Results 111 to 120 of about 15,148 (305)
Predicting bitcoin returns using high-dimensional technical indicators
Journal of Finance and Data Science, 2019 There has been much debate about whether returns on financial assets, such as stock returns or commodity returns, are predictable; however, few studies have investigated cryptocurrency return predictability.
Jing-Zhi Huang, William Huang, Jun Ni
doaj +1 more source
The Review of Financial Studies, 2017 Abstract We uncover new return predictability in the cross-section of delta-hedged equity options. Expected returns to writing delta-hedged calls are negatively correlated with stock price, profit margin, and firm profitability, but positively correlated with cash holding, cash flow variance, new shares issuance, total external financing,
CAO, Jie +3 more
openaire +2 more sources
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check [PDF]
This paper examines short-horizon return predictability of ten largest international securitized real estate markets, with special attention paid to exploring possible nonlinearity-in-mean as well as nonlinearity-in-variance predictability.
Tao Wang, Jian Yang, Juan Cabrera
core
Time varying stock return predictability: Evidence from US sectors
, 2013 This paper argues that dividend yield stock return predictability is time-varying. We conjecture that such time-variation is linked to the business cycle.
Mark Wohar +4 more
core +1 more source
Advanced Science, EarlyView.Interpretable machine learning reveals how composition and processing govern the formation and microstructural burden of Fe‐rich intermetallic compounds in recycled Al–Si–Fe–Mn alloys. By separating morphology selection from morphology‐conditioned burden partitioning, this framework shows that identical Fe contents can yield different intermetallic ...
Jaemin Wang +2 more
wiley +1 more source
On the out-of-sample predictability of stock market returns [PDF]
In this paper, we provide new evidence of the out-of-sample predictability of stock returns. In particular, we find that the consumption-wealth ratio in conjunction with a measure of aggregate stock market volatility exhibits substantial out-of-sample ...
Hui Guo
core
Advanced Science, EarlyView.Inspired by Nostoc, a crack‐based one‐dimensional microspheres array (COMA) sensor is developed, which stabilizes crack geometry under isotropic expansion, enabling a predictable, monotonic thermal response from which true strain can be accurately extracted. The COMA sensor exhibits high sensitivity at ultralow deformation (gauge factor up to 89) and a
Wanqing Xu +7 more
wiley +1 more source
The Term Structure of the Risk-Return Tradeoff [PDF]
Recent research in empirical finance has documented that expected excess returns on bonds and stocks, real interest rates, and risk shift over time in predictable ways. Furthermore, these shifts tend to persist over long periods of time. In this paper we
John Y. Campbell, Luis Viceira
core
Advanced Science, EarlyView.A conversion‐resolved constitutive framework is developed for the hydrogen‐based direct reduction of iron oxide pellets. Effective reaction and transport timescales are inferred directly from measured trajectories and mapped against operating conditions, pellet architecture, and composition. The analysis reveals how late‐stage transport control emerges
Anurag Bajpai +3 more
wiley +1 more source
Transposase‐Assisted Donor Tethering Boosts Large‐Fragment HDR in Plants
Advanced Science, EarlyView.A transposase‐assisted donor tethering strategy is developed to enhance homology‐directed repair in plants. By recruiting donor DNA to double‐strand breaks and synergizing with repair pathway reprogramming and transcription‐coupled donor design, this system markedly improves large‐fragment targeted insertion efficiency, providing a robust platform for ...
Sha Wei +8 more
wiley +1 more source