ORCID Profile
0000-0003-0347-8969
Current Organisations
University of Wollongong
,
Swarthmore College
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Publisher: Elsevier BV
Date: 10-2017
Publisher: Elsevier BV
Date: 03-2022
Publisher: American Astronomical Society
Date: 21-01-2019
Publisher: Wiley
Date: 07-04-2014
DOI: 10.1111/FIRE.12034
Publisher: American Astronomical Society
Date: 14-08-2020
Abstract: We present the discoveries of KELT-25 b (TIC 65412605, TOI-626.01) and KELT-26 b (TIC 160708862, TOI-1337.01), two transiting companions orbiting relatively bright, early A stars. The transit signals were initially detected by the KELT survey and subsequently confirmed by Transiting Exoplanet Survey Satellite (TESS) photometry. KELT-25 b is on a 4.40 day orbit around the V = 9.66 star CD-24 5016 ( K, M ⋆ = M ⊙ ), while KELT-26 b is on a 3.34 day orbit around the V = 9.95 star HD 134004 ( = K, M ⋆ = M ⊙ ), which is likely an Am star. We have confirmed the substellar nature of both companions through detailed characterization of each system using ground-based and TESS photometry, radial velocity measurements, Doppler tomography, and high-resolution imaging. For KELT-25, we determine a companion radius of R P = R J and a 3 σ upper limit on the companion’s mass of ∼64 M J . For KELT-26 b, we infer a planetary mass and radius of M P = and R P = R J . From Doppler tomographic observations, we find KELT-26 b to reside in a highly misaligned orbit. This conclusion is weakly corroborated by a subtle asymmetry in the transit light curve from the TESS data. KELT-25 b appears to be in a well-aligned, prograde orbit, and the system is likely a member of the cluster Theia 449.
Publisher: American Astronomical Society
Date: 11-2018
Publisher: American Astronomical Society
Date: 23-10-2019
Publisher: American Astronomical Society
Date: 24-10-2016
Publisher: American Astronomical Society
Date: 18-10-2017
Publisher: Oxford University Press (OUP)
Date: 30-06-2015
Publisher: American Astronomical Society
Date: 24-07-2019
Publisher: Elsevier BV
Date: 09-2023
Publisher: American Astronomical Society
Date: 02-2018
Publisher: Emerald
Date: 13-10-2021
Abstract: This study aims to investigate which stock characteristics and corporate governance variables affect stock price overreaction and volatility during the COVID-19 pandemic period. A set of stock characteristics and corporate governance variables which may affect price overreaction and volatility were identified following a review of the literature. A dummy variable was created for the cross-sectional analysis to take into account the unique sector effect in the consumer staples sector. Out of s le analysis was conducted to confirm the robustness of the main results. The empirical results consistently show that size, idend and trading volume determine the stock price reactions when the market is in turmoil during the pandemic period. Board size and average board tenure exhibit moderate effects on reducing the stock price reactions, but the effects become insignificant while controlling for the firm characteristics in the regressions. The results remain robust when tested out of the s le. More interestingly, a consumer staples sector effect is identified and tested. The test results show that the consumer staples sector effect mitigates the stock price reactions. The results have practical implications for investors who aim to manage desired levels of risk in their portfolios during the pandemic. The results also provide meaningful insights to stock market speculators regarding pandemic-related speculation opportunities. This study makes a meaningful connection between the irrational stock market anomalies and the COVID-19 pandemic.
No related grants have been discovered for Tina Prodromou.