceeds the
Smoluchowski limit for a three-dimensional diffusion-controlled reaction. DNA
renaturation in these conditions is known as the Phenol Emulsion Reassociation
Technique or PERT. Our results establish the interfacial nature of PERT. A
comparison of this interfacial reaction with other approaches shows that PERT
is the most efficient technique and reveals similarities between PERT and the
renaturation performed by single-stranded nucleic acid binding proteins. Our
results lead to a better understanding of the partitioning of nucleic acids in
two-phase systems, and should help design improved extraction procedures for
damaged nucleic acids. We present arguments in favor of a role of phenol and
water-phenol interface in prebiotic chemistry. The most efficient renaturation
reactions (in the presence of condensing agents or with PERT) occur in
heterogeneous systems. This reveals the limitations of homogeneous approaches
to the biochemistry of nucleic acids. We propose a heterogeneous approach to
overcome the limitations of the homogeneous viewpoint
The Making of the Standard Model
This is the edited text of a talk given at CERN on Septembr 16, 2003, as part
of a celebration of the 30th anniversary of the discovery of neutral currents
and the 20th anniversary of the discovery of the W and Z particles.Comment: 21 page
Suppression of charged particle production at large transverse momentum in central Pb-Pb collisions at TeV
Inclusive transverse momentum spectra of primary charged particles in Pb-Pb
collisions at = 2.76 TeV have been measured by the ALICE
Collaboration at the LHC. The data are presented for central and peripheral
collisions, corresponding to 0-5% and 70-80% of the hadronic Pb-Pb cross
section. The measured charged particle spectra in and GeV/ are compared to the expectation in pp collisions at the same
, scaled by the number of underlying nucleon-nucleon
collisions. The comparison is expressed in terms of the nuclear modification
factor . The result indicates only weak medium effects ( 0.7) in peripheral collisions. In central collisions,
reaches a minimum of about 0.14 at -7GeV/ and increases
significantly at larger . The measured suppression of high- particles is stronger than that observed at lower collision energies,
indicating that a very dense medium is formed in central Pb-Pb collisions at
the LHC.Comment: 15 pages, 5 captioned figures, 3 tables, authors from page 10,
published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/98
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