Results 51 to 60 of about 137,575 (264)

The Impact of Investor Sentiment on the 'Leverage Effect'

open access: yesInternational Econometric Review, 2016
With the advent of the Internet and the availability of user search query data on a broader scale, since the early 2000s researchers have started using collective search query information instead of, or, in addition to, traditional investor sentiment proxies.
openaire   +3 more sources

Phosphoinositides and inositol phosphates as molecular glues

open access: yesFEBS Letters, EarlyView.
Inositol phosphates (IPs) and phosphoinositides (PIPs) regulate diverse eukaryotic processes. Beyond recruiting signaling proteins or acting as structural cofactors, recent studies suggest they mediate protein–protein interactions as natural molecular glues.
Aleshia Seaton‐Terry   +9 more
wiley   +1 more source

CD47 promotes mitogen‐activated protein kinase and epithelial‐to‐mesenchymal transition molecular programs to drive prometastatic phenotypes in non‐small cell lung cancer

open access: yesMolecular Oncology, EarlyView.
Beyond its role in immune evasion, this study identified that CD47 drives tumor‐intrinsic signaling in non‐small cell lung cancer (NSCLC). Transcriptomic profiling and functional studies revealed that CD47 regulates cell adhesion, migration, and metastasis through an ERK–EMT signaling axis.
Asa P.Y. Lau   +8 more
wiley   +1 more source

EGARCH: un modelo asimétrico para estimar la volatilidad de series financieras EGARCH: a model to estimate the asymmetric volatility of financial series

open access: yesRevista Ingenierías Universidad de Medellín, 2010
En la modelación de las volatilidades con cambios súbitos, es imperativo usar modelos que permitan describir y analizar el dinamismo de la volatilidad, ya que los inversionistas, entre otras cosas, pueden estar interesados en estimar la tasa de retorno y
Horacio Fernández Castaño
doaj  

Modeling the Volatility of Daily Listed Real Estate Returns during Economic Crises: Evidence from Generalized Autoregressive Conditional Heteroscedasticity Models

open access: yesBuildings
In this paper, we focus on the dynamic volatility behavior of the daily Swedish Real Estate Sector Index and analyze the existence and degree of a long-range dependence or asymmetric news effect since 2003.
Mo Zheng, Han-Suck Song, Jian Liang
doaj   +1 more source

Investigation of the An Empirical Analysis of Stock Market’s Fluctuations and Information Efficiency; A Case Study for Tehran Stock MarketDemand for Subsidized Food in Urban Areas of Iran, Using AIDS Model for Priority Subsidy Allocation (Text in Persian) [PDF]

open access: yesفصلنامه پژوهش‌های اقتصادی ایران, 2009
Stock markets are strong means of attracting savings and directing them to investors، but their rate of returns are subject to fluctuations much higher than other economic variables.
Saeed Rasekhy, Amir Khanalipour
doaj  

Interpreting the effects of DNA polymerase variants at the structural level

open access: yesMolecular Oncology, EarlyView.
Using MAVISp and molecular dynamics simulations, we analyzed over 60 000 missense variants in POLE and POLD1 from ClinVar, COSMIC, cBioPortal, and saturation mutagenesis. Identified mechanistic indicators, including stability, binding, and long‐range, enable structural interpretation, providing ACMG‐like evidence for possible reclassification of VUS ...
Matteo Arnaudi   +7 more
wiley   +1 more source

Metastasis on pause: How dormant tumor cells stay hidden within the tumor microenvironment and evade immune surveillance

open access: yesMolecular Oncology, EarlyView.
Dormant cancer cells can hide in distant organs for years, evading treatment and the immune system. This review highlights how signals from the surrounding tissue and immune environment keep these cells inactive or trigger their reawakening. Understanding these mechanisms may help develop therapies to eliminate or control dormant cells and prevent ...
Kanishka Tiwary   +1 more
wiley   +1 more source

Volatility Forecasting: Downside Risk, Jumps and Leverage Effect

open access: yesEconometrics, 2016
We provide empirical evidence of volatility forecasting in relation to asymmetries present in the dynamics of both return and volatility processes. Using recently-developed methodologies to detect jumps from high frequency price data, we estimate the ...
Francesco Audrino, Yujia Hu
doaj   +1 more source

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