Results 291 to 300 of about 174,126 (369)

Dexamethasone is a regulator of clock genes in testicular peritubular cells

open access: yesAndrology, EarlyView.
Abstract Background We recently found that peritubular cells of the human testis are a dominant site of expression of the glucocorticoid receptor (GR; encoded by NR3C1). Activation of GR by dexamethasone (Dex) strongly influences the phenotype of cultured human testicular peritubular cells (HTPCs), causing massive changes of their proteome and ...
Harald Welter   +11 more
wiley   +1 more source

Stock price synchronicity, crash risk, and institutional investors

Journal of Corporate Finance, 2013
Abstract Both stock price synchronicity and crash risk are negatively related to the firm's ownership by dedicated institutional investors, which have strong incentive to monitor due to their large stake holdings and long investment horizons. In contrast, the relations become positive for transient institutional investors as they tend to trade rather
An, Heng, Zhang, Ting
exaly   +6 more sources

Stock price synchronicity and stock price crash risk

China Finance Review International, 2016
Purpose– The purpose of this paper is to empirically analyze the effects of stock price synchronicity and herding behavior of qualified foreign institutional investors (QFII) on stock price crash risk, especially the mediating effect of herding behavior of QFII on the relation of stock price synchronicity and stock price crash risk.Design/methodology ...
Yonghong Jin   +3 more
exaly   +3 more sources

Stock price synchronicity and stock liquidity: International evidence

Journal of Empirical Finance, 2023
Paul Brockman, T. Dang, Thu Phuong Pham
semanticscholar   +2 more sources

Stock price prediction based on stock price synchronicity and deep learning

International Journal of Financial Engineering, 2021
Deep learning technology has been widely used in the financial industry, primarily for improving financial time series prediction based on stock prices. To solve the problem of low fitting and poor accuracy in traditional stock price prediction models, this paper proposes a stock price prediction model based on stock price synchronicity and deep ...
Nan Jing, Qi Liu, Hefei Wang
openaire   +2 more sources

Media coverage and stock price synchronicity

International Review of Financial Analysis, 2020
Abstract This paper investigates the relation between the extent of media coverage and stock price synchronicity and whether this relation varies across different institutional infrastructures. We document three notable findings. First, media coverage is negatively associated with stock price synchronicity, suggesting that the media facilitates the ...
Dang, Tung Lam   +4 more
openaire   +3 more sources

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