24 research outputs found

    Short sales and trade classification algorithms

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    This paper demonstrates that short sales are often misclassified as buyer-initiated by the Lee–Ready and other commonly used trade classification algorithms. This result is due in part to regulations which require that short sales be executed on an uptick or zero-uptick. In addition, while the literature considers “immediacy premiums” in determining trade direction, it ignores the often larger borrowing premiums that short sellers must pay. Since short sales constitute approximately 30% of all trade volume on U.S. exchanges, these results are important to the empirical market microstructure literature, as well as to measures that rely upon trade classification, such as the probability of informed trading (PIN) metric

    Physiological Correlates of Volunteering

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    We review research on physiological correlates of volunteering, a neglected but promising research field. Some of these correlates seem to be causal factors influencing volunteering. Volunteers tend to have better physical health, both self-reported and expert-assessed, better mental health, and perform better on cognitive tasks. Research thus far has rarely examined neurological, neurochemical, hormonal, and genetic correlates of volunteering to any significant extent, especially controlling for other factors as potential confounds. Evolutionary theory and behavioral genetic research suggest the importance of such physiological factors in humans. Basically, many aspects of social relationships and social activities have effects on health (e.g., Newman and Roberts 2013; Uchino 2004), as the widely used biopsychosocial (BPS) model suggests (Institute of Medicine 2001). Studies of formal volunteering (FV), charitable giving, and altruistic behavior suggest that physiological characteristics are related to volunteering, including specific genes (such as oxytocin receptor [OXTR] genes, Arginine vasopressin receptor [AVPR] genes, dopamine D4 receptor [DRD4] genes, and 5-HTTLPR). We recommend that future research on physiological factors be extended to non-Western populations, focusing specifically on volunteering, and differentiating between different forms and types of volunteering and civic participation

    Short sales and trade classification algorithms

    No full text
    This paper demonstrates that short sales are often misclassified as buyer-initiated by the Lee-Ready and other commonly used trade classification algorithms. This result is due in part to regulations which require that short sales be executed on an uptick or zero-uptick. In addition, while the literature considers "immediacy premiums" in determining trade direction, it ignores the often larger borrowing premiums that short sellers must pay. Since short sales constitute approximately 30% of all trade volume on U.S. exchanges, these results are important to the empirical market microstructure literature, as well as to measures that rely upon trade classification, such as the probability of informed trading (PIN) metric.Market microstructure Trade classification Short sales

    Oman Drilling Project Micro-Imaging Spectroscopy Data

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    This record will contain the imaging spectroscopy data of the archive halves of all core recovered by the International Continental Scientific Drilling Program (ICDP) Oman Drilling Project (OmanDP; Kelemen et al., 2020). The dataset will eventually be available here through the CaltechDATA Large Data Pilot approved in June 2021. At this time, the pilot is not built and ready to accept data. We anticipate having the data here by the end of 2021. In the meantime, the shortwave infrared dataset for OmanDP Holes GT1A, GT2A, and GT3A is available through OneDrive. Interested users should contact Rebecca Greenberger ([email protected]) to gain access to the OneDrive folder. Available data include shortwave infrared data cubes as described in Kelemen et al. (2020) processed to reflectance with mineral occurrence maps (Greenberger et al., 2021, JGR Solid Earth). Data paired .img and .hdr files. Greenberger, R. N., Harris, M., Ehlmann, B. L., Crotteau, M. A., Kelemen, P. B., Manning, C. E., et al. (2021). Hydrothermal alteration of the ocean crust and patterns in mineralization with depth as measured by micro-imaging infrared spectroscopy. Journal of Geophysical Research: Solid Earth, 126, e2021JB021976. https://doi.org/10.1029/2021JB021976Related Publication: Proceedings of the Oman Drilling Project: Scientific Drilling in the Samail Ophiolite, Sultanate of Oman Kelemen, P. B. Matter, J. M. Teagle, D. A. H. Coggon, J. A. Oman Drilling Project Science Team International Ocean Discovery Program 2020 https://doi.org/10.14379/OmanDP.proc.2020 engContact person: Rebecca Greenberger [email protected]

