Academic literature on the topic 'Elsevier Science (Firm)'

Traditional heat treatment methods are an integral part of the dairy industry. However, non-thermal methods ensure microbiological safety while preserving nutritional value of the dairy product, as well as improving its technological properties. The article reviews scientific and technical publications on ultraviolet (UV) treatment and its effect on the structure and properties of milk proteins and technological indicators of dairy products.
 The review includes English and Russian articles published in Scopus, Web of Science, Elsevier, ResearchGate, and Elibrary databases in 2004–2021.
 Most publications focus on maintaining the microbiological safety of milk and dairy products. Depending on the radiation dose, UV treatment was reported to cause denaturation and aggregation of milk proteins, followed by new cross-links. Conformational changes improve the functional properties of milk proteins, which makes them valuable food ingredients of film coatings and fermented milk products.
 Electromagnetic treatment polymerizes whey proteins. This property can be used to produce strong film coatings with low vapor permeability. In fermented milk production, UV radiation improves such technological properties of yogurt as viscosity and water-holding capacity. The effect of electromagnetic waves on animal proteins and dairy products remains an understudied area of advanced research.

Purpose Market efficiency suggests that price of the security must reflect its intrinsic value by impounding all the available and accessible information. Asset pricing in capital markets has been an exceptionally dynamic area of scholarly research and is considered as a barometer for assessing market efficiency. This phenomenon was very well explained by several market pricing models and theories over the last few decades. However, several anomalies, which cannot be explained by the traditional asset pricing models due to seasonal and psychological factors, were observed historically. The same has been studied by several researchers over the years and is well captured in the literature pertaining to market asset pricing. The purpose of this paper is to revisit the research studies related to a few asset pricing anomalies, collectively referred to as “calendar anomalies”, such as – day-of-the-week, turn-of-the-month, turn-of-the-year and the holiday effects. In this pursuit, a thorough survey of literature in this area, published over the last 80 years (from 1934 to 2016) across 24 prominent journals, has been made and presented in a comprehensive, structured and chronologically arranged major findings and learnings. This literature survey reveals that the existing literature do provide a great depth of understanding around these calendar anomalies often with reference to specific markets, the size of the firm and investor type. The paper also highlights a few aspects where the existing literature is silent or provides little support leaving a gap that needs to be addressed with further research in this area. Design/methodology/approach The goal of the study requires a comprehensive review of the past literature related to calendar anomalies. As a consequence, to identify papers which sufficiently represent the area of study, the authors examined the full text of articles within EBSCOHost, Elsevier-Science direct, Emerald insight and JSTOR databases with calendar anomalies related keywords for articles published since inception. Further, each article was classified based on the anomaly discussed and the factors used to sub-categorize the anomaly. Once all the identified fields were populated, we passed through another article by constantly updating the master list till all the 99 articles were populated. Findings It is also important to understand at this juncture that most of the papers surveyed discuss the persistence of the asset pricing anomalies with reference to the developed markets with a very few offering evidences from emerging markets. Thus leaving a huge scope for further research to study the persistence of asset pricing anomalies, the degree and direction of the effect on asset pricing among emerging markets such as India, Russia, Brazil vis-a-vis the developed markets. Further, regardless of the markets with reference to which the study is conducted, the research so far appears to have laid focus only on the overall market returns derived from aggregate market indices to explain the asset pricing anomalies. Thus leaving enough scope for further research to study and understand the persistence of these anomalies with reference to various strategic, thematic and sectoral indices in various markets (developed, emerging and underdeveloped countries) across different time periods. It will be also interesting to understand how, some or all of, these established asset pricing anomalies behave over a certain time period when markets move across the efficiency maturity model (from weak form to semi-strong to strong form of efficiency). Originality/value The main purpose of the study entails a detailed review of all the past literature pertinent to the calendar anomalies. In order to explore the prior literature that sufficiently captures the research area, various renowned databases were examined with keywords related to the calendar anomalies under scope of current study. Furthermore, based on the finalized articles, a comprehensive summary table was populated and provided in the Appendix which gives a snapshot of all the articles under the current assessment. This helps the readers of the article to directly relate the findings of each article with its background information.

Este trabalho reune estudos que abordam o tema simulação computacional na segurança contra incêndio, por meio de uma revisão sistemática de literatura. A pesquisa foi realizada nas bases de dados eletrônicas de textos completos, disponíveis no portal Periódicos CAPES: SciELO; ScienceDirect (Elsevier); Academic Search Premier – ASP (EBSCO); e Biblioteca Digital de Teses e Dissertações (BDTD). O período delimitado na busca de referências foi de 2015 a 2021 pela contemporaneidade do saber científico. Foram localizados 207 documentos, dentre os quais 31 foram mapeados, selecionados e serão discutidos neste estudo. Grande parte dos documentos selecionados são artigos científicos publicados em periódicos, sendo considerados os mais relevantes e com mais citações: Physica A - Statistical Mechanics and its Applications; Fire Safety Journal; e Safety Science. Nos estudos de simulação computacional de evacuação de pessoas, os modelos matemáticos microscópicos são os mais utilizados. Os softwares mais recomendados pela comunidade científica para simulações de evacuação em situação de incêndio são o PyroSim e o Pathfinder. As ferramentas computacionais elencadas podem auxiliar arquitetos e engenheiros na tomada de decisão, frente as diferentes situações e soluções projetuais, sendo um dos desafios recorrentes, tanto para normativas quanto para pesquisas, a determinação do tempo de evacuação de uma edificação em situação de incêndio. Palavras-chave: Evacuação, Rotas de fuga, Saídas de emergência.