Optimal Coding Schemes for the Three-Receiver AWGN Broadcast Channel with Receiver Message Side Information [PDF]
, 2015 This paper investigates the capacity region of the three-receiver AWGN broadcast channel where the receivers (i) have private-message requests and (ii) may know some of the messages requested by other receivers as side information.
Asadi, Behzad +2 more
core +1 more source
What is a real measure of corporate liquidity
International Journal of Management and Economics, 2021 The financial health hypothesis argues that the valuation multiple of book value of equity (earnings) increases (decreases) as financial health decreases.
Ertugrul Melik, Coskun Ali
doaj +1 more source
Penetrating the Deep Cover of Compton Thick Active Galactic Nuclei [PDF]
, 2006 We analyze observations obtained with the Chandra X-ray Observatory of bright Compton thick active galactic nuclei (AGNs), those with column densities in excess of 1.5 x 10^{24} cm^{-2} along the lines of sight.
Antonucci R. +20 more
core +3 more sources
The Mass Profile of the Milky Way to the Virial Radius from the Illustris Simulation [PDF]
, 2016 We use particle data from the Illustris simulation, combined with individual kinematic constraints on the mass of the Milky Way (MW) at specific distances from the Galactic center, to infer the radial distribution of the MW's dark matter halo mass.
Boylan-Kolchin, Michael +4 more
core +4 more sources
Does option trading affect idiosyncratic momentum?
Cogent Economics & Finance, 2020 Portfolios in idiosyncratic momentum are formed on past residuals of the Fama-French three factor model rather than past total returns. This study examines whether the idiosyncratic momentum strategy can sustain excess returns following the emergence of ...
Songchan Guo, Unyong Pyo
doaj +1 more source
The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios [PDF]
Journal of Economics Finance and Administrative Science, 2021 Purpose – Fama–French model (FFM) has been successful in helping to predict the financial markets, but investors have been interested in creating more sophisticated models to better predict the performance of the stock market.
Eduardo Saucedo, Jorge González
doaj +1 more source
Review of Economic Perspectives, 2019 This paper aims to focus weekly stock market prices from the CEECs (Lithuania, Hungary, Romania, Croatia, Slovenia, Poland, Bulgaria, the Slovak Republic, Latvia, Estonia, and the Czech Republic) markets for evidence of weak-form market efficiency.
Erdas Mehmet Levent
doaj +1 more source
Stock returns and liquidity after listing switch on the Warsaw Stock Exchange
Economics and Business Review, 2022 The aim of the article is to evaluate the market reaction to the change of listing venue of companies moving from the alternative market to the regulated market of the Warsaw Stock Exchange.
Podedworna-Tarnowska Dorota +1 more
doaj +1 more source
Predictability in securities price formation: differences between developed and emerging markets [PDF]
Journal of Capital Markets Studies, 2020 Purpose – This paper examines whether there are differences in the nature of the price discovery process across established versus emerging stock markets using a twenty-country sample.
Silvio John Camilleri +2 more
doaj +1 more source
A Foreground Masking Strategy for [CII] Intensity Mapping Experiments Using Galaxies Selected by Stellar Mass and Redshift [PDF]
, 2018 Intensity mapping provides a unique means to probe the epoch of reionization (EoR), when the neutral intergalactic medium was ionized by the energetic photons emitted from the first galaxies.
Bock, Jamie +13 more
core +4 more sources