    Mineral occurrence maps of Oman Drilling Project Holes GT1A, GT2A, and GT3A

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    This dataset is the supplement for the following paper: Greenberger, R. N., Harris, M., Ehlmann, B. L., Crotteau, M. A., Kelemen, P. B., Manning, C. E., et al. (2021). Hydrothermal alteration of the ocean crust and patterns in mineralization with depth as measured by micro-imaging infrared spectroscopy. Journal of Geophysical Research: Solid Earth, 126, e2021JB021976. https://doi.org/10.1029/2021JB021976 These datasets are maps of the occurrences of key minerals and mineral groups (clinopyroxene, amphibole, chlorite, epidote, prehnite, zeolite, gypsum, calcite, and kaolinite/montmorillonite) for the International Continental Scientific Drilling Program (ICDP) Oman Drilling Project (OmanDP) Holes GT1A, GT2A, and GT3A. The maps were derived from imaging spectroscopy measurements of the archive half of the OmanDP cores, with methods for data acquisition described in Kelemen et al. (2020) and data analysis in Greenberger et al. (2021). The mineral occurrence maps archived here are part of the supplement of Greenberger et al. (2021) but are too large to be published through the journal. Data descriptions are in the supplement of Greenberger et al. (2021), and that paper must be cited with use of these datasets. Included files: 1. GT1A_MineralOccurrenceMaps.pdf: Maps of the occurrence of key minerals and mineral groups in Hole GT1A. 2. GT2A_MineralOccurrenceMaps.pdf: Maps of the occurrence of key minerals and mineral groups in Hole GT2A. 3. GT3A_MineralOccurrenceMaps.pdf: Maps of the occurrence of key minerals and mineral groups in Hole GT3A.Related Publication: Proceedings of the Oman Drilling Project: Scientific Drilling in the Samail Ophiolite, Sultanate of Oman Kelemen, P. B. Matter, J. M. Teagle, D. A. H. Coggon, J. A. Oman Drilling Project Science Team International Ocean Discovery Program 2020 https://doi.org/10.14379/OmanDP.proc.2020 engContact person: Rebecca Greenberger [email protected]

    Hydration Imaging Spectroscopy Dataset for Oman Drilling Project Holes GT1A, GT2A, and GT3A

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    This dataset contains paired .img and .hdr files of calculated water content used for the following paper: Crotteau, M.A., Greenberger, R. N., Ehlmann, B. L., Rossman, G.R., Harris, M., Kelemen, P. B., Teagle, D. A. H., et al. (2021). Characterizing Hydration of the Ocean Crust Using Shortwave Infrared Microimaging Spectroscopy of ICDP Oman Drilling Project Cores. Journal of Geophysical Research: Solid Earth. This dataset contains the .img and .hdr files with weight percent water values for each pixel for the International Continental Scientific Drilling Program (ICDP) Oman Drilling Project (OmanDP) Holes GT1A, GT2A, and GT3A. The hydration values were derived from imaging spectroscopy measurements of the archive half of the OmanDP cores, with methods for data acquisition described in Kelemen et al. (2020) and data analysis in Crotteau et al. (2021). Data descriptions are in the supplement of Crotteau et al. (2021), and that paper must be cited with use of this dataset. Included files: 1. GT1A_HydrationMaps.zip: Zip file containing paired .img and .hdr files containing calcuated hydration for each core section in Hole GT1A. 2. GT2A_HydrationMaps.zip: Zip file containing paired .img and .hdr files containing calcuated hydration for each core section in Hole GT2A. 3. GT3A_HydrationMaps.zip: Zip file containing paired .img and .hdr files containing calcuated hydration for each core section in Hole GT3A

