Results 101 to 110 of about 2,001,473 (304)
A pure variation of risk in private-value auctions [PDF]
We introduce a new method of varying risk that bidders face in first-price and second-price private value auctions. We find that decreasing bidders’ risk in first-price auction reduces the degree of overbidding relative to the risk-neutral Bayesian Nash ...
Kirchkamp, Oliver +2 more
core +1 more source
Skewness Risk and Bond Prices [PDF]
Journal of Applied Econometrics, 2016 SummaryThis paper uses extreme value theory to study the implications of skewness risk for nominal loan contracts in a production economy. Productivity and inflation innovations are drawn from generalized extreme value distributions. The model is solved using a third‐order perturbation and estimated by the simulated method of moments. Results show that
openaire +2 more sources
Peroxidasin enables melanoma immune escape by inhibiting natural killer cell cytotoxicity
Molecular Oncology, EarlyView.Peroxidasin (PXDN) is secreted by melanoma cells and binds the NK cell receptor NKG2D, thereby suppressing NK cell activation and cytotoxicity. PXDN depletion restores NKG2D signaling and enables effective NK cell–mediated melanoma killing. These findings identify PXDN as a previously unrecognized immune evasion factor and a potential target to improve
Hsu‐Min Sung +17 more
wiley +1 more source
The Comparative Statics of Equilibrium Derivative Prices [PDF]
We examine the conditions for preferences and risks that guarantee monotonicity of equilibrium derivative prices. In a Lucas economy with a derivative, we derive the equilibrium derivative price under expectation with respect to risk-neutral probability,
Masamitsu Ohnishi, Yusuke Osaki
core
Molecular Oncology, EarlyView.Single circulating tumor cells (sCTCs) from high‐grade serous ovarian cancer patients were enriched, imaged, and genomically profiled using WGA and NGS at different time points during treatment. sCTCs revealed enrichment of alterations in Chromosomes 2, 7, and 12 as well as persistent or emerging oncogenic CNAs, supporting sCTC identity.
Carolin Salmon +9 more
wiley +1 more source
ESG rating disagreements and stock price crash risk: can distraction, regional digital economy and corporate intelligence maturity play important roles? [PDF]
AJAR (Asian Journal of Accounting Research)Purpose – ESG issues are gaining increasing attention from investors, but the environmental, social and governance (ESG) rating disagreement caused by different standards of rating agencies misleads investors' investment decisions.
Yiyuan Li
doaj +1 more source
Tenders with Different Risk Preferences in Construction Industry [PDF]
Underlying the fact that different tenderers have different preferences on risk-taking, this study investigates the different tenderers' behaviors in one-shot construction bid auctions.
Fangcheng Tang +2 more
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Molecular Oncology, EarlyView.In this explorative study, the abundance of circular RNA molecules in bone marrow stem cells was found to be elevated in patients with high‐risk myelodysplastic neoplasms, and to be associated with an increased risk of progression to acute myeloid leukemia.
Eileen Wedge +17 more
wiley +1 more source
Risk Management for Equity Portfolios of Japanese Banks [PDF]
This paper verifies the impact of equity portfolio on bank management, underscoring the importance of managing the risks involved and suggesting "management of sensitivity to equity price risk" as a risk management technique that takes into account the ...
Ieda, Akira, Ohba, Toshikazu
core
Is jump risk priced? - What we can (and cannot) learn from option hedging errors : [This version: November 26, 2004] [PDF]
, 2004 When options are traded, one can use their prices and price changes to draw inference about the set of risk factors and their risk premia. We analyze tests for the existence and the sign of the market prices of jump risk that are based on option hedging ...
Branger, Nicole, Schlag, Christian
core