Results 261 to 270 of about 91,148 (312)
Animal Research and One Health, EarlyView.Gastrointestinal nematode infections damage the gastrointestinal epithelial tissues of ruminants, affecting nutrient utilization and overall production performance. This review outlines host‐gastrointestinal nematode interactions and discusses integrated control strategies, including nutritional supplementation, grazing management, vaccines, and ...
Wenxun Chen +5 more
wiley +1 more source
Archaeological Prospection, EarlyView.ABSTRACT Burial mounds are key elements of Mediterranean funerary landscapes, but in intensively cultivated coastal plains their low‐relief expression is easily obscured by ploughing, levelling and rapidly changing surface conditions, making single‐date observations unreliable.
Salvatore Polverino +2 more
wiley +1 more source
Arthroscopy, Sports Medicine, and Rehabilitation, EarlyView.Purpose To characterize the epidemiology of upper extremity injuries among elite college baseball players in 1 league over 5 seasons. Methods Deidentified arm injury reports were recorded from the 2018, 2019, 2021, 2022, and 2023 Cape Cod Baseball League (CCBL) seasons.
David F. Painter +6 more
wiley +1 more source
Double-Edged Sword of Global Financial Crisis and COVID-19 Pandemic on Crude Oil Stock Returns
, 2020 Adenomon MO, Emenogu NG.
europepmc +1 more source
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SSRN Electronic Journal, 2022
PurposeThe authors explore how the sentiment expressed by emojis in comments on stocks is associated with the stocks' subsequent returns.Design/methodology/approachBy applying our own analyzer, the authors find a sentiment effect of emojis on stocks returns separately to the plain text-expressed sentiment in Reddit posts about meme stocks such as ...
Felix Reschke, Jan-Oliver Strych
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PurposeThe authors explore how the sentiment expressed by emojis in comments on stocks is associated with the stocks' subsequent returns.Design/methodology/approachBy applying our own analyzer, the authors find a sentiment effect of emojis on stocks returns separately to the plain text-expressed sentiment in Reddit posts about meme stocks such as ...
Felix Reschke, Jan-Oliver Strych
openaire +2 more sources
Nonstationarities in Stock Returns [PDF]
Review of Economics and Statistics, 2005 The paper outlines a methodology for analyzing daily stock returns that relinquishes the assumption of global stationarity. Giving up this common working hypothesis reflects our belief that fundamental features of the financial markets are continuously and significantly changing.
Cătălin Stărică +1 more
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SSRN Electronic Journal, 2003
Abstract This paper studies whether incorporating business cycle predictors benefits a real time optimizing investor who must allocate funds across 3,123 NYSE-AMEX stocks and cash. Realized returns are positive when adjusted by the Fama-French and momentum factors as well as by the size, book-to-market, and past return characteristics.
D AVRAMOV, T CHORDIA
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Abstract This paper studies whether incorporating business cycle predictors benefits a real time optimizing investor who must allocate funds across 3,123 NYSE-AMEX stocks and cash. Realized returns are positive when adjusted by the Fama-French and momentum factors as well as by the size, book-to-market, and past return characteristics.
D AVRAMOV, T CHORDIA
openaire +1 more source
Applied Financial Economics, 2009
In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects.
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In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects.
openaire +2 more sources
Are Indian stock returns predictable? [PDF]
Journal of Banking & Finance, 2015 In this paper we show that Indian stock returns, based on industry portfolios, portfolios sorted on book-to-market, and on size, are predictable. While we discover that this predictability holds both in in-sample and out-of-sample tests, predictability is not homogenous.
Deepa, Paresh K Narayan
openaire +1 more source