Results 101 to 110 of about 78,643 (309)

Linkages among commodity futures prices in the recent financial crisis: An application of cointegration tests with a structural break

open access: yesCogent Economics & Finance, 2015
In this study, we investigate the existence of long-term co-movements among the prices of commodity futures contracts. We use a cointegration test, which accounts for the presence of a structural break.
Yoichi Tsuchiya
doaj   +1 more source

Design and analysis strategies for robust microbiome ageing research

open access: yesFEBS Letters, EarlyView.
The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik   +5 more
wiley   +1 more source

Online Search Activity and Market Reaction to Earnings Announcements

open access: yesInternational Journal of Financial Studies
This paper leverages Google Trends search volume data from 2004 to 2008 as a proxy for investor information demand. The analysis documents that greater search activity prior to earnings announcements is positively associated with future market reaction ...
Saurabh Ahluwalia
doaj   +1 more source

Reconstructing enzyme evolution by protein engineering

open access: yesFEBS Letters, EarlyView.
Natural enzyme evolution can be retraced by protein engineering methods such as directed evolution, rational design, and ancestral sequence reconstruction. These approaches reveal how enzymes emerged from ligand‐binding scaffolds, developed varying substrate preferences, formed oligomeric complexes, adapted to environmental changes, and evolved novel ...
Lukas Drexler   +2 more
wiley   +1 more source

Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks [PDF]

open access: yes
In this paper we explore how the composition of a market maker's portfolio and allocation of attention across securities in the portfolio affect pricing.
Piotr Korczak, Kate Phylaktis
core  

TRAIL‐PEG‐Apt‐PLGA nanosystem as an aptamer‐targeted drug delivery system potential for triple‐negative breast cancer therapy using in vivo mouse model

open access: yesMolecular Oncology, EarlyView.
Aptamers are used both therapeutically and as targeting agents in cancer treatment. We developed an aptamer‐targeted PLGA–TRAIL nanosystem that exhibited superior therapeutic efficacy in NOD/SCID breast cancer models. This nanosystem represents a novel biotechnological drug candidate for suppressing resistance development in breast cancer.
Gulen Melike Demirbolat   +8 more
wiley   +1 more source

CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS [PDF]

open access: yes
This paper analyzes the price discovery process of securities that trade at multiple markets with trading sessions that totally or partially overlap. Building on Hasbrouck (1995) information share approach, we introduce a methodology that distinguishes ...
Roberto Pascual   +2 more
core  

Time-varying spot and futures oil price dynamics [PDF]

open access: yes
We investigate the role of crude oil spot and futures prices in the process of price discovery by using a cost-of-carry model with an endogenous convenience yield and daily data over the period from January 1990 to December 2008. We provide evidence that
Guglielmo Caporale   +2 more
core   +4 more sources

Tumour–host interactions in Drosophila: mechanisms in the tumour micro‐ and macroenvironment

open access: yesMolecular Oncology, EarlyView.
This review examines how tumour–host crosstalk takes place at multiple levels of biological organisation, from local cell competition and immune crosstalk to organism‐wide metabolic and physiological collapse. Here, we integrate findings from Drosophila melanogaster studies that reveal conserved mechanisms through which tumours hijack host systems to ...
José Teles‐Reis, Tor Erik Rusten
wiley   +1 more source

Relative efficiency and price discovery in the two-tier Brussels stock exchange. [PDF]

open access: yes
Until the mid-90s, the more active among the Brussels-listed stocks were traded in parallel segments: "spot" (that is, with t + 3 settlement) and "forward" (with periodic settlement at the end of a two- or three-week period).
Bui, Thi Ngoc Tuan, Sercu, Piet
core  

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