Results 31 to 40 of about 1,066 (102)

Beta Estimation Under Infrequent Trading: A Machine Learning Approach

International Review of Finance, Volume 26, Issue 3, September 2026.
ABSTRACT When shares are traded infrequently, beta estimates are often severely biased. We find that machine learning methods significantly improve forecasts of the conventional beta proxy in this infrequently traded market. They generate superior beta forecasts, statistically and economically outperforming the traditional model used by practitioners ...
Alejandro Maldonado Mendoza, Olena Onishchenko   +1 more
wiley   +1 more source

Investigating the Edinburgh Postnatal Depression Scale Cut‐Off Point and Predictors of Paternal Postnatal Depression in Fathers: A Cross‐Sectional Study

Nursing Open, Volume 13, Issue 8, August 2026.
ABSTRACT Aim To determine the optimal Edinburgh Postnatal Depression Scale cutoff and identifying risk factors and predictors of paternal postpartum depression. Design Cross‐sectional. Methods This study was conducted on 240 eligible fathers using a multi‐stage sampling method.
Zahra Jamshidi Khanimani, Mahboubeh Hajifoghaha, Ali Mohammad Keshtvarz Hesam Abadi, Arvin Hedayati, Zahra Yazdanpanahi   +4 more
wiley   +1 more source

Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows

Financial Review, Volume 61, Issue 3, Page 831-866, August 2026.
ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley   +1 more source

Consumption in Asset Returns

The Journal of Finance, Volume 81, Issue 4, Page 2271-2330, August 2026.
ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA, JIANTAO HUANG, CHRISTIAN JULLIARD   +2 more
wiley   +1 more source

The Debt‐Equity Spread

The Journal of Finance, Volume 81, Issue 4, Page 2005-2062, August 2026.
ABSTRACT We propose a measure of the valuation gap between debt and equity—debt‐equity spread (DES)—based on the difference between actual and equity‐implied credit spreads. DES predicts cross‐sectional stock and bond returns in opposite directions.
HUI CHEN, ZHIYAO CHEN, JUN LI
wiley   +1 more source

Identification of LncRNAs and Functional Analysis of ceRNA Related to Fatty Acid Synthesis during Flax Seed Development. [PDF]

Genes (Basel), 2023
Yang X, Liu C, Tang Q, Zhang T, Wang L, Han L, Zhang J, Pei X.   +7 more
europepmc   +1 more source

Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]

PLoS One
Huynh TT, Khoa BT.
europepmc   +1 more source

Mentalizing under stress and psychotic experiences: An experience sampling study. [PDF]

Psychol Psychother
Ozdemir E, MacBeth A, Griffiths H.
europepmc   +1 more source

Market framing bias and cross-sectional stock returns. [PDF]

PLoS One, 2023
Xie J, Zhang B, Gao B.
europepmc   +1 more source

Machine reading and recovery of colors for hemoglobin-related bioassays and bioimaging. [PDF]

Sci Adv
Park SM, Kwon S, Ji Y, Sakthivel H, Leem JW, Kwak Y, Huang J, Chiu GT, O'Brien AR, Konger RL, Wang Y, Kim YL.   +11 more
europepmc   +1 more source