Results 151 to 160 of about 200,864 (257)
On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source
Estimating Interaction Effects With Panel Data
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley +1 more source
Entropy-Based Evidence Functions for Testing Dilation Order via Cumulative Entropies. [PDF]
Alshehri MA.
europepmc +1 more source
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Two-Stroke Pumping Technique for Many-Body Systems. [PDF]
Galam S.
europepmc +1 more source
Abstract Background Cyclothymic‐Hypersensitive Temperament (CHT) is characterised by mood instability, interpersonal hypersensitivity, and emotional hyperreactivity, traits frequently observed in general population as well as clinical settings but often eluding strict diagnostic classifications.
Anna Pezzella +9 more
wiley +1 more source
COMMUNITY EXTRACTION OF NETWORK DATA UNDER STOCHASTIC BLOCK MODELS. [PDF]
Yuan Q, Liu B, Li D, Ma Y.
europepmc +1 more source

