We report the controlled polymerization of methyl acrylate in the presence of elemental copper at room temperature in a nonpolar solvent. As in single electron transfer (SET) living radical polymerization with nonactivated Cu(0), uncontrolled polymerization is observed early in the reaction. In the absence of marked disproportionation of copper(I) in our system, we propose that copper(0) is oxidized to copper(I) while activating the initiator, which triggers uncontrolled polymerization. Copper(I) then reacts with the alkyl halide initiator to generate active species and copper(II), leading to the establishment of the equilibrium between copper(I) and (II). Delaying the addition of monomer until the initial equilibrium between copper(I) and (II) is established, or addition of a small amount of TEMPO, as radical scavenger for the initial uncontrolled propagating radical species, prevent the early loss of control in polymerization. The system provides high chain end fidelity, and the polymers generated can be chain extended with high efficiency. This system displays many similarities to ICAR, with the reaction between RBr and Cu playing the role of the radical initiator. Use of copper(0) also has the advantage that only a very small amount of catalyst is utilized to mediate polymerization, and the copper catalyst is easily removed by filtration.

The metal catalyzed polymerization of methyl methacrylate using Cu(0) as the catalyst source has been investigated in toluene. This work looks at polymerizations in a non-polar medium allowing control over the molecular weight and polydispersity with a 4-fold reduction in catalyst concentration versus conventional ATRP, while the use of an active ligand allows the reaction to proceed at room temperature. The use of an excess of PMDETA ligand allows for high conversions, and the addition of a small amount of CuBr(2) enhances living characteristics, enabling efficient chain extension.

The use of zerovalent copper and commercially available ligands enables the control of the polymerisation of styrene at 90 °C in toluene.

This paper documents a strengthening in the lead of stock index futures returns over stock index returns around macroeconomic information releases. Some evidence of a strengthening in feedback from the equities market to the futures market and weakening in the lead of the futures market around major stock‐specific information releases is also provided. This is consistent with the hypothesis that investors with better marketwide information prefer to trade in stock index futures while investors with stock‐specific information prefer to trade in underlying stocks. A small weakening in the contemporaneous relationship between stock index futures returns and stock index returns around both types of releases is also documented. This is consistent with disintegration in the relationship between the two markets associated with noise induced volatility. One by‐product of this study is new comparative evidence on the performance of adjustments for infrequent trading of index stocks based on a commonly used ARMA technique versus recalculation of the stock index using quote midpoints. The results suggest that the quote midpoint index performs at least as well as the ARMA adjusted index across the entire sample period, as well as around the different types of information releases. © 2000 John Wiley & Sons, Inc. Jrl Fut Mark 20:467–487, 2000

A highly efficient and straightforward synthetic method, leading to the formation of a luminescent hyperbranched polymer, is described. The simple polymer functionalization step takes advantage of the reactivity of relatively acidic alkyne C-H bonds with a basic [Au(NHC)(OH)] (NHC = N-heterocyclic carbene) synthon.

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This article examines the lead-lag relationship in returns on stock index futures and the underlying stock index for the Australian market between 1992 and 1997. On average across the sample period, futures returns lead index returns by twenty to twenty-five minutes and there is some evidence of feedback from the equities market to the futures market. Analysis conducted on a year-by-year basis suggests that the extent to which the futures market leads the equities market has decreased over time and the relationship between the two markets has generally strengthened. This is consistent with an increase in the level of integration between the markets. The results suggest that prior research that compares lead-lag relationships across international markets and time periods in drawing inferences on the effects of market structure needs to be interpreted with caution.

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