We empirically analyze the price and liquidity responses to trade signs, traded volumes and signed traded volumes. Utilizing the singular value decomposition, we explore the interconnections of price responses and of liquidity responses across the whole market. The statistical characteristics of...

We investigate how the local fluctuations of the signed traded volumes affect the dependence of demands between stocks. We analyze the empirical dependence of demands using copulas and show that they are well described by a bivariate K copula density function. We find that large local...

Semi-encapsulated microfiber Mach-Zehnder interferometer is designed and developed for temperature, salinity and pressure (TSP) sensing in seawater. Based on the theoretical analysis, sensing experiment is performed with typical sensitivities of -2312 pm/℃, 631 pm/‰, and 3775 pm/MPa,...

Herein, we describe a simple and ultrafast method to synthesize carbon aerogel monoliths from resorcinol (R) and formaldehyde (F) using graphitic crystallite nanomaterials (GCNs). GCNs can significantly catalyze the gelation of RF at room temperature within 30 min, and provide the resulting...

This paper analyzes the factors driving house prices in Australia from a cross-country perspective using several approaches. It uses a cointegration technique to estimate the long-run equilibrium house prices in Australia, New Zealand, and Canada and assesses the extent of a possible...