This paper examines the presence of herd formation in equity markets by defining a new measure for equity return dispersion. We build on Christie and Huang (1995) results and analyze security returns for the same time period using a modified version of their dispersion measure. Our results contradict with theirs. We find evidence to herding by market participants during periods of unusually lar...

Treatment under H2 at 300 °C of Ru(COD)(COT) dispersed on silica yields 2 nm ruthenium nanoparticles, [Rup/SiO2], according to EXAFS, HRTEM and XPS. H2 adsorption measurements on [Rup/SiO2] in the absence of O2 show that Ru particles adsorb up to ca. 2 H per surface ruthenium atoms (2H/Rus) on various samples; this technique can therefore be used to measure the dispersion of Ru particles. In co...

We propose to use optical correlation to measure the quality of an optical link in real time, staying completely within the optical domain. We transmit a test signal of 010 and correlate the received (degraded) signal with 010. The strength and shape of the output measure dispersion and attenuation in just 3 bit periods (75 ps at 40 Gb/s) compared with minutes by traditional methods. Correlatio...

We measure the dispersion relation, gap, and magnetic moment of a magnon in the ferromagnetic F = 1 spinor Bose-Einstein condensate of (87)Rb. From the dispersion relation we measure an average effective mass 1.033(2)(stat)(10)(sys) times the atomic mass, as determined by interfering standing and running coherent magnon waves within the dense and trapped condensed gas. The measured mass is high...

The need for measuring the dispersion of nominal categorical attributes appears in several applications, like clustering or data anonymization. For a nominal attribute whose categories can be hierarchically classified, a measure of the variance of a sample drawn from that attribute is proposed which takes the attribute’s hierarchy into account. The new measure is the reciprocal of ‘‘consanguini...

With the development of information technologies, Social Media platforms have become popular and accumulated numerous data about individuals’ behavior. It offers a promising opportunity of discovering usable knowledge about the individuals’ movement behavior, which fosters novel applications and services. In this paper, in order to study the relations between communities and location clusters, ...

We present a new method to parameterize Type Ia Supernovae (SN Ia) multi-color light curves. The method was developed in order to analyze the large number of SN Ia multi-color light curves measured in current high-redshift projects. The technique is based on empirically modeling SN Ia luminosity variations as a function of phase, wavelength, a shape parameter, and a color parameter. The model i...

The dispersion of flexural waves propagating in the Arctic sea ice cover is exploited in order to locally measure the ice thickness. The observed dispersion, for waves filtered in the 4-20 s period interval, at up to 4 broad-band seismometers deployed in Spring 2007 near the North Pole, is compared to a parameterized model that accounts for a complex wavefield made of a superposition of indepen...

introduction: metalworking fluids (mwfs) are widely used in metal working operations for cooling down, lubricating and reducing the friction between tools and work pieces which result in controlling the heat produced. exposure to mwfs causes several adverse effects including respiratory problems, skin diseases, cancer and even infertility. this study examines workers’ exposure to mwf mist and t...

The dispersion of carbon black agglomerates suspended in polydimethyl siloxane (PDMS) or polybutadiene (PBD) liquids has been studied. Agglomerates comprised of either a low-structure or a high-structure carbonblack were subjected to simple shear flow. Two characteristic length scales that affect the dispersion process are identified. One length scale (Lp) is a measure of the ease with which fl...