Results 61 to 70 of about 1,694,940 (299)
Information Content of an Open Limit-Order Book: Indian Evidence
American Business ReviewUsing the 5-year period (2014-18) limit-order book and trade book data from NSE, this paper investigates the contribution of an open limit-order book towards price discovery and market efficiency.
Mayank Gupta, Saurabh Kumar
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Intertemporal portfolio allocation and hedging demand: an application to South Africa
Journal of Business Economics and Management, 2014 This paper analyses the intertemporal hedging demand for stocks and bonds in South Africa, the United Kingdom and the United States. The analysis is done using an approximate solution method for the optimal consumption and wealth portfolio problem of an ...
Esti Van Wyk De Vries +2 more
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Value Return Predictability across Asset Classes and Commonalities in Risk Premia*
Review of Finance, 2020 We show that returns to value strategies in individual equities, industries, commodities, currencies, global government bonds, and global stock indexes are predictable in the time series by their respective value spreads.
Fahiz Baba Yara +2 more
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Advanced Materials, EarlyView.A soap‐film inspired strategy enables the fabrication of ultrathin yet robust GelMA‐PAAm membranes for breathing lung culture. The hydrogel membrane supports long‐term cyclic deformation under air‐liquid interface conditions, enabling physiologically relevant breathing motions of engineered lung tissue culture. ABSTRACT Breathing continuously stretches
Yunji Lee +9 more
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Predicting Global Stock Returns [PDF]
International Finance Discussion Papers, 2008 I test for stock return predictability in the largest and most comprehensive data set analyzed so far, using four common forecasting variables: the dividend- and earnings-price ratios, the short interest rate, and the term spread. The data contain over 20,000 monthly observations from 40 international markets, including 24 developed and 16 emerging ...
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Advanced Materials, EarlyView.An engineered Trojan Mycobacterium, developed via a “peeling‐off and masking‐up” strategy, functions as a powerful splenic myelopoiesis converter. This spleen‐targeted nanomedicine induces trained immunity to reprogram immunosuppressive myeloid reservoirs into antitumoral effectors.
Jin‐Ho Choi +5 more
wiley +1 more source
Revista Sociedade, Contabilidade e Gestão, 2016 The present work aims to verify the efficiency of market and financial indicators for predicting the Ibovespa’s stocks return. Sixteen factors of return (individual stocks characteristics) ex ante were tested, related to 5 families of different stocks ...
Henri Siro Evrard +1 more
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Return predictability and valuation ratios: sector-level evidence on the Johannesburg stock exchange
Cogent Economics & Finance, 2020 The efficient market hypothesis describes an efficient market as one in which investors cannot consistently predict stock returns because prices instantly reflect all the information flowing into the market.
Kudakwashe Joshua Chipunza +3 more
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Advanced Materials, EarlyView.Ceramic‐based V2O5/Fe3O4 hybrid films are shaped into butterfly‐proboscis‐inspired microscroll actuators. Magnetic triggering initiates unrolling, while geometry‐programmed elastic strain energy drives rapid recoil, enabling fast, reversible, durable, and load‐bearing actuation under near‐field magnetic stimulation.
Semi Kim +5 more
wiley +1 more source
Cryptocurrency Investing Examined
The Journal of The British Blockchain Association, 2019 In this work we examine the largest 100 cryptocurrency return series ranging from 2015 to early 2018. We concentrate our analysis on daily returns and find several interesting stylized facts.
Jim Liew +3 more
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