Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]
Yan K +6 more
europepmc +1 more source
Are CSR incidents truly bad news?
Abstract We revisit whether disclosures of negative Corporate Social Responsibility (CSR) incidents adversely affect firms' stock prices. While univariate tests reveal significant negative abnormal returns around incident announcements, the effect disappears once firm characteristics, industry, and time‐fixed effects are controlled for.
Chen Chen +2 more
wiley +1 more source
Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies. [PDF]
Subramoney SD, Chinhamu K, Chifurira R.
europepmc +1 more source
Cyberattacks on Small Banks and the Impact on Local Banking Markets
Abstract Cyberattacks on small banks have direct and spillover effects in local markets. Following successful cyberattacks, hacked small banks experience a decline in deposit growth rates. This effect of cyberattacks is not observed in hacked large banks.
FABIAN GOGOLIN +2 more
wiley +1 more source
Savings for resilience: Investigating saving instruments in Mali. [PDF]
Wahbi A +3 more
europepmc +1 more source
Abstract Dissonant approaches for measuring persisting symptoms after concussion (PSaC) make it difficult to predict who will experience prolonged symptoms. We sought to identify medical and sociodemographic characteristics associated with symptom burden and assess how such factors shape symptom evolution and PSaC classification after mild traumatic ...
S. D. Hicks +7 more
wiley +1 more source
Quantile granger causality between clean energy and tourism stock indices: Evidence from regional markets. [PDF]
Demirkale O, Duran NI.
europepmc +1 more source
Do robots boost productivity? A quantitative meta‐study
ABSTRACT This meta‐study analyzes the productivity effects of industrial robots. More than 1800 estimates from 85 primary studies are collected. The meta‐analytic evidence suggests that robotization has so far provided, at best, a small boost to productivity. There is strong evidence of publication bias in the positive direction.
Florian Schneider
wiley +1 more source
Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]
Sirpal P, Sikora WA, Refai HH.
europepmc +1 more source
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source

