Results 31 to 40 of about 5,439,964 (250)

Asset Pricing with Downside Liquidity Risks [PDF]

Management Science, 2017
We develop a parsimonious liquidity-adjusted downside capital asset pricing model to investigate whether phenomena such as downward liquidity spirals and flights to liquidity impact expected asset returns. We find strong empirical support for the model.
Sean A. Anthonisz, Talis J. Putnins
openaire   +2 more sources

Analysing the significance of small conformational changes and low occupancy states in serial crystallographic data

FEBS Open Bio, EarlyView.
This protocol paper outlines methods to establish the success of a time‐resolved serial crystallographic experiment, by means of statistical analysis of timepoint data in reciprocal space and models in real space. We show how to amplify the signal from excited states to visualise structural changes in successful experiments.
Jake Hill, Yelyzaveta Pulnova, Elke De Zitter, Helen M. Ginn, Briony A. Yorke   +4 more
wiley   +1 more source

Reward-to-risk ratios in Turkish financial markets (Türkiye finans piyasalarında getiri-risk rasyoları) [PDF]

, 2013
This paper investigates how reward-to-risk ratios compare among various government debt security (GDS) indices and sector indices in the Istanbul Stock Exchange. Risk is measured by either standard deviation or nonparametric and parametric value at risk.
Atılgan, Yiğit, Demirtaş, K. Özgür
core   +1 more source

Asymmetric return dynamics and stock price crash risk: Evidence from a quantile regression analysis of an emerging market

Economic Journal of Emerging Markets
Purpose — Understanding extreme downside risk is particularly important in emerging equity markets, where higher market volatility, lower liquidity, and weaker information environments make stock prices more vulnerable to sudden, severe crashes.
Unbreen Arif, Bilal Ahmad, Fizza Rizvi, Sarah Azhar   +3 more
doaj   +1 more source

A new flow chip in combination with multiphoton microscopy as a protocol for longitudinal 3D imaging of tissue calcification under shear stress

FEBS Open Bio, EarlyView.
Miniaturized flow chip platform enabling continuous perfusion and longitudinal multiphoton 3D imaging of vascular smooth muscle cell constructs under physiological flow. Brightfield imaging guides region selection, while CellTracker Green and mRuby‐labeled fetuin‐A visualize cells and mineral deposition, respectively. Magnesium supplementation markedly
Vytautas Kučikas, Aaron D. Morgan, Ignas Čiurlionis, Christian Böhm, Stefan Jockenhövel, Willi Jahnen‐Dechent, Marc A. M. J. van Zandvoort   +6 more
wiley   +1 more source

Does downside beta matter in asset pricing? Evidence from the Egyptian Stock Exchange [PDF]

MSA-Management Sciences Journal
Sharpe’s (1964) beta was heavily criticized by scholars pinpointing many predicaments. Initially, the downside framework was introduced by Markowitz (1959) as an alternative to Sharpe’s beta.
Dalia El Mosallamy, Hadia Yasser
doaj   +1 more source

Investigating the Effect of Inclination Angle and the Influence of Scan Parameters on the Appearance and Thermal and Mechanical Properties of Filigree Tension Rods of LPBF‐Manufactured NiTi Shape‐Memory Alloys

Advanced Engineering Materials, EarlyView.
This article investigates the dependence of the properties on the manufacturing orientation in the form of the inclination angle to the build plate of LPBF‐fabricated NiTi rods with a diameter of 150–220 µm. Metallographic, chemical, thermal, and mechanical characterization show behavior under identical manufacturing conditions that ranges from ...
Sandra Herzig, Michael Werner, Christian Rotsch   +2 more
wiley   +1 more source

Meteorological disasters, downside risk of grain yield and mitigation effect of high-standard farmland construction policy in China

Climate Risk Management
The exploration of ways to reduce the downside risk of grain yield posed by meteorological disasters has become a primary task in China. This study employs a moment-based model to estimate the downside risks of maize, rice, and wheat yields.
Xue Gao, Shengze Qin
doaj   +1 more source

Eutectic Gallium‐Indium as a Potential Non‐Toxic Replacement in Mercury Intrusion Porosimetry

Advanced Materials Technologies, EarlyView.
A practical alternative to mercury intrusion porosimetry is presented using non‐oxidized eutectic gallium‐indium. An eGaIn Filling Station enables oxygen‐free preparation of standard penetrometers, and the resulting measurements faithfully reproduce pore‐size distributions and intrusion volumes measured with mercury across several standard reference ...
Denis Schuetz, Michael F. Noisternig, Manuel Brandstaetter, Valentin Seyfried, Norbert Reitinger, Bernhard Nell, Alexander Kasper, Riaz Ahmad, Martin Thomas   +8 more
wiley   +1 more source

When to Hedge Downside Risk?

Risks
Hedging downside risk before substantial price corrections is vital for risk management and long-only active equity manager performance. This study proposes a novel methodology for crafting timing signals to hedge sectors’ downside risk.
Christos I. Giannikos, Hany Guirguis, Andreas Kakolyris, Tin Shan (Michael) Suen   +3 more
doaj   +1 more source