Investor sentiment and stock market returns: A comparative analysis of mood, word, and trade
Abstract We examine and compare the return predictability of mood‐, word‐, and trade‐based sentiment measures across 18 international stock markets. Empirical results reveal that the trade‐based measure performs strongly across many settings; the word‐based measure contributes important complementary information, including in cases where the trade ...
Lan Xiang, Wenzhao Wang
wiley +1 more source
Machine learning prediction of outcome following pulsed-field atrial fibrillation ablation: patient selection and risk factors. [PDF]
Anselmino M +24 more
europepmc +1 more source
Interest Rate Pegs and the Reversal Puzzle: On the Role of Anticipation
Abstract We revisit the reversal puzzle: a counterintuitive contraction of inflation in response to an interest rate peg. We show that its occurrence is intimately related to the degree of agents' anticipation. If agents perfectly anticipate the peg, reversals occur depending on the duration of the peg.
RAFAEL GERKE +2 more
wiley +1 more source
Computer-assisted construction of <i>SU</i>(2)-invariant negative Einstein metrics. [PDF]
Wang QS.
europepmc +1 more source
Banking with Inside Money: An Efficiency Analysis
Abstract We show that banks do not decentralize the first best in a nominal Diamond–Dybvig economy with inside money. Furthermore, state‐contingent deposit contracts do not expand the consumption possibility set to include the first best either. Central banks can improve welfare but only for savers and only with unconventional monetary policy. Finally,
DAVID RIVERO +1 more
wiley +1 more source
A Multi-Disciplinary Approach to the Identification and Characterization of Areas of Potential Damage in the Building Materials of Ancient Monuments. [PDF]
Casula G, Fais S, Bianchi MG, Ligas P.
europepmc +1 more source
Countercyclical Return Expectations: Evidence from the Livingston Survey
Abstract This paper shows that forecasts from professional economists in the Livingston survey imply countercyclical variation in expected excess returns on U.S. stocks. These expectations are approximately rational and strongly positively correlated with expected excess returns from the log‐utility investor of Martin (2017), the habit model of ...
STIG V. MØLLER +3 more
wiley +1 more source
Clinical decisions in Orthodontics using x-ray-based images and artificial intelligence approaches: a scoping review. [PDF]
Oliveira PHJ +8 more
europepmc +1 more source
Twin Defaults and Bank Capital Requirements
ABSTRACT We examine optimal capital requirements in a quantitative general equilibrium model with banks exposed to nondiversifiable borrower default risk. Contrary to standard models of bank default risk, our framework captures the limited upside, but significant downside risk of loan portfolio returns.
CATERINA MENDICINO +4 more
wiley +1 more source
Atemporality from Conservation Laws of Physics in Lorentzian-Euclidean Black Holes. [PDF]
De Bianchi S, Capozziello S, Battista E.
europepmc +1 more source

