Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies

Author(s):  
Wenjie Ding ◽  
Khelifa Mazouz ◽  
Qingwei Wang
2021 ◽  
Vol 42 (1) ◽  
pp. 55-64
Author(s):  
Angeline Jeyakumar ◽  
Swapnil Godbharle ◽  
Bibek Raj Giri

Background: Measuring undernutrition using composite index of anthropometric failure (CIAF) and identifying its determinants in tribal regions is essential to recognize the true burden of undernutrition in these settings. Objective: To determine anthropometric failure and its determinants among tribal children younger than 5 years in Palghar, Maharashtra, India. Methods: A cross-sectional survey employing CIAF was performed in children <5 years to estimate undernutrition in the tribal district of Palghar in Maharashtra, India. Anthropometric measurements, maternal and child characteristics were recorded from 577 mother–child pairs in 9 villages. Results: As per Z score, prevalence of stunting, wasting, and underweight were 48%, 13%, and 43%, respectively. According to CIAF, 66% of children had at least one manifestation of undernutrition and 40% had more than one manifestation of undernutrition. Odds of anthropometric failure were 1.5 times higher among children of mothers who were illiterate (adjusted odds ratio [AOR] =1.57, 95% CI: 1.0-2.3), children who had birth weight >2.5 kg had lesser odds (AOR: 0.63, 95% CI: 0.4-0.9) of anthropometric failure, and children who had initiated early breastfeeding had 1.5 times higher odds of anthropometric failure (crude odds ratio: 1.5, 95% CI: 1.0-2.1). However, when adjusted for other independent variables, the results were not significant. Conclusion: The alarming proportion of anthropometric failure among tribal children calls for urgent short-term interventions to correct undernutrition and long-term interventions to improve maternal literacy and awareness to prevent and manage child undernutrition.


2015 ◽  
Vol 2015 ◽  
pp. 1-9 ◽  
Author(s):  
D. M. Sontam ◽  
M. H. Vickers ◽  
J. M. O’Sullivan ◽  
M. Watson ◽  
E. C. Firth

Physical activity has a vital role in regulating and improving bone strength. Responsiveness of bone mass to exercise is age dependent with the prepubertal period suggested to be the most effective stage for interventions. There is a paucity of data on the effects of exercise on bone architecture and body composition when studied within the prepubertal period. We examined the effect of two forms of low-impact exercise on prepubertal changes in body composition and bone architecture. Weanling male rats were assigned to control (CON), bipedal stance (BPS), or wheel exercise (WEX) groups for 15 days until the onset of puberty. Distance travelled via WEX was recorded, food intake measured, and body composition quantified. Trabecular and cortical microarchitecture of the femur were determined by microcomputed tomography. WEX led to a higher lean mass and reduced fat mass compared to CON. WEX animals had greater femoral cortical cross-sectional thickness and closed porosity compared to CON. The different exercise modalities had no effect on body weight or food intake, but WEX significantly altered body composition and femoral microarchitecture. These data suggest that short-term mild voluntary exercise in normal prepubertal rats can alter body composition dependent upon the exercise modality.


2006 ◽  
Vol 512 ◽  
pp. 111-116 ◽  
Author(s):  
Yuki Matsuoka ◽  
Kazuyoshi Chikugo ◽  
Takakazu Suzuki ◽  
Yasuo Matsunaga ◽  
Shigeji Taniguchi

Ru coating prior to aluminizing is one of the effective methods to reduce the harmful intermediate layer that forms under the coating (SRZ) on a 4th generation Ni-base SC superalloy. This study examined the short-term isothermal oxidation behavior of this Ru-modified coating at 1373 K in air. Surface observation by SEM showed that the scale becomes flat and uniform in comparison to simple aluminide coating. XRD and cross-sectional analysis results also showed that phase transformation from β-NiAl to γ’-Ni3Al seldom occurs in the Ru-modified coating layer leading to the prevention of local oxidation.


1991 ◽  
Vol 85 (3) ◽  
pp. 905-920 ◽  
Author(s):  
Harold D. Clarke ◽  
Nitish Dutt

During the past two decades a four-item battery administered in biannual Euro-Barometer surveys has been used to measure changing value priorities in Western European countries. We provide evidence that the measure is seriously flawed. Pooled cross-sectional time series analyses for the 1976–86 period reveal that the Euro-Barometer postmaterialist-materialist value index and two of its components are very sensitive to short-term changes in economic conditions, and that the failure to include a statement about unemployment in the four-item values battery accounts for much of the apparent growth of postmaterialist values in several countries after 1980. The aggregate-level findings are buttressed by analyses of panel data from three countries.


2000 ◽  
Vol 88 (2) ◽  
pp. 560-566 ◽  
Author(s):  
Russell T. Hepple ◽  
Michael C. Hogan ◽  
Creed Stary ◽  
Donald E. Bebout ◽  
Odile Mathieu-Costello ◽  
...  

