In this paper we analyze the frequency and information content of small Nasdaq stock trades and their impacts on return volatility at the intraday interval. We employ an autoregressive conditional duration (ACD) model to estimate the intensity of the arrival and information content of trades by...

This paper examines the contribution to price discovery by electronic and voice-based trading systems in the U.S. Treasury market. Evidence shows that the electronic trading system has more price discovery and that trading automation increases the speed of incorporating information into prices....

This paper examines the informational role of trades in the corporate bond market. Using transaction data, we compare the temporal relation between volume and volatility of returns for both bonds and stocks issued by the same firms. We find a dramatic difference between these two securities....

A tandem solid-state dye-sensitized solar cell (SSDSC) without color distortion for potential photovoltaic window applications is reported. The bifacial tandem SSDSC with two spectrally complementary sensitizers using parallel-connection is realized, which leads to non-color distortion. The...

This paper outlines the adaptation of in-depth interviewing using World Wide Web-based interviewing software between the interviewer and their subject. Through a structured, realtime interviewing process the researcher is able to use the Internet to facilitate communication, recording interviews...