Results 201 to 210 of about 52,895 (269)

Skew Premiums Around Earnings Announcements

open access: yesFinancial Review, Volume 61, Issue 2, Page 533-554, May 2026.
ABSTRACT We examine skew premiums in equity options around earnings announcements. We use the realized returns to delta‐neutral risk reversal option spreads as a proxy for the skew premiums. We find skew premiums are economically significant around earnings announcements and are not explained by changes in variance risk premiums.
Thaddeus Neururer, George Papadakis
wiley   +1 more source

A goodness-of-fit test for geometric Brownian motion

open access: yesComputational Statistics & Data Analysis
Daniel Gaigall, Philipp Wübbolding
openaire   +1 more source

Monitoring panels of sparse functional data

open access: yesJournal of Time Series Analysis, Volume 47, Issue 3, Page 660-674, May 2026.
Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta   +2 more
wiley   +1 more source

Phylogenetic constraints, conservatism, and convergence shape three‐dimensional variation in flower morphology of a tropical orchid radiation

open access: yesThe Plant Journal, Volume 126, Issue 3, May 2026.
SUMMARY Despite advances in phylogenetic comparative methods, challenges remain to distinguish between various macroevolutionary patterns of phenotypic variation (e.g., conservatism, convergence) and to infer their underlying proximate (genetic, developmental) or ultimate (selective versus neutral) causes.
Silvia Artuso   +4 more
wiley   +1 more source

Strong well‐posedness for a stochastic fluid‐rigid body system via stochastic maximal regularity

open access: yesJournal of the London Mathematical Society, Volume 113, Issue 5, May 2026.
Abstract We develop a rigorous analytical framework for a coupled stochastic fluid‐rigid body system in R3$\mathbb {R}^3$. The model describes the motion of a rigid ball immersed in an incompressible Newtonian fluid subjected to both additive noise in the fluid and body equations and transport‐type noise in the fluid equation. We establish local strong
Felix Brandt, Arnab Roy
wiley   +1 more source

Self‐Affine Scaling of Earth's Islands

open access: yesGeophysical Research Letters, Volume 53, Issue 8, 28 April 2026.
Abstract Earth's relief is approximately self‐affine, meaning a zoom‐in on a small region looks statistically similar to a large region upon rescaling. Fractional Brownian surfaces give an idealized self‐affine model of Earth's relief with one parameter, the Hurst exponent H $H$, characterizing the roughness of the surface.
Matthew Oline   +4 more
wiley   +1 more source

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