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Egner, A., & Hell, S. W. (1999). Equivalence of the Huygens–Fresnel and Debye approach for the calculation of high aperture point-spread functions in the presence of refractive index mismatch. Journal of Microscopy, 193(3), 244–249.
Abstract: As discussed in recent work (Sheppard, C. J. R. & Török, P., J. Microsc., 185, 366–384; Török et al., J. Microsc., 188, 158–172), two approaches have been used extensively for vectorial computations of high aperture confocal point-spread functions when focusing through a dielectric interface. Whereas the equation by Hell, Reiner, Cremer & Stelzer (J. Microsc., 169, 391–405) is based on the Huygens–Fresnel principle, the more recent approach by Török, Varga & Booker (J. Opt. Soc. Am. A, 12, 325–332; J. Opt. Soc. Am. A, 12, 2136–2144) is based on the Debye approximation. While the earlier theory considers a large but finite focal length the second theory is derived for an infinitely high Fresnel number. In a high aperture microscope, a high Fresnel number is equivalent to assuming that the focal length be infinitely large with respect to the wavelength. So far, the two theories are regarded as different, with the one by Török et al. being rigorous. In this paper, we demonstrate that, if the same conditions are applied, the equation by Török et al. can be analytically derived from that by Hell et al. Producing the same results, the benefit brought about by the equation by Török et al. is improved flexibility and computational speed for cases with azimuthal symmetry.
Keywords: aberration; confocal; fluorescence; microscopy; multiphoton; point spread function; refractive index mismatch; resolution; to read
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Gandhi, P., Lustig, H., & Plazzi, A. (2020). Equity Is Cheap for Large Financial Institutions. Rev Financ Stud, 33(9), 4231–4271.
Abstract: Across a wide panel of countries, the top-10% of financial stocks on average account for over 20% of a country’s market capitalization but earn on average significantly lower returns than do nonfinancial firms of the same size and risk exposures. In a bailout-augmented, rare disasters asset pricing model, the spread in risk-adjusted returns between large and small institutions depends on country characteristics that determine the likelihood of bailouts. Consistent with this model, we find larger spreads in countries with large and interconnected financial sectors, weaker capital regulation and corporate governance, and fiscally stronger governments. Valuation gaps increase in anticipation of financial crises.Authors have furnished an Internet Appendix, which is available on the Oxford University Press Web site next to the link to the final published paper online.
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Çötelioğlu, E., Franzoni, F., & Plazzi, A. (2020). What Constrains Liquidity Provision? Evidence from Institutional Trades*. Rev Financ, .
Abstract: The article studies liquidity provision by institutional investors using trade-level data. We find that hedge fund trades are a more important predictor of stock-level liquidity than mutual fund trades. However, hedge funds’ liquidity provision is more exposed to financial conditions than that of mutual funds. Hedge funds that are more constrained in terms of leverage, age, asset illiquidity, and past performance exhibit a stronger shift toward liquidity consumption when funding condition tighten. Stocks with more exposure to constrained liquidity providing hedge funds suffered more during the financial crisis.
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Naseem Abbas Ahmar. (2019). Nau -Tareekhiat (Vol. 1). Faisalabad: Misal publishers.
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Naseem Abbas Ahmar. (2019). Intaqad e Urdu Fiction (Vol. 1). Faisalabad: Misal Publishers.
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