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Working paper
High-Frequency Trading Strategies
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Working paper
The Conduits of Price Discovery: A Machine Learning Approach
In: EFA 2021; AFA 2022
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Working paper
An Empirical Analysis of Market Segmentation on U.S. Equities Markets
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Working paper
Order Splitting and Interacting with a Counterparty
In: Journal of Financial Markets, Forthcoming
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Working paper
Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity
In: Forthcoming, Journal of Financial Markets
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Working paper
Lessons from Hurricane Sandy: a Community Response in Brooklyn, New York
The frequency and intensity of extreme weather events have increased in recent decades; one example is Hurricane Sandy. If the frequency and severity continue or increase, adaptation and mitigation efforts are needed to protect vulnerable populations and improve daily life under changed weather conditions. This field report examines the devastation due to Hurricane Sandy experienced in Red Hook, Brooklyn, New York, a neighborhood consisting of geographically isolated low-lying commercial and residential units, with a concentration of low-income housing, and disproportionate rates of poverty and poor health outcomes largely experienced by Black and Latino residents. Multiple sources of data were reviewed, including street canvasses, governmental reports, community flyers, and meeting transcripts, as well as firsthand observations by a local nonprofit Red Hook Initiative (RHI) and community members, and social media accounts of the effects of Sandy and the response to daily needs. These data are considered within existing theory, evidence, and practice on protecting public health during extreme weather events. Firsthand observations show that a community-based organization in Red Hook, RHI, was at the center of the response to disaster relief, despite the lack of staff training in response to events such as Hurricane Sandy. Review of these data underscores that adaptation and response to climate change and likely resultant extreme weather is a dynamic process requiring an official coordinated governmental response along with on-the-ground volunteer community responders.
BASE
Feasibility and Reliability of the System for Observing Play and Leisure Activity in Youth (SOPLAY) for Measuring Moderate to Vigorous Physical Activity in Children Visiting an Interactive Children's Museum Exhibition
In: American journal of health promotion, Band 32, Heft 1, S. 210-214
ISSN: 2168-6602
Purpose: To test the feasibility and reliability of a direct observation method for measuring moderate to vigorous physical activity (MVPA) in children visiting an interactive children's museum exhibition. Design: Direct observation was used to assess MVPA in children visiting an interactive children's museum exhibition on 2 weekend days in winter 2013. Setting: The Children's Museum of Manhattan's EatSleepPlay™: Building Health Every Day exhibition. Participants: Children (group level) visiting the museum exhibition. Measures: System for Observing Play and Leisure Activity in Youth (SOPLAY). Analyses: Interobserver reliability was analyzed for MVPA and activity type. Two-group analyses were conducted using a series of Wilcoxon rank sum tests. Results: A total of 545 children were observed over 288 observations. No significant differences were found between observers for MVPA ( r = .91, P = .6804) or activity type (κ = .90, P = .6334). Children participated in MVPA during 35.2% of all observations. No significant differences were found for participation in MVPA between boys (37.6%) and girls (32.8%, P = .1589). Conclusion: The SOPLAY may be a useful tool for measuring MVPA in interactive children's museum exhibitions. Research with multiple museum settings and diverse groups of children over longer periods of time is warranted to further establish the feasibility and reliability of the SOPLAY for measuring MVPA in this novel setting.
Nonstandard Errors
In: Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390.
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