Results 241 to 250 of about 955,547 (308)

Revisiting the excess volatility puzzle through the lens of the Chiarella model. [PDF]

PLoS One
Kurth JG, Majewski AA, Bouchaud JP.
europepmc   +1 more source

Human Brain Vasculature‐on‐a‐Chip Model Constructed With Microvessels Isolated From Cryopreserved Postmortem Human Brain Tissue

Advanced Healthcare Materials, EarlyView.
This manuscript describes the cultivation of viable microvessels from cryopreserved human brain tissue. When embedded in hydrogels and cultured in microfluidic devices, these microvessels exhibit complex architectures reminiscent of arterioles and capillaries, can be perfused, and display intact barrier function. Collectively, these results demonstrate
Brian J. O'Grady, A. Scott McCall, Samuel Cullison, Daniel Chavarria, Matthew S. Schrag, Ethan S. Lippmann   +5 more
wiley   +1 more source

Stock price dynamics prediction based on multi-scale fractals and deep learning. [PDF]

PLoS One
Du Y, Tian Y.
europepmc   +1 more source

Contextual quantum neural networks for stock price prediction. [PDF]

Sci Rep
Mourya S, Leipold H, Adhikari B.
europepmc   +1 more source

SSE forecasts based on market-sentiment dual anchoring. [PDF]

PLoS One
Yang L, Gan B, Niu X, Liu Q.
europepmc   +1 more source

TTTday window: Intra-week work stress in financial employees' cardiovascular biomarker trajectories. [PDF]

SSM Popul Health
Zhao Y, Li C, Wei J.
europepmc   +1 more source

Nursery stock prices /

, 1925
openaire   +2 more sources

Some of the next articles are maybe not open access.

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Stock-Price Manipulation

Review of Financial Studies, 1992
It is generally agreed that speculators can make profits from insider trading or from the release of false information. Both forms of stock-price manipulation have now been made illegal. In this article, the authors ask whether it is possible to make profits from a different kind of manipulation, in which an uninformed speculator simply buys and sells ...
Allen, Franklin, Gale, Douglas
openaire   +3 more sources

What moves stock prices? [PDF]

The Journal of Portfolio Management, 1989
This paper estimates the fraction of the variance in aggregate stock returns that can be attributed to various kinds of news. First, we consider macroeconomic news and show that it is difficult to explain more than one third of the return variance from this source. Second, to explore the possibility that the stock market responds to information that is
David M. Cutler, James M. Poterba, Lawrence H. Summers   +2 more
openaire   +1 more source