We have bridged a pair of gold electrodes with various arrangements of gold nanoparticles stabilized with citrate molecules. The resulting devices exhibited current fluctuations at a constant bias voltage and fluctuations of the differential conductance as a function of the bias voltage. These fluctuations were attributed to the interplay of molecular conformation, charge switching, and breakin...

We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramér function, the characteristic function for self-similarity, is confirmed by analyzing real price data from a stock market...

Agent-based simulations show that some kinds of speculators are able to stabilize the price in a market and to make this market more efficient. Instead of a single market, we consider a supply chain comprising a sequence of three markets in order to check that such speculators can also stabilize a supply chain. Specifically, we verify if these speculators reduce the price fluctuations caused by...

Abstract In the recent era, gold is considered an essential investment source, a source of hedging inflation, and medium monetary exchange. The exchange rate nexus become prominent after events like sovereign debt crisis, subprime mortgage low-interest problem, global financial market solvency. These attract attention researchers academician for investigating dynamics relationship between rates...

There is a wide variety of dental alloys, ranging from nearly pure gold and conventional gold-based alloys to alloys based on silver, palladium, nickel, cobalt, iron, titanium, tin, and other metals (Table 1). The types of dental alloys have increased significantly since 1980s in order to change the market price of gold and palladium. Although gold alloys are the mate‐ rials of choice in this a...

the purpose of this study is to examine the dynamic effects of some macroeconomic variables: money stock, gross domestic product, consumer price index and exchange rates on determining housing price index behavior in iran using the error correction model. using seasonal data, the model is estimated by johansen-juselius cointegration approach during 1990-2007. the results reveal that all variabl...

Since Frisch’s classical damping oscillator model has failed to explain persistent economic fluctuations very satisfactorily, we suggest a non-classical oscillator model based on Quantum Mechanics, in an attempt to explain such fluctuations in stock markets. This is based on the assumption that the value could be a wave packet which decides the probability of each price since the same stock has...

The study investigates the effect of macroeconomic determinants on the performance of the Indian Stock Market using monthly data over the period January 1991 to December 2011 for eight macroeconomic variables, namely, Interest Rate, Inflation, Exchange Rate, Index of Industrial Production, Money Supply, Gold Price, Silver Price & Oil Price, and two stock market indices namely Sensex and S&P CNX...