butylsulfanyl-acetic acid butyl ester | 66132-79-4

• 分子结构分类: 有机化合物 - 有机酸及其衍生物 - 羧酸及其衍生物
• 英文名称: butylsulfanyl-acetic acid butyl ester
• 英文别名: Butylmercapto-essigsaeure-butylester；S-Butyl-thioglykolsaeure-butylester；n-Butylmercaptoessigsaeure-n-butylester；Butyl 2-butylsulfanylacetate
• CAS: 66132-79-4
• 化学式: C₁₀H₂₀O₂S
• 分子量: 204.334
• InChiKey: WEBSQRBZCBTJGW-UHFFFAOYSA-N

物化性质

• 沸点：
  262.8±23.0 °C(Predicted)
• 密度：
  0.968±0.06 g/cm3(Predicted)

计算性质

• 辛醇/水分配系数(LogP)：
  3.3
• 重原子数：
  13
• 可旋转键数：
  9
• 环数：
  0.0
• sp3杂化的碳原子比例：
  0.9
• 拓扑面积：
  51.6
• 氢给体数：
  0
• 氢受体数：
  3

反应信息

• 作为产物：
  描述：

  (丁基硫代)乙酸 在 三氯化磷 作用下， 生成 butylsulfanyl-acetic acid butyl ester
  参考文献：
  名称：

  Is Information Risk a Determinant of Asset Returns?

  摘要：

  ABSTRACTWe investigate the role of information‐based trading in affecting asset returns. We show in a rational expectation example how private information affects equilibrium asset returns. Using a market microstructure model, we derive a measure of the probability of information‐based trading, and we estimate this measure using data for individual NYSE‐listed stocks for 1983 to 1998. We then incorporate our estimates into a Fama and French (1992) asset‐pricing framework. Our main result is that information does affect asset prices. A difference of 10 percentage points in the probability of information‐based trading between two stocks leads to a difference in their expected returns of 2.5 percent per year.

  DOI：

  10.1111/1540-6261.00493

文献信息

• Alkylation and aldol condensation reactions of 1,3-oxathiolanones
  作者：John M. McIntosh、Pratibha Mishra、Maqbool A. Siddiqui

  DOI：10.1021/jo00180a016

  日期：1984.3
• Gur'yanova,E.N. et al., Journal of general chemistry of the USSR, 1978, vol. 48, p. 95 - 99
  作者：Gur'yanova,E.N. et al.

  DOI：——

  日期：——
• MCINTOSH, J. M.;MISHRA, PRATIBHA;SIDDIQUI, MAQBOOL, A., J. ORG. CHEM., 1984, 49, N 6, 1036-1040
  作者：MCINTOSH, J. M.、MISHRA, PRATIBHA、SIDDIQUI, MAQBOOL, A.

  DOI：——

  日期：——
• Is Information Risk a Determinant of Asset Returns?
  作者：David Easley、Soeren Hvidkjaer、Maureen O'Hara

  DOI：10.1111/1540-6261.00493

  日期：2002.10

  ABSTRACTWe investigate the role of information‐based trading in affecting asset returns. We show in a rational expectation example how private information affects equilibrium asset returns. Using a market microstructure model, we derive a measure of the probability of information‐based trading, and we estimate this measure using data for individual NYSE‐listed stocks for 1983 to 1998. We then incorporate our estimates into a Fama and French (1992) asset‐pricing framework. Our main result is that information does affect asset prices. A difference of 10 percentage points in the probability of information‐based trading between two stocks leads to a difference in their expected returns of 2.5 percent per year.