    Hydration Maps of Oman Drilling Project Holes GT1A, GT2A, and GT3A

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    This dataset is the supplement for the following paper: Crotteau, M.A., Greenberger, R. N., Ehlmann, B. L., Rossman, G.R., Harris, M., Kelemen, P. B., Teagle, D. A. H., et al. (2021). Characterizing Hydration of the Ocean Crust Using Shortwave Infrared Microimaging Spectroscopy of ICDP Oman Drilling Project Cores. Journal of Geophysical Research: Solid Earth. These datasets are maps of hydration for the International Continental Scientific Drilling Program (ICDP) Oman Drilling Project (OmanDP) Holes GT1A, GT2A, and GT3A. The maps were derived from imaging spectroscopy measurements of the archive half of the OmanDP cores, with methods for data acquisition described in Kelemen et al. (2020) and data analysis in Crotteau et al. (2021). The hydration maps archived here are part of the supplement of Crotteau et al. (2021) but are too large to be published through the journal. Data descriptions are in the supplement of Crotteau et al. (2021), and that paper must be cited with use of these datasets. Included files: 1. GT1A_HydrationMaps.pdf: Maps of the hydration in Hole GT1A. 2. GT2A_HydrationMaps.pdf: Maps of the hydration in Hole GT2A. 3. GT3A_HydrationMaps.pdf: Maps of the hydration in Hole GT3A

    Mineral occurrence maps of Oman Drilling Project Holes GT1A, GT2A, and GT3A

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    These datasets are maps of the occurrences of key minerals and mineral groups (clinopyroxene, amphibole, chlorite, epidote, prehnite, zeolite, gypsum, calcite, and kaolinite/montmorillonite) for the International Continental Scientific Drilling Program (ICDP) Oman Drilling Project (OmanDP) Holes GT1A, GT2A, and GT3A. The maps were derived from imaging spectroscopy measurements of the archive half of the OmanDP cores, with methods for data acquisition described in Kelemen et al. (2020) and data analysis in Greenberger et al. (in review, JGR Solid Earth). The mineral occurrence maps archived here are part of the supplement of Greenberger et al. (in review) but are too large to be published through the journal. Data descriptions are in the supplement of Greenberger et al. (in review), and that paper must be cited with use of these datasets. Included files: 1. GT1A_MineralOccurrenceMaps.pdf: Maps of the occurrence of key minerals and mineral groups in Hole GT1A. 2. GT2A_MineralOccurrenceMaps.pdf: Maps of the occurrence of key minerals and mineral groups in Hole GT2A. 3. GT3A_MineralOccurrenceMaps.pdf: Maps of the occurrence of key minerals and mineral groups in Hole GT3A., Cite this record as: Greenberger, R. N., Harris, M., Ehlmann, B. L., Crotteau, M., Kelemen, P. B., Manning, C. E., Teagle, D. A. H., &amp;amp; Team, T. O. D. P. S. (2021). Mineral occurrence maps of Oman Drilling Project Holes GT1A, GT2A, and GT3A (Version 1.0) [Data set]. CaltechDATA. https://doi.org/10.22002/D1.2010 or choose a different citation style. Download Citation , Unique Views: 7 Unique Downloads: 0 between June 23, 2021 and July 12, 2021 More info on how stats are collected ,</span

    Hydration Maps of Oman Drilling Project Holes GT1A, GT2A, and GT3A

    No full text
    This dataset is the supplement for the following paper: Crotteau, M.A., Greenberger, R. N., Ehlmann, B. L., Rossman, G.R., Harris, M., Kelemen, P. B., Teagle, D. A. H., et al. (2021). Characterizing Hydration of the Ocean Crust Using Shortwave Infrared Microimaging Spectroscopy of ICDP Oman Drilling Project Cores. Journal of Geophysical Research: Solid Earth. These datasets are maps of hydration for the International Continental Scientific Drilling Program (ICDP) Oman Drilling Project (OmanDP) Holes GT1A, GT2A, and GT3A. The maps were derived from imaging spectroscopy measurements of the archive half of the OmanDP cores, with methods for data acquisition described in Kelemen et al. (2020) and data analysis in Crotteau et al. (2021). The hydration maps archived here are part of the supplement of Crotteau et al. (2021) but are too large to be published through the journal. Data descriptions are in the supplement of Crotteau et al. (2021), and that paper must be cited with use of these datasets. Included files: 1. GT1A_HydrationMaps.pdf: Maps of the hydration in Hole GT1A. 2. GT2A_HydrationMaps.pdf: Maps of the hydration in Hole GT2A. 3. GT3A_HydrationMaps.pdf: Maps of the hydration in Hole GT3A.</span
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