Thermal expansion of irradiated polystyrene

A 3-terminal capacitance technique was used at 80-340 K to measure the thermal expansion coeff. (E) of \gamma -irradiated polystyrene. Below 290 K, E decreased with radiation dose (R) due to the predominant effect of radiation-induced crosslinking. Above 290 K, E increased with R due to the predominant effect of degrdn. which also occurred on irradn. in air

Gravity anomalies, crustal structure and rift tectonics at the Konkan and Kerala basins, western continental margin of India

Litho-stratigraphic variation of sedimentary units constructed from seismic sections and gravity anomaly in the Konkan and Kerala basins of the western continental margin of India (WCMI) have been used to model processes such as lithospheric rifting mechanism, its strength, and evolution of flank uplift topography that led to the present-day Western Ghats escarpment. Based on the process-oriented approach, two lithospheric models (necking and magmatic underplating) of evolution of the margin were tested. Both, necking and underplating models suggest an effective elastic thickness (Te) of 5 km and 10 km along Konkan and Kerala basins, respectively and a deep level of necking at 20 km at both basins. Model study suggests that the necking model better explains the observed gravity anomalies in the southern part of the WCMI. A synthesis of these results along with the previously published elastic thickness estimates along the WCMI suggests that a low-to-intermediate strength lithosphere and a deeper level of necking explains the observed flank-uplift topography of the Western Ghats. Process-oriented gravity modelling further suggests that the lateral variations in the lithospheric strength, though not very significant, exist from north to south within a distance of 600 km in the Konkan and Kerala basins along the WCMI at the time of rifting. A comparison with previous Te estimates from coherence analysis along the WCMI indicates that the lithospheric strength did not change appreciably since the time of rifting and it is low both onshore and offshore having a range of 5-15 km

NYSE Rule 80A restrictions on index arbitrage and market linkage

To the extent that NYSE Rule 80A collar, which restricts index arbitrage form of program trading on volatile days, aims to delink S&P 500 cash and futures markets and prevent transmission of volatility from the futures to the cash market, this study finds the collar to be ineffective. The analyses are based on lead-lag regressions for the first and second moments using data diurnalized via a nonparametric filter for intraday volatility periodicity. The regression results also suggest that, consistent with the literature, the futures market has a much stronger tendency to lead the underlying cash market than lag and there is a strong bi-directional lead-lag relationship between volatilities of the two markets, which does not support the assertion that there is a systematic transmission of volatility from the futures to the cash market.