3 resultados para weekend
em Aston University Research Archive
Resumo:
This paper complements earlier work by the author that shows that the pattern of information arrivals into the UK stock market may explain the behaviour of returns. It is argued that delays or other systematic behaviour in the processing of this information could compound the impact of information arrival patterns. It is found, however, that this does not happen, and so it is the arrival and not the processing of news that is most important. © 2004 Taylor & Francis Ltd.
A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Resumo:
The weekend effect in UK stock prices has disappeared in the 1990s. Beneath the surface however there remain systematic day-of-the-week effects only visible when returns are partitioned by the direction of the market. A systematic pattern of market-wide news arrivals into the UK stock market is discovered and found to provide an explanation for these day-of-the-week effects.
Resumo:
Technological advances have driven some attempt of vital parameters monitoring in adverse environments; these improvements will make possible to monitor cardiac activity also in automotive environments. In this scenario, heart rate changes associated with alcohol consumption, become of great importance to assess the drivers state during time. This paper presents the results of a first set of experiments aimed to discover heart rate variability modification induced by moderate assumption of alcoholic drink (i.e. single draft beer) as that typically occurs in weekend among some people. In the study, twenty subjects were enrolled and for each of them two electrocardiographic recordings were carried out: the first before alcohol ingestion and the second after 25-30 minutes. Each participant remained fasting until the second ECG acquisition was completed. ECG signal were analyzed by typical timedomain, frequency and non linear analysis. Results showed a small increase in LF/HF ratio which reflects a dominance of the sympathetic system over the parasympathetic system, and an increase in signal complexity as proven by non linear analysis. However, the study highlighted the need to monitor HRV starting from alcohol ingestion until its complete metabolization to allow a more precise description of its variation. © Springer International Publishing Switzerland 2014.