Detecting Switching Strategies in Equity Hedge Funds [PDF]
Equity hedge funds are thought to effectively operate market timing by implementing switching strategies conditional on market circumstances. In this paper we use only the reported monthly returns on a set of funds to infer the type of switching ...
Anca Dimitriu, Carol Alexander
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The Fourth Credit Hour: How do we Teach in Biology Discussion Sections? [PDF]
CBE Life Sci EducMueller LO +6 more
europepmc +1 more source
Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria [PDF]
The conditions under which pension schemes merge is an important issue that has been under-researched. Mergers can affect the strength of the sponsor’s covenant and the balance of power between the trustees and the sponsor, as well as the scheme funding ...
Charles Sutcliffe
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Investigating Physiology-Behavior Associations for Youth During Parent-Child Conflict Discussions. [PDF]
Dev PsychobiolVanwoerden S +5 more
europepmc +1 more source
An Excursion into the Statistical Properties of Hedge Funds [PDF]
This paper provides an overview of the most important statistical properties of individual hedge fund returns. We find that the net-of-fees monthly returns of the average individual hedge fund exhibit significant degrees of negative skewness, excess ...
Harry. M Kat, Sa Lu
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Parental Validation and Invalidation in Parent-Adolescent Discussion of Worry and Pain. [PDF]
Can J PainGagnon MM, Brilz A, Cameron C, Baerg K.
europepmc +1 more source
Matching and the Estimated Impact of Inter-listing (updated July 2003) [PDF]
sing 1998 trade and quote data for securities listed on the Toronto Stock Exchange, this paper employs nonparametric estimation to measure the effect of being interlisted on a US exchange on: (i) the daily number of trades, trading volume, and dollar ...
Ryan J. Davies
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Real-Time Cardiac Biofeedback Intervention: Experiences of Patient and Public Involvement in a Randomized Controlled Trial. [PDF]
J Particip MedBobou M +5 more
europepmc +1 more source
Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices [PDF]
This paper investigates the determinants of the iTraxx CDS Europe indices, finding strong evidence that they are regime dependent. During volatile periods credit spreads become highly sensitive to stock volatility and more sensitive to this than to stock
Andreas Kaeck, Carol Alexander
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