Although evidence for muscle O2 diffusion limitation of maximal O2 uptake has been found in the intact organism and isolated muscle, its relationship to diffusion distance has not been examined. Thus we studied six sets of three purpose-bred littermate dogs (aged 10–12 mo), with 1 dog per litter allocated to each of three groups: control (C), exercise trained for 8 wk (T), or left leg immobilized for 3 wk (I). The left gastrocnemius muscle from each animal was surgically isolated, pump-perfused, and electrically stimulated to peak O2 uptake at three randomly applied levels of arterial oxygenation [normoxia, arterial[Formula: see text]([Formula: see text]) 77 ± 2 (SE) Torr; moderate hypoxia, [Formula: see text]: 33 ± 1 Torr; and severe hypoxia, [Formula: see text]: 22 ± 1 Torr]. O2 delivery (ml ⋅ min−1 ⋅ 100 g− 1) was kept constant among groups for each level of oxygenation, with O2 delivery decreasing with decreasing [Formula: see text]. O2extraction (%) was lower in I than T or C for each condition, but calculated muscle O2 diffusing capacity (Dm[Formula: see text]) per 100 grams of muscle was not different among groups. After the experiment, the muscle was perfusion fixed in situ, and a sample from the midbelly was processed for microscopy. Immobilized muscle showed a 45% reduction of muscle fiber cross-sectional area ( P < 0.05), and a resulting 59% increase in capillary density ( P < 0.05) but minimal reduction in capillary-to-fiber ratio (not significant). In contrast, capillarity was not significantly different in T vs. C muscle. The results show that a dramatically increased capillary density (and reduced diffusion distance) after short-term immobilization does not improve Dm[Formula: see text] in heavily working skeletal muscle.


2018 ◽  
Vol 23 ◽  
pp. 2515690X1880477
Author(s):  
Suzanne Reed ◽  
Kathi J. Kemper ◽  
Alan Schwartz ◽  
Maneesh Batra ◽  
Betty B. Staples ◽  
...  

Residency is a high-risk period for physician burnout. We aimed to determine the short-term stability of factors associated with burnout, application of these data to previous conceptual models, and the relationship of these factors over 3 months. Physician wellness questionnaire results were analyzed at 2 time points 3 months apart. Associations among variables within and across time points were analyzed. Logistic regression was used to predict burnout and compassionate care. A total of 74% of residents completed surveys. Over 3 months, burnout ( P = .005) and empathy ( P = .04) worsened. The most significant cross-sectional relationship was between stress and emotional exhaustion (time 1 r = 0.61, time 2 r = 0.68). Resilience was predictive of increased compassionate care and decreased burnout ( P < .05). Mindfulness was predictive of decreased burnout ( P < .05). Mitigating stress and fostering mindfulness and resilience longitudinally may be key areas of focus for improved wellness in pediatric residents. Larger studies are needed to better develop targeted wellness interventions.


2011 ◽  
Vol 11 (1) ◽  
Author(s):  
Irineu E de Carvalho Filho

Twenty-eight months after the onset of the global financial crisis of August 2008, the evidence on post-crisis GDP growth emerging from a sample of 51 advanced and emerging countries is flattering for inflation targeting countries relative to their peers. The positive effect of IT is not explained away by plausible pre-crisis determinants of post-crisis performance, such as growth in private credit, ratios of short-term debt to GDP, reserves to short-term debt and reserves to GDP, capital account restrictions, total capital inflows, trade openness, current account balance and exchange rate flexibility, or post-crisis drivers such as the growth performance of trading partners and changes in terms of trade. We find that inflation targeting countries lowered nominal and real interest rates more sharply than other countries; were less likely to face deflation scares; and had sharp real depreciations without a relative deterioration in their risk assessment by markets. While the task of establishing causal relationships from cross-sectional macroeconomics series is daunting, our reading of this evidence is consistent with the resilience of IT countries being related to their ability to loosen their monetary policy when most needed, thereby avoiding deflation scares and the zero lower bound on interest rates.


2021 ◽  
Author(s):  
JungJu Lee ◽  
Hyunsuk Jeong ◽  
Joo Hee Yoon ◽  
Hyeon Woo Yim

Abstract Background: There is little evidence as to whether the use of oral contraceptives(OC) during the fertile years affects the development of postmenopausal hypertension. This study aimed to evaluate the effects of past use of OC on the development of hypertension in postmenopausal women. Methods: This was a cross-sectional study conducted using data from the Fifth Korea National Health and Nutrition Examination Survey of postmenopausal women. Subjects were classified into three groups based on past OC use duration: nonusers, short-term users(0–30months), and long-term users(≥30 months). We evaluated the development of hypertension in women after menopause. A multivariable logistic regression model was used to identify the association between the use of OC during the fertile years and the prevalence of hypertension after menopause following adjustment for potential confounding factors. Results: Of the 3,386 postmenopausal women, 2,713 were nonusers of OC, 489 were short-term users, and 184 were long-term users. Women who had used OC for 30 months or more had a significantly greater prevalence of hypertension after menopause than those who had never taken OC. The association between taking OC for 30 months or more during the fertile years and the prevalence of hypertension after menopause was significant following adjustment for potential confounding factors (aOR:1.92; 95%CI:1.22–3.00). Conclusion: This study identified an association between past OC use and an increased prevalence of hypertension in postmenopausal women. Our results suggest that long-term use of OC during the fertile years can be an important risk factor for subsequent hypertension after menopause.


Sign in / Sign up

Export Citation Format

Share Document