We analyze how gender and age, internal characteristics of retail futures traders—one that remains fixed while the other changes over a lifetime—and the security being traded and bull–bear market conditions, two external factors, are related to the disposition effect by separately tracking...

This study analyzes dynamic interactions among macroeconomic variables and the stock markets of Taiwan, Hong Kong, and China by incorporating the long-term and short-term comovements, which can shed some light on the long-term and short-term market efficiency/inefficiency in the region. The...

We report a scanning tunneling microscopy (STM) study of potassium (K)-doped C60 (KxC60) on Cu(111) and Ag(111), with focus on the observation of novel K-induced superstructures. On Cu(111), K-intercalation leads to various superstructures, i.e., p(3 × 3), p(2 × 2), and a disordered...

In Ohio, as well as several other states, annual unemployment compensation payments paid by a corporation can be minimized by solving a set partitioning problem which has all possible nonzero binary columns. The scenario, along with the model and an illustration are given. Some solution...

Moving average (MA) and channel rules (CH) are applied to ten spot cross-rates - AUD/JPY,GBP/JPY,CAD/JPY,DEM/GBP,DEM/ITL,DEM/JPY,DEM/CHF,CHF/GBP, and CHF/JPY - to examine whether opportunities for profitable trading exist. The results suggest that neither trasding rule is profitable. Overall,...

The Spanish futures markets, the MEFF RENTA FIJA, and the MEFF RENTA VARIABLE, are among the fast‐growing futures markets in the world. These markets are known for their cutting‐edge technological innovations related to trading, providing information, clearing, and settlement. The growing...

This article provides a comprehensive examination of the existence, or the lack thereof, of the compass rose pattern in futures markets. The results from 118 futures contracts traded on 31 futures exchanges in 15 countries show that the compass rose pattern exists only in some futures contracts,...

Many studies have documented the “January Effect” across stock markets. In this paper, we investigate the existence of a January Effect in the Taiwanese market. We document a statistically significant January return, consistent with previous research. However, we also document a new pricing...