All Outputs (1143)

Pulse propagation in gravity currents (2020)
Journal Article
Allen, P. A., Dorrell, R. M., Harlen, O. G., Thomas, R. E., & McCaffrey, W. D. (2020). Pulse propagation in gravity currents. Physics of Fluids, 32(1), Article 016603. https://doi.org/10.1063/1.5130576

Real world gravity current flows rarely exist as a single discrete event, but are instead made up of multiple surges. This paper examines the propagation of surges as pulses in gravity currents. Using theoretical shallow-water modeling, we analyze th... Read More about Pulse propagation in gravity currents.

A comprehensive screening protocol to identify incidence of lower back pain in military office workers (2020)
Journal Article
Alizadeh, R., Shariat, A., Hakakzadeh, A., Selk-Ghaffari, M., Damavandi, P., Honarpishe, R., & Ingle, L. (2020). A comprehensive screening protocol to identify incidence of lower back pain in military office workers. Journal of Pain Management, 13(1), 35-40

Military workers experience different types of lower back pain (LBP), but there is little evidence concerning the incidence of LBP in this group, especially in Asian countries. One of the most common forms of LBP is discogenic low back pain (DLBP) wh... Read More about A comprehensive screening protocol to identify incidence of lower back pain in military office workers.

An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market (2020)
Journal Article
El Kalak, I., & Hudson, R. (2020). An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market. Review of accounting & finance, https://doi.org/10.1108/RAF-11-2016-0184

© 2020, Emerald Publishing Limited. Purpose: This study aims to examine the cross-market efficiency of the FTSE/MIB index options contracts traded on the Italian derivatives market (IDEM) during a period including the financial crisis between 1st Oct... Read More about An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market.