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Earnings mean reversion and dynamic optimal capital structure
Quantitative finance (Print)We formulate a trade-off model that integrates mean reversion in earnings, encompassing dynamic financing decisions that entail both the initial leverage selection and the subsequent decision related to the financing of a growth option.
E. Agliardi +2 more
semanticscholar +1 more source
Investment Horizon to Investment Decision and Mean Reversion: Indonesian Perspective
Gadjah Mada International Journal of Business, 2008 This study has two research objectives: (1) to find evidence whether investment decisions (allocation of funds in each asset in a portfolio) of Indonesian investors in the short investment horizon diverge with their investment decisions in the long ...
Eddy Junarsin, Eduardus Tandelilin
doaj +1 more source
Eurusd Intraday Price Reversal
Folia Oeconomica Stetinensia, 2014 The study investigates the mean reversion in 1-minute EURUSD. Intraday patters in FX seem of particular interest as more and more trades in the FX market are automated high frequency trades (HFT).
Wiśniewska Marta
doaj +1 more source
The Study of Mean Reversion in Tehran Security Exchange Using Variance Ratio Test [PDF]
بررسیهای حسابداری و حسابرسی, 2009 Based on efficient market hypothesis the stock prices follow random walk process. In such market the stock return can not be predicted using past price variation.
Reza Tehrani +2 more
doaj
On-Line Portfolio Selection with Moving Average Reversion [PDF]
, 2012 On-line portfolio selection has attracted increasing interests in machine learning and AI communities recently. Empirical evidences show that stock's high and low prices are temporary and stock price relatives are likely to follow the mean reversion ...
Hoi, Steven C. H., Li, Bin
core +2 more sources
Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM
Journal of Risk and Financial Management, 2019 This paper analyzes the mean reversion property on the west African stock market (in French, Bourse Régionale des Valeurs Mobilières BRVM). For this purpose, we use two daily indices: (i) the composite index (BRVMC) and (ii) the index of the 10 most ...
Nathaniel Gbenro, R. Moussa
semanticscholar +1 more source
The newfound relationship between extrachromosomal DNAs and excised signal circles
FEBS Letters, EarlyView.Extrachromosomal DNAs (ecDNAs) contribute to the progression of many human cancers. In addition, circular DNA by‐products of V(D)J recombination, excised signal circles (ESCs), have roles in cancer progression but have largely been overlooked. In this Review, we explore the roles of ecDNAs and ESCs in cancer development, and highlight why these ...
Dylan Casey, Zeqian Gao, Joan Boyes
wiley +1 more source
Mean Reversion Pays, but Costs [PDF]
, 2011 A mean-reverting financial instrument is optimally traded by buying it when it is sufficiently below the estimated `mean level' and selling it when it is above. In the presence of linear transaction costs, a large amount of value is paid away crossing bid-offers unless one devises a `buffer' through which the price must move before a trade is done.
Martin, Richard, Schöneborn, Torsten
openaire +3 more sources
Reversion to the Mean, or Their Version of the Dream? Latino Voting in an Age of Populism
American Political Science ReviewIn 2020, support for Joe Biden among Latina/o/x voters was 8 percentage points lower than support for Hillary Clinton in 2016, the largest drop of any racial/ethnic group. While much media and academic attention has focused on understanding the impact of
Bernard L. Fraga, Y. Velez, E. A. West
semanticscholar +1 more source
Inhibition of CDK9 enhances AML cell death induced by combined venetoclax and azacitidine
Molecular Oncology, EarlyView.The CDK9 inhibitor AZD4573 downregulates c‐MYC and MCL‐1 to induce death of cytarabine (AraC)‐resistant AML cells. This enhances VEN + AZA‐induced cell death significantly more than any combination of two of the three drugs in AraC‐resistant AML cells.
Shuangshuang Wu +18 more
wiley +1 more source