Jian Hua

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  • Susan E K Christoffersen, Donald B Keim, David K Musto, David Musto, Sameer Bhatnagar, Bobby Boutilier +4 others
  • 2006
Until recently, all Canadian mutual funds were required to disclose all their individual trades, offering a unique and ideal opportunity to measure and analyze the cost and performance of mutual funds' trades. We find that active management delivers both cheaper trades and better subsequent performance, and that the dissipative effect of flow-driven(More)
In order to deter cyber terrorism, it is important to identify the terrorists, since punishment may not deter them. The identification probability relies heavily on tracking cyber terrorists. However, there are legal and technical challenges to tracking terrorists. This paper proposes suggestions and insights on overcoming these challenges. Three types of(More)
The production of ultrabright electron bunches using ionization injection triggered by two transversely colliding laser pulses inside a beam-driven plasma wake is examined via three-dimensional particle-in-cell simulations. The relatively low intensity lasers are polarized along the wake axis and overlap with the wake for a very short time. The result is(More)
The evolution of beam phase space in ionization injection into plasma wakefields is studied using theory and particle-in-cell simulations. The injection process involves both longitudinal and transverse phase mixing, leading initially to a rapid emittance growth followed by oscillation, decay, and a slow growth to saturation. An analytic theory for this(More)
A new method capable of capturing coherent electric field structures propagating at nearly the speed of light in plasma with a time resolution as small as a few femtoseconds is proposed. This method uses a few femtoseconds long relativistic electron bunch to probe the wake produced in a plasma by an intense laser pulse or an ultra-short relativistic charged(More)
In the first chapter, I estimate dynamic factors from the term structure of credit spreads and the term structure of equity option implied volatilities, and I provide a comprehensive characterization of the dynamic relationships among those credit spread factors and equity volatility factors. I find strong evidence that the volatility factors, especially(More)