Results 121 to 130 of about 22,159 (266)

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Putative trait‐based retention of oral‐derived microbes along the oral–gut axis in bamboo‐eating pandas

iMetaOmics, EarlyView.
Compared with the two herbivorous comparison species, pandas showed higher estimated oral‐source contributions and enrichment of microbial traits associated with facultative anaerobiosis, biofilm formation, and stress tolerance. These patterns are consistent with a model in which greater oral microbial input and putative host filtering may jointly ...
Lu Huang, Xiaoci Fan, Xinyue Tian, Yiying Wu, Yue Liu, Wei Wei, Honglin Wu, Lifeng Zhu   +7 more
wiley   +1 more source

Time‐Frequency Market‐State Learning for Execution‐Aware Directional Prediction: Evidence From the CSI 300 Index

International Studies of Economics, EarlyView.
ABSTRACT Financial markets can be viewed as multiscale information systems in which short‐lived disturbances, recurrent temporal patterns, liquidity conditions, and execution constraints jointly shape index price movements. This study develops an empirical‐wavelet‐and‐Fourier time‐frequency (EFT) feature block integrated with a ConvTransformer ...
Yi Chen, Ranzhe Jing, Qiang Li
wiley   +1 more source

Deniers and Compliers: Unpacking the Heterogeneous Effectiveness of U.S. Stay‐at‐Home Mandates During the COVID‐19 Pandemic

Journal of Applied Econometrics, EarlyView.
ABSTRACT While existing work shows COVID‐19 stay‐at‐home (SAH) policies decreased mobility on average, we lack evidence regarding heterogeneity in policy effectiveness across US counties. To uncover potential heterogeneity, we implement a novel two‐stage approach.
James Sears, Sofia B. Villas‐Boas, Molly Sears, Carly Trachtman, Linlin Fan, Andrew W. Stevens   +5 more
wiley   +1 more source

Economies of Scale to Consumption in Collective Households

Journal of Applied Econometrics, EarlyView.
ABSTRACT Browning et al. (2013) model collective‐household economies of scale in goods consumption by having each good be partly shared, instead of each good being public or private. We modify their model to achieve simple point identification and estimation of the economies of scale of consumption of each good, and we provide a new index of household ...
Hsin‐Yuan Hsieh, Arthur Lewbel, Krishna Pendakur   +2 more
wiley   +1 more source

COMPARISON OF CONFIDENCE INTERVALS FOR THE SURVIVAL FUNCTION IN THE PRESENCE OF RIGHT CENSORING COMPARACIÓN DE INTERVALOS DE CONFIANZA PARA LA FUNCIÓN DE SUPERVIVENCIA CON CENSURA A DERECHA

Revista Colombiana de Estadística, 2011
This work compares methods to find confidence interval for the survival function such as the resampling methods Bootstrap, applied to the Kaplan-Meier and Nelson-Aalen estimators.
Ramírez Javier
doaj  

Partial Identification of Population Average and Quantile Treatment Effects in Observational Data Under Sample Selection

Journal of Applied Econometrics, EarlyView.
ABSTRACT This article partially identifies population treatment effects in observational data under both non‐random treatment assignment and sample selection. Bounds are provided for both average and quantile population treatment effects, combining assumptions for the selected and the non‐selected subsamples.
Dimitris Christelis, Julián Messina
wiley   +1 more source

Comparación de intervalos de confianza para la función de supervivencia con censura a derecha Comparison of Confidence Intervals for the Survival Function in the Presence of Right Censoring

Revista Colombiana de Estadística, 2011
En este trabajo se comparan métodos para encontrar intervalos de confianza para la función de supervivencia, como los métodos de remuestreo Bootstrap aplicado a los estimadores de Kaplan-Meier y Nelson-Aalen.
JAVIER RAMÍREZ
doaj  

Differential Associations Between Relational Health and Mental Health Among Civilian and Military‐Affiliated Samples Reporting Moral Injury

Journal of Counseling &Development, EarlyView.
ABSTRACT The symptoms of anxiety and depression are commonly reported within military‐ and non‐military‐affiliated populations, with considerable evidence available to counselors regarding which relational characteristics function as protective factors among these populations.
A. Stephen Lenz, Jessica Holm, Christine D. Gonzales‐Wong   +2 more
wiley   +1 more source