Results 41 to 50 of about 15,148 (305)

Predictability of bitcoin returns [PDF]

The European Journal of Finance, 2020
This paper comprehensively examines the performance of a host of popular variables to predict Bitcoin returns. We show that time-series momentum, economic policy uncertainty, and financial uncertainty outperform other predictors in all in-sample, out-of-sample, and asset allocation tests. Bitcoin returns have no exposure to common stock and bond market
Jeremy Eng-Tuck Cheah, Di Luo, Zhuang Zhang, Ming-Chien Sung   +3 more
openaire   +3 more sources

Left-Tail Risk and UK Stock Return Predictability: Underreaction, Overreaction, and Arbitrage Difficulties [PDF]

Recent studies challenge the standard model risk-return trade-off by showing inverse predictive power of firm-specific left-tail risk for future returns (i.e., left-tail momentum).
Khasawneh, Maher, Kambouroudis, Dimos, McMillan, David   +2 more
core   +1 more source

3D Printing Innovations in Polymeric Porous and Patterned Architecture

Advanced Functional Materials, EarlyView.
Polymeric foams occupy a unique structural space between dense solids and open networks, where engineered void fraction governs mechanical compliance, thermal resistance, and mass transport. Additive manufacturing now enables precise spatial control over cellular architecture, unlocking designer foam structures across applications spanning crash ...
Dhanush Patil, Sri Vaishnavi Thummalapalli, Clarissa Westover, Arunachalam Ramanathan, M. Taylor Sobzcak, Roumika Patil, Qixuan Xiang, Tiantian Li, Sui Yang, Timothy E. Long, Hongyue Sun, Xianqiao Wang, Yang Liu, Kenan Song   +13 more
wiley   +1 more source

Has COVID-19 changed the stock return-oil price predictability pattern?

Financial Innovation, 2021
In this paper, we examine if COVID-19 has impacted the relationship between oil prices and stock returns predictions using daily Japanese stock market data from 01/04/2020 to 03/17/2021.
Fan Zhang, Paresh Kumar Narayan, Neluka Devpura   +2 more
doaj   +1 more source

Efficient tests of stock return predictability☆ [PDF]

Journal of Financial Economics, 2002
Conventional tests of the predictability of stock returns could be invalid, that is reject the null too frequently, when the predictor variable is persistent and its innovations are highly correlated with returns. We develop a pretest to determine whether the conventional t-test leads to invalid inference and an efficient test of predictability that ...
Campbell, John Y, Yogo, Motohiro
openaire   +4 more sources

Backbone‐Controlled Ion‐Side Chain Accessibility in Conjugated Polymers for Organic Electrochemical Synaptic Transistors

Advanced Functional Materials, EarlyView.
Backbone modulation in glycolated conjugated polymers governs ion accessibility to side chains, strengthes anion adsorption, and suppresses back‐diffusion. As the number of thiophene units increases, structural reorganization, retention, and synaptic plasticity are enhanced, leading to improved neuromorphic performance in electrolyte‐gated organic ...
Junho Sung, Sein Chung, Byeongjun Jeon, Donghwa Lee, Myungjin An, Jiyeong Shin, Yoohyeon Jang, Donghoo Won, Changduk Yang, Bumjoon Seo, Eunho Lee   +10 more
wiley   +1 more source

Industry return predictability using health policy uncertainty

Financial Innovation
This paper examines how a change in health policy uncertainty affects US industry returns using monthly data from January 1985 to September 2020. We employ in-sample and out-of-sample analyses, and we find evidence that 25 out of 49 considered industries
Thach Pham, Deepa Bannigidadmath, Robert Powell   +2 more
doaj   +1 more source

Forecasting Stock Market Volatility: A Combination Approach

Discrete Dynamics in Nature and Society, 2020
We find that combining two important predictors, stock market implied volatility and oil volatility, can improve the predictability of stock return volatility.
Zhifeng Dai, Huiting Zhou, Xiaodi Dong, Jie Kang   +3 more
doaj   +1 more source

Lagged country returns and international stock return predictability during business cycle recession periods

, 2020
This study examines stock return predictability in business cycle fluctuations across 17 developed countries and 26 developing countries over the period from January 1970 to December 2019. We uncover that lagged U.S.
Li, Bin, Wen, Yi-Chieh
core   +1 more source

Application of Ibuprofen Sodium Dihydrate for Thermochemical Energy Storage

Advanced Functional Materials, EarlyView.
Ibuprofen sodium dihydrate is introduced as a durable organic salt hydrate for low‐temperature thermochemical energy storage, operating within 60°C–110°C with high energy density. At the material level, it delivers ∼99.9% cycling efficiency over 150 cycles without deliquescence, enabled by a dual energy‐storage mechanism coupling dehydration and phase ...
Kavin Chakravarthy Thangaraj, Hannah F. Chang, Shannon J. Lee, Mark E. Bowden, J. David Bazak, Vaithiyalingam Shutthanandan, Venkateshkumar Prabhakaran, Xiao Zhang, David M. Reed, Ajay S. Karakoti, Vijayakumar Murugesan   +10 more
wiley   +1 more source