Constraining Elko Dark Matter at the LHC with Monophoton Events

A mass dimension one fermion, also known as Elko, constitutes a dark matter candidate which might interact with photons at the tree level in a specific fashion. In this work, we investigate the constraints imposed by unitarity and LHC data on this type of interactions using the search for new physics in monophoton events. We found that Elkos which can explain the dark matter relic abundance mainly through electromagnetic interactions are excluded at the 95\%CL by the 8 TeV LHC data for masses up to 1 TeV.Comment: 6 pages, 4 figure

Searching for Elko dark matter spinors at the CERN LHC

The aim of this work is to explore the possibility to discover a fermionic field with mass dimension one, the Elko field, in the Large Hadron Collider (LHC). Due to its mass dimension, an Elko can only interact either with Standard Model (SM) spinors and gauge fields at 1-loop order or at tree level through a quartic interaction with the Higgs field. In this Higgs portal scenario, the Elko is a viable candidate to a dark matter constituent which has been shown to be compatible with relic abundance measurements from WMAP and direct dark matter--nucleon searches. We propose a search strategy for this dark matter candidate in the channel $pp \rightarrow l^+ l^- + \not\!\! E_T$ at the $\sqrt{s}=14$ TeV LHC. We show the LHC potential to discover the Elko considering a triple Higgs-Elko coupling as small as $\sim 0.5$ after 1 pb$^{-1}$ of integrated luminosity. Some phenomenological consequences of this new particle and its collider signatures are also discussed.Comment: 7 pages, 3 figure

Perspectives for an Elko Phenomenology using Monojets at the 14 TeV LHC

The aim of this work is to explore the possibility to discover a fermionic field with mass dimension one, the Elko field, in the 14 TeV Large Hadron Collider (LHC), in processes with missing energy and one jet. We explore the possibility of a triple coupling with the Higgs field, generating also a contribution to the Elko mass term, and suggest some possibilities for future studies in this field.Comment: 7 pages, 1 figure, accepted for publication in International Journal of Modern Physics D, special issue "Elko and Mass-Dimension-One Fermions

Transições Auger e Interação Buraco-Buraco na Molécula CO

O conhecimento de estados simplesmente e duplamente ionizadosde uma molécula, nos permite determinar a energia cinética dos elétrons Auger paraa análise teórica do espectro Auger e interpretação da energia de interação buracoburaco.Este trabalho apresenta um cálculo ab initio das energias para a simples edupla ionização da molécula de monóxido de carbono (CO) pela criação de estadoscom buracos. Estes resultados são utilizados para o estudo de linhas especiais doespectro Auger da molécula e na determinação das energias de interação buracoburacopor um método formal rápido e muito simples discutido neste trabalho. Osresultados teóricos são comparados com valores experimentais, para observar aprecisão do método discutido

International Accounting Standards Board: An examination of the main financial and accounting topics addressed in the literature related to the COVID-19 pandemic

The International Accounting Standards Board (IASB) conducts very demanding and complex work to setting accounting standards. The outputs produced by this board and their acts have been scrutinized over the years, by practitioners and academics. This study aims to contribute to the knowledge on the role of IASB by unveiling the research trends address­ing this group of accounting experts and its publications. Through the anal­ysis of the bibliometric data related to COVID-19 issues, this study identifies the main topics addressed in the literature during this pandemic. The results contribute to assessing the research conducted in this field and for creating the future research agenda on addressing the role and impact of the IASB during health, social and economic crises.info:eu-repo/semantics/publishedVersio

COVID-19 research streams emerging in International Financial Reporting Standards related studies

Interpretation for the adoption of the International Financial Reporting Standards (IFRS) became to be challenging for organizations. Over time, these standards are changed to accommodate the improvements identified in accounting rules. COVID-19 pandemic impacted accounting reporting considering that contingencies and risks arising from this health crisis should be reported to stakeholders. In order to provide empirical evidence of the most important COVID-19 related practical and academic issues and challenges addressed by academics when reporting under IFRS, this study applies an automated computer-aided analysis for clustering the bibliometric data published concerning IFRS and COVID-19. The results support academic studies and practitioners by identifying the COVID-19 research streams that received the most attention in 2020. This study also suggests guidelines for future research that derive from past academic contributions.info:eu-repo/semantics/publishedVersio

Trends in the management accounting research: A review of the literature published during the COVID-19 pandemic

Management accounting theory aims to contribute to managers using accounting reports for supporting their management decisions. During the COVID-19 pandemic, such insights would be essential for supporting decisions during lockdowns and other policy makers’ rules imposed by this health crisis. To unveil how academic literature addresses management accounting challenges arising from the COVID-19 specific context, this study conducts an automated computer analysis of the bibliometric data addressing financial issues related to the COVID-19 pandemic.info:eu-repo/semantics/publishedVersio

Long-range dependencies of euronext capital markets: A dynamic detrended analysis

This paper aims to test efficiency, in its weak form, in the capital markets of the Netherlands (AEX), Belgium (BEL 20), France (CAC 40), Ireland (ISEQ 20), Norway (OSEBX), Portugal (PSI 20), in the period from April 4, 2019 to April 1, 2021. The sample was partitioned into two subperiods, the first and second wave of the global pandemic: April 4, 2019 to April 30, 2020; May 4, 2020 to April 1, 2021. To carry out this analysis, different approaches were undertaken to analyze whether: (i) Euronext’s stock markets have more significant long memories in the first or second wave of the global pandemic? The results show the presence of sharp long memories during the first wave of the global pandemic, particularly in the stock indices OSEBX (0.67), PSI 20 (0.67), AEX (0.66), BEL 20 (0.64), CAC 40 (0.62), ISEQ 20 (0.61), which implies that the yields are autocorrelated in time and, there is a reversal of the average, in all indexes. Regarding the second wave of the global pandemic, we found that most Euronext stock markets don’t reject the random walk hypothesis, with the exception of the Norwegian (0.56) and Portugal (0.55) stock markets. These findings show that the impact of the Covid-19 pandemic was accentuated during the first wave, but from May 2020 the markets adjusted and showed balance. The authors believe that the results achieved will be a benefit to international investors seeking efficient diversification into their portfolios.info:eu-repo/semantics/publishedVersio