Results 111 to 120 of about 1,142,689 (305)
Short-term returns and the predictability of Finnish stock returns [PDF]
The predictability of Finnish stock returns is studied using the framework of Ferson and Harvey (1993). We use a conditional asset pricing model where risk premia and risk sensitivities are conditioned on a range of financial information variables.
Vaihekoski, Mika
core
Charting Endocrine Progenitors Across Species and Organs
Advanced Science, EarlyView.Endocrine progenitors give rise to the hormone‐producing cells of the pancreas and intestine. Using single‐cell multiomics and proteomics, this study compares these progenitors across species, systems, and organs, mapping the conserved and species‐specific gene regulatory networks that guide their formation.
Changying Jing +21 more
wiley +1 more source
Consumption, Wealth, Stock and Government Bond Returns: International Evidence [PDF]
In this paper, we show, from the consumer’s budget constraint, that the residuals of the trend relationship among consumption, aggregate wealth, and labour income should predict both stock returns and government bond yields.
António Afonso, Ricardo M. Sousa
core +2 more sources
On the out-of-sample predictability of stock market returns [PDF]
In this paper, we provide new evidence of the out-of-sample predictability of stock returns. In particular, we find that the consumption-wealth ratio in conjunction with a measure of aggregate stock market volatility exhibits substantial out-of-sample ...
Hui Guo
core
Advanced Science, EarlyView.Glaucoma, a major cause of blindness, involves retinal ganglion cell (RGC) degeneration. This study shows growth hormone‐releasing hormone receptor (GHRHR) deficiency preserves RGC survival and restores vision, unlike activation which only aids survival.
Yan Tong +24 more
wiley +1 more source
Financial recommendations on Reddit, stock returns and cumulative prospect theory. [PDF]
Digit Finance, 2023 Reichenbach F, Walther M.
europepmc +1 more source
What Drives Firm-Level Stock Returns? [PDF]
I use a vector autoregressive model (VAR) to decompose an individual firm's stock return into two components: changes in cash-flow expectations (i.e., cash-flow news) and changes in discount rates (i.e., expected-return news).
Tuomo Vuolteenaho
core
Advanced Science, EarlyView.ABSTRACT Current clinical approaches for knee cartilage repair are often limited by hypertrophy and fibrosis in the regenerated tissues. A decellularized tissue‐engineered hyaline cartilage graft (dLhCG), composed of a type II collagen‐based extracellular matrix, has been developed to overcome this limitation.
Zhen Zhang +16 more
wiley +1 more source
Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence [PDF]
This paper tests the relationship between above market returns and beta, size, leverage, book-to-market equity and earning-price ratios for the Bucharest Stock Exchange common stocks.
Tudor, Cristiana
core
Advanced Science, EarlyView.This study develops an MMP‐9‐responsive protein release system that transforms resident cells into drug depots through in situ genetic engineering. Anchored to the membrane, the therapeutic protein TIMP1 is selectively released upon MMP‐9 cleavage.
Yuan Zhang +11 more
wiley +1 more source