Results 71 to 80 of about 174,126 (369)
Institutional Development and Stock Price Synchronicity: Evidence from China [PDF]
Abstract Better developed legal and political institutions result in greater availability of reliable firm-specific information. When stock prices reflect more firm-specific information there will be less stock price synchronicity. This paper traces the experience of China, an economy undergoing dramatic institutional change in the last 20 years with
Liang Song+4 more
openaire +4 more sources
Economic effects of IFRS adoption in Brazil: An empirical analysis of stock price synchronicity [PDF]
This study aims to identify the impact of IFRS adoption in stock price synchronicity of Brazilian capital market through its influence on how much and in which way firm-specific information is incorporated by stock prices. There are divergences in the
Lourenço, I.+4 more
core +1 more source
Stock price synchronicity and public firm-specificinformation
Abstract How stock price synchronicity mirrors firm-specific information has been a subject of much debate. We posit that price synchronicity can be low in either good or bad firm-specific information environments because stock prices incorporate both public and private information.
unknown ( host institution )+1 more
openaire +3 more sources
Abstract We use the Multiple Element Limitation (MEL) model to examine responses of 12 ecosystems to elevated carbon dioxide (CO2), warming, and 20% decreases or increases in precipitation. Ecosystems respond synergistically to elevated CO2, warming, and decreased precipitation combined because higher water‐use efficiency with elevated CO2 and higher ...
Edward B. Rastetter+14 more
wiley +1 more source
Can media exposure improve stock price efficiency in China and why?
The media in China has undergone extensive commercialization to become more market-driven over the last 35 years. Based on a sample of over two million newspaper articles, this study investigates whether the media in China has an incremental impact on ...
Jeong-Bon Kim, Zhongbo Yu, Hao Zhang
doaj +1 more source
Evolutionary Game Model of Stock Price Synchronicity from Investor Behavior
Institutional and individual investors are the two important players in the stock market. Together, they determine the price of the stock market. In this paper, an evolutionary game model that contains the two groups of players is proposed to analyze the
Yue Dong+3 more
doaj +1 more source
Meta-Stock: Task-Difficulty-Adaptive Meta-learning for Sub-new Stock Price Prediction [PDF]
Sub-new stock price prediction, forecasting the price trends of stocks listed less than one year, is crucial for effective quantitative trading. While deep learning methods have demonstrated effectiveness in predicting old stock prices, they require large training datasets unavailable for sub-new stocks.
arxiv
Glioblastoma multiforme is the most devastating and incurable brain tumor. To better study this disease, a 3D model is developed using a hyaluronic acid‐based hydrogel combined with a multicellular approach. This model recapitulates in vivo brain stiffness, cell‐extracellular matrix and cell‐cell interactions and the tumor's hijacking function with the
Mateo S. Andrade Mier+26 more
wiley +1 more source
Functional activity of peptide ion channels in tethered bilayer lipid membranes: Review
Abstract Ion transport across biomembranes plays a major role in living cells. This fundamental function is normally carried out by molecules with both a hydrophobic and a hydrophilic side (amphiphilic molecules), which aggregate within the membrane forming a hydrophilic pore (the ion channel) permitting the selective translocation of permeant ions ...
Rolando Guidelli, Lucia Becucci
wiley +1 more source
Hierarchical Structure in Financial Markets [PDF]
I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting from the matrix of correlation coefficient computed between all pairs of stocks of the portfolio by considering the ...
arxiv +1 more source