Results 81 to 90 of about 133,716 (312)

Evidence of return predictability on the Johannesburg Stock Exchange

, 2011
We investigate return predictability on the Johannesburg Stock Exchange (JSE) with a particular emphasis on (a) the incidence and nature of linear and nonlinear serial dependence underlying the return generation process and (b) the consistency of return ...
Kruger, Ryan
core  

Bayesian‐Optimized Dual‐Mode Luminescence‐Based Optical Thermometry Enabled by Negative Thermal Expansion in Lu2(MoO4)3:Yb–Er–Tm Phosphor

Advanced Optical Materials, EarlyView.
A Bayesian optimization framework identifies the ideal composition for Lu2(MoO4)3:Yb–Er–Tm phosphors with minimal experimental trials. By leveraging the host's negative thermal expansion, the material achieves remarkable thermal quenching compensation.
Reiko Furukawa, Takuya Hasegawa, Tong Fang, Saneyuki Ohno, Tomoyo Goto, Yasushi Sato, Ayahisa Okawa, Shu Yin   +7 more
wiley   +1 more source

Option Gamma and Stock Returns

SSRN Electronic Journal, 2022
Stocks with high net gamma exposure systematically underperform stocks with low net gamma exposure. This effect is distinct from other well-known return predictors, and survives many robustness checks. We show that stocks with low net gamma exposure negatively predict future realized volatility, and argue that investors command a risk premium to hold ...
openaire   +2 more sources

Stock return predictability and stationarity of dividend yield [PDF]

This paper first investigates the stationarity of dividend yield and then analyzes the predictive ability of the adjusted dividend yield which removes structural changes and high persistence characteristics. Empirical results have found that the dividend
Kuang-Liang Chang
core  

Celebrity endorsement and stock market return

, 2017
Purpose: Celebrity endorsement advertising receives increased attention in the relevant literature. Approaching from the abnormal stock market return perspective, the purpose of this paper is to investigate the potential risks and expected profit ...
Catherine Prentice, Lei Zhang, Zhang, Lei, Prentice, Catherine   +3 more
core   +1 more source

Data‐Driven Bulldozer Blade Control for Autonomous Terrain Leveling

Advanced Robotics Research, EarlyView.
A simulation‐driven framework for autonomous bulldozer leveling is presented, combining high‐fidelity terramechanics simulation with a neural‐network‐based reduced‐order model. Gradient‐based optimization enables efficient, low‐level blade control that balances leveling quality and operation time.
Harry Zhang, Ganesh Arivoli, Huzaifa Unjhawala, Luning Bakke, Radu Serban, Dan Negrut   +5 more
wiley   +1 more source

DAMPAK PENGUMUMAN STOCK SPLIT TERHADAP RETURN, VARIABILITAS TINGKAT KEUNTUNGAN DAN AKTIVITAS VOLUME PERDAGANGAN SAHAM (Studi Pada Perusahaan Manufaktur yang terdaftar di BEJ Tahun 1997-1999)

Wacana: Jurnal Sosial dan Humaniora, 2012
ABSTRAK   Penelitian ini dilakukan atas dasar terjadinya gelombang stock split yang melanda BEJ pada periode 1997-1999 menyusul terjadinya krisis moneter, ekonomi dan politik.
TIWI NURJANNATI UTAMI, Ghozali - Maski, H.M. Syafe’i - Idrus   +2 more
doaj  

PENGARUH ARUS KAS DAN LABA BERSIH TERHADAP TINGKAT PENGEMBALIAN SAHAM PADA PERUSAHAAN PENGHASIL BAHAN BAKU SUB SEKTOR PERKEBUNAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2009-2013

Jurnal Ilmu Keuangan dan Perbankan, 2017
This research was conducted to determine the influence of cash flow and net income to stock return on the agriculture companies listed at the Indonesia Stock Exchange in periode 2009-2013 either partially or simultaneously.
Panji Pramuditha, Mirza Fazlur Rahman
doaj   +1 more source

Understanding stock return predictability [PDF]

Over the period 1927:Q1 to 2005:Q4, the average CAPM-based idiosyncratic variance (IV) and stock market variance jointly forecast stock market returns.
Hui Guo, Robert Savickas
core  

Perivascular Matrix Densification Dysregulates Angiogenesis and Activates Pro‐Inflammatory Endothelial Cells

Advanced Science, EarlyView.
Perivascular matrix densification promotes the emergence of aberrant endothelial tip cells (ATECs) that invade and persist within fibrotic microenvironments. Using in vivo lineage tracing and a human microvessel model, this study shows that fibrous matrix cues destabilize VE‐cadherin–mediated junctions to gate TGF‐β signaling, inducing a pro ...
Jingyi Xia, William Y. Wang, Kyle A. Jacobs, Kairav Maniar, Daphne Lin, Evan H. Jarman, Daniel L. Matera, Kristen Loesel, Christopher D. Davidson, Harrison L. Hiraki, Xiaotian Tan, Eve H. Shikanov, Robert N. Kent, Carole Parent, Xudong Fan, Ariella Shikanov, Matthew L. Kutys, Brendon M. Baker   +17 more
wiley   +1 more source