1,193 research outputs found
ARBITRAGEM ESTATÍSTICA E ESTRATÉGIALONG-SHORT PAIRS TRADING, ABORDAGEM DA COINTEGRAÇÃO APLIACADA A DADOSDO MERCADO BRASILEIRO
Response Function of Asymmetric Nuclear Matter
The charge longitudinal response function is examined in the framework of the
random-phase approximation in an isospin-asymmetric nuclear matter where proton
and neutron densities are different. This asymmetry changes the response
through both the particle-hole interaction and the free particle-hole
polarization propagator. We discuss these two effects on the response function
on the basis of our numerical results in detail.Comment: 8 pages, PlainTeX file, 4 PostScript figures, uuencode
Foreign portfolio capital flows and stock returns : a study of Brazilian listed firms
This study analyzed the effect of foreign portfolio capital flows on stock returns of Brazilianlisted firms through a 6-factors APT model, in which an additional risk factor for foreign portfolio capital flows was included. First, an aggregate analysis was conducted. The partial effect of foreign portfolio capital flows on the IBOVESPA index’s returns was statistically significant and positive. Next, a disaggregate analysis was also implemented, in which portfolios of stocks were sorted by sector of economic activity, level of risk and level of corporate governance. Foreign portfolio capitals caused increases in returns especially for sectors related to commodities, industry and cyclical consumption. For the portfolios sorted by risk (in which the stocks’ betas were used as a risk parameter for sorting), foreign capitals increased the returns of mid-high and high beta portfolios, but decreased the returns of low and low-mid beta portfolios. For corporate governance portfolios, the firms listed on the Novo Mercado segment (according to BMF and Bovespa criteria) experienced a statistically significant revaluation effect. Overall, the results of the study provide support to the revaluation effect hypothesis
Estudo da estabilidade da linamarase de manihot esculenta crantz sob armazenamento.
A linamarase é uma β-glicosidase que pode ser obtida, dentre outras fontes, da mandioca. Ela é responsável pela hidrólise dos glicosídeos cianogênicos linamarina e lotaustralina, que se supõe estão envolvidos em processos de defesa da planta
First electron beam polarization measurements with a Compton polarimeter at Jefferson Laboratory
A Compton polarimeter has been installed in Hall A at Jefferson Laboratory.
This letter reports on the first electron beam polarization measurements
performed during the HAPPEX experiment at an electron energy of 3.3 GeV and an
average current of 40 A. The heart of this device is a Fabry-Perot cavity
which increased the luminosity for Compton scattering in the interaction region
so much that a 1.4% statistical accuracy could be obtained within one hour,
with a 3.3% total error
Correlations and charge distributions of medium heavy nuclei
The effects of long- and short-range correlations on the charge distributions
of some medium and heavy nuclei are investigated. The long-range correlations
are treated within the Random Phase Approximation framework and the short-range
correlations with a model inspired to the Correlation Basis Function theory.
The two type of correlations produce effects of the same order of magnitude. A
comparison with the empirical charge distribution difference between 206Pb and
205Tl shows the need of including both correlations to obtain a good
description of the data.Comment: 20 pages, Latex, accepted for publication in Jour. Phys.
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