Characterizing abrupt changes in the stock prices using a wavelet decomposition method

2007 ◽  
Vol 383 (2) ◽  
pp. 519-526 ◽  
Author(s):  
Marco Antonio Leonel Caetano ◽  
Takashi Yoneyama
Keyword(s):  
Stock Prices ◽  
Decomposition Method ◽  
Wavelet Decomposition ◽  
Abrupt Changes

Chilling effects and the stock market response to the Snowden revelations

2020 ◽  
Vol 22 (11) ◽  
pp. 1976-1995
Author(s):  
Mark Rosso ◽  
ABM Nasir ◽  
Mohsen Farhadloo
Keyword(s):  
Stock Market ◽  
National Security ◽  
Search Engine ◽  
Stock Prices ◽  
Search Behavior ◽  
Market Response ◽  
Opportunity Costs ◽  
National Security Agency ◽  
Abrupt Changes ◽  
Using Data

This study analyzes the changes in individuals’ Internet search behavior and economic variables following Edward Snowden’s revelation of National Security Agency (NSA) surveillance activities of global Internet communications. We refer to the abrupt changes in individual search behavior beginning in June 2013 following Snowden’s revelations as the “Snowden effect.” The “Snowden effect” is a form of chilling effect. Using data from a unique search engine, DuckDuckGo, we show that chilling effects indeed exist. However, further analysis including the stock prices of the largest cybersecurity companies demonstrate a muted market response to the revelations, while cybersecurity spending data suggest resulting economic harm in the form of increased opportunity costs of buyers of cybersecurity services.

3D Topography Analysis of Ball-End Milled H-13 Die Steel Surfaces Using Wavelet Decomposition Method

2016 ◽  
Vol 693 ◽  
pp. 689-696
Author(s):  
Shuai Liu ◽  
Jun Zhao ◽  
Xian Hua Tian ◽  
Wen Zhen Qin
Keyword(s):  
Surface Topography ◽  
Frequency Band ◽  
High Frequency ◽  
Decomposition Method ◽  
Wavelet Decomposition ◽  
Great Influence ◽  
Median Frequency ◽  
Die Steel ◽  
Changing Trend ◽  
Steel Surfaces

Optical profiler is employed to measure the surface topography of H-13 die steel machined by ball end cutter. By using 2D discret wavelet decomposition, the topographies of different frequency bands are obtained and the influence of cutter posture on varying frequncy bands topography is studied. The results show that cutter posture has a great influence on the whole frequency band roughness. The changing trend of roughness is roughly the same under different cutter postures which increase firstly then decrease with the decrease in frequency. A surface with a small high frequency roughness may have a large median frequency roughness.

Sign in / Sign up

Export Citation Format

Share Document