The intraday relation between return volatility, transactions, and volume

In this article, we examine the relation between return volatility, average trade size, and the frequency of transactions using transaction data. Consistent with Jones, Kaul, and Lipson (1994)(. Review of Financial Studies, 7, 631–651), our results show that the frequency of trades has a high explanatory power for return volatility. However, contrary to their finding, we find that average trade size contains nontrivial information for return volatility. The positive relation between return volatility and average trade size is more significant for actively traded stocks. Furthermore, return volatility exhibits significant intraday variations. It is found that the effect of trade frequency on return volatility is much stronger in the opening trading period.     

宽带自适应MIMO-DFE空时接收机

设计了频率选择信道基于RLS算法的自适应判决反馈均衡MIMO-DFE空时接收机,由于这种接收机不需要信道识别,从而降低了接收机的复杂度。通过蒙特卡罗仿真评估了接收机在频率选择信道下的误符号率性能。仿真结果表明,在不加信道编码的情况下,该接收机在信噪比为 14dB时误符号率达到 10-3以下。     

国内外众包研究演化路径与未来展望

以WoS数据库和CNKI数据库为样本,首先,通过HistCite的基本统计分析明确了国内外众包研究现状;其次,分析了国内外众包研究的引文网络和主路径,获得了国内外众包研究的演化路径;然后,分析了国内外众包研究侧重的主题与关键词;最后,结合国内外研究的演化路径和不同研究主题,对众包研究进行了展望。     

The US real GNP is trend-stationary after all

This article applies the Fractional Frequency Flexible Fourier Form (FFFFF) Dickey–Fuller (DF)-type unit root test on the natural logarithm of US real GNP over the quarterly period of 1875:1–2015:2, to determine whether the same is trend- or difference-stationary. While standard and Integer Frequency Flexible Fourier Form DF-type test fails to reject the null of unit root, the relatively more powerful FFFFF DF-type test provides strong evidence of the real GNP as being trend-stationary, i.e. US output returns to a deterministic log-nonlinear trend in the long run.     

中国管理学期刊被引次数分析——基于CSSCI的统计分析(2004～2006年)

以2004～2006年CSSCI数据库为基础,选择了中国管理学70种学术期刊为研究对象,通过对被引次数的分析,研究比较了这些期刊的学术影响力。     

不真正连带债务辨析

不真正连带债务是由判例学说发展起来的民法制度,其创设目的在于解决用传统民法无法解决的社会问题,带有应急及补漏的性质。随着社会的发展、民法理论的完善,许多以前用不真正连带债务理论解决的问题,已找到了更好的解决方法,故无需再适用不真正连带债务理论了。     

采用调相法测量高炉装料高度分布状态的调频雷达

本文介绍一种减少常规FM-CW(调频-连续波)雷达固定误差的新方法——双频混频调制法.这种方法只要求窄频带,所以雷达结构简单而且小型化.文章分析了调频雷达的误差,叙述了双频混频调制的基本原理,以及这种新型雷达的实际应用例子.     

Evaluative and factual ad claims,knowledge level,and making inferences

A lab study examined the effect of type of ad claim (factual versus evaluative) and knowledge level on subjects' product feature inference making from three camera ads. Each ad had some missing brand information. The results showed that as knowledge increased, so did inference making. Also, there was a significant interaction between ad claim and knowledge. Inference making was positively correlated with knowledge level for factual ads but not for evaluative ones. Finally, subjects made very few inferences to fill in missing ad features but instead did more interpretive processing.     

高频数字锁相环的研究

<正>商号是商事主体的识别标志。它是商品生产经营者经营特色和商誉状况的重要载体。随着我国社会主义市场经济体制的建立,企业人格的独立性不断增强,商号越来越成为各企业进行市场竞争的重要手段,关于商号权的纠纷亦纷至沓来。同时,随着国际贸易与直接投资的迅猛发展,各国企业参与国际经济交往活动越来越频繁,商号的国际保护问题也愈显紧迫。本文拟在分析国际社会对商号保护的基础上,就我国的商号保护问题提出一些建议。一、什么是商号 1.商号的概念及法律性质 商号是“商品生产者或经营者为了表明不同于他人     

低噪声晶振16次倍频源

本文介绍了低噪声高次倍频器的设计原理及低相位噪声晶振１６次倍频信号源。