Results 91 to 100 of about 5,553,797 (302)
The diminishing liquidity premium [PDF]
, 2008 Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, we present evidence that both the sensitivity of returns to liquidity and liquidity premia have significantly declined over the past four decades to levels
Azi Ben-Rephael +5 more
core +1 more source
Funding Liquidity Risk, Bank-Specific Variables And Profitability Of Islamic Rural Banks
Iqtishaduna: Jurnal Ilmiah Ekonomi KitaThis research investigates the impact of funding liquidity risk and some bank-specific variables on the profitability of Islamic rural banks in Indonesia, for the case of Islamic rural banks located on Sumatera Island.
Nurain Jusuf, Agus Widarjono
doaj +1 more source
Pricing quanto options with market liquidity risk. [PDF]
PLoS One, 2023 Gao R, Bai Y.
europepmc +1 more source
Molecular Oncology, EarlyView.This study integrates publicly available transcriptomic datasets to identify molecular signatures associated with response to neoadjuvant chemoradiotherapy in locally advanced rectal cancer. By analyzing a combination of multiple cohorts with bioinformatics approaches, we reveal biological pathways and immune‐related features that may improve ...
Aleksandra Stanojevic +10 more
wiley +1 more source
Molecular Oncology, EarlyView.High‐risk bladder cancer is typically treated with Bacillus Calmette‐Guérin (BCG), but 30–40% of patients relapse. No FDA‐ or CE‐approved biomarkers currently predict or prognosticate BCG failure. We systematically reviewed the literature and identified 72 eligible studies, revealing several promising biomarkers associated with BCG treatment response ...
Rui Ribeiro‐Pereira +7 more
wiley +1 more source
Asset Market Liquidity Risk Management: A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios [PDF]
Asset market liquidity risk is a significant and perplexing subject and though the term market liquidity risk is used quite chronically in academic literature it lacks an unambiguous definition, let alone understanding of the proposed risk measures.
Al Janabi, Mazin A. M.
core
Intelligent Evaluation and Early Warning of Liquidity Risk of Commercial Banks Based on RNN. [PDF]
Comput Intell Neurosci, 2022 Yan W, Song Y.
europepmc +1 more source
Molecular Oncology, EarlyView.Incomplete microwave ablation (iMWA) of liver cancer triggers a biphasic progression in residual tumors. At Day 3, the microenvironment is characterized by acute inflammatory responses and extracellular matrix (ECM) remodeling. By Day 14, a profound shift occurs toward oncogenic signal transduction and immunosuppression, marked by macrophage ...
Yu Liu +9 more
wiley +1 more source
Models for Stress Testing Czech Banks' Liquidity Risk [PDF]
We provide a macro stress-testing model for banks' market and funding liquidity risks with a survival period of one and three months. The model takes into account the impact of both bank-specific and market-wide scenarios and considers both the first ...
Adam Gersl +2 more
core
Liquidity Risk and the Beta Premium
SSRN Electronic Journal, 2019 AbstractAs opposed to the “low beta low risk” convention, we show that low beta stocks are illiquid and exposed to high liquidity risk. After adjusting for liquidity risk, low beta stocks no longer outperform high beta stocks. Although investors who “bet against beta” earn a significant beta premium under the Fama–French three‐ or five‐factor models ...
Cynthia M. Gong, Di Luo, Huainan Zhao
openaire +3 more sources