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A measurement of the CP-even fraction of the decay D0→π+π−π+π− is performed with a quantum-correlated ψ(3770)→DD¯ data sample collected by the BESIII experiment, corresponding to an integrated luminosity of 2.93 fb−1. Using a combination of CP eigenstates, D→π+π−π0 and D→K0S,Lπ+π− as tagging modes, the CP-even fraction is measured to be F4π+=0.735±0.015±0.005, where the first uncertainty is statistical and the second is systematic. This is the most precise determination of this quantity to date. It provides valuable model-independent input for the measurement of the CKM angle γ with B±→DK± decays, and for time-dependent studies of CP violation and mixing in the D0-D¯0 system.
Luminosities and energies of e⁺e⁻ collision data taken between √s=4.61 GeV and 4.95 GeV at BESIII
(2022)
From December 2019 to June 2021, the BESIII experiment collected about 5.85 fb−1 of data at center-of-mass energies between 4.61 GeV and 4.95 GeV. This is the highest collision energy BEPCII has reached so far. The accumulated e+e− annihilation data samples are useful for studying charmonium(-like) states and charmed-hadron decays. By adopting a novel method of analyzing the production of Λ+cΛ¯−c pairs in e+e− annihilation, the center-of-mass energies are measured with a precision of ∼0.6 MeV. Integrated luminosities are measured with a precision of better than 1\% by analyzing the events of large-angle Bhabha scattering. These measurements provide important inputs to the analyses based on these data samples.
We show that the presence of high frequency trading (HFT) has significantly mitigated the frequency and severity of end-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end of day price dislocation is more likely to be the result of market manipulation on days of option expiry dates and end of month. Moreover, the effect of HFT is more pronounced than the role of trading rules, surveillance, enforcement and legal conditions in curtailing the frequency and severity of end-of-day price dislocation. We show our findings are robust to different proxies of the start of HFT by trade size, cancellation of orders, and co-location.
We examine the impact of stock exchange trading rules and surveillance on the frequency and severity of suspected insider trading cases in 22 stock exchanges around the world over the period January 2003 through June 2011. Using new indices for market manipulation, insider trading, and broker-agency conflict based on the specific provisions of the trading rules of each stock exchange, along with surveillance to detect non-compliance with such rules, we show that more detailed exchange trading rules and surveillance over time and across markets significantly reduce the number of cases, but increase the profits per case.