Results 21 to 30 of about 89,053,417 (296)
Global Markets and Time-Based Competition
Symphonya, 2005 Time becomes the benchmark that defines a company’s strategic behaviour, extensively revamping the entire company by reinterpreting the time dimension in a different, extremely dynamic context.
Elisa Rancati
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Market Timing and Cap Rotation
Mathematical and Computer Modelling, 2007 We examine the predictability of stock index returns (S&P500, S&P400 and Russell 2000) using the short-term interest rate as a predictor variable. Contrary to recent advances in the literature, we do find that the short-term interest rate has predictive power but over the relative performance of stock index returns (that is, when one accounts for cross-
Dimitrios D. Thomakos +2 more
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Robust estimation of time-dependent precision matrix with application to the cryptocurrency market
Financial Innovation, 2022 Most financial signals show time dependency that, combined with noisy and extreme events, poses serious problems in the parameter estimations of statistical models.
Paola Stolfi +2 more
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The Odds of Profitable Market Timing [PDF]
Journal of Risk and Financial Management, 2021 This statistical study refines and updates Sharpe’s empirical paper (1975, Financial Analysts Journal) on switching between US common stocks and cash equivalents. According to the original conclusion, profitable market timing relies on a representative portfolio manager who can correctly forecast the next year at least 7 times out of 10.
Buzzacchi, Luigi, Ghezzi, Luca
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Temperature and work: Time allocated to work under varying climate and labor market conditions.
PLoS ONE, 2021 Workers in climate exposed industries such as agriculture, construction, and manufacturing face increased health risks of working on high temperature days and may make decisions to reduce work on high-heat days to mitigate this risk.
Matthew Neidell +6 more
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Beta dispersion and market timing [PDF]
Journal of Empirical Finance, 2017 This paper examines the dispersion of betas, which is the spread between highest and lowest betas on a market, and its application. The beta dispersion can be interpreted as risk measure for the likelihood of market crashes and therefore function as a predictor of following market downturns.
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Revista de Contabilidade e Organizações, 2015 This paper analyses the market reaction to earnings innovations under a high interest rate condition and different time-series assumptions for reported earnings.
Renê Coppe Pimentel, Iran Siqueira Lima
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The mathematics of market timing
PLOS ONE, 2018 Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling simplicity, I calculate the feasible set of market timing portfolios using index mutual fund data for perfectly timed (by ...
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CHIMIA, 2003 Simulation tools and models are becoming more and more important in the fields of process development and design, process parameter optimization or in the evaluation of process interaction and their dynamic simulation.
Rudolf Pfluger
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IEEE Access, 2021 In a smart grid, each residential unit with renewable energy sources can trade energy with others for profit. Buyers with insufficient energy meet their demand by buying the required energy from other houses with surplus energy. However, they will not be
Hien Thanh Doan, Jeongho Cho, Daehee Kim
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