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Industry Portfolio Volatility Connections and Industry Portfolio Returns

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington   +2 more
wiley   +1 more source

Dual use of combustible and heated tobacco products associates persistent symptoms with a history of COVID-19: a JASTIS 2023 cross‑sectional study. [PDF]

open access: yesSci Rep
Toyokura E   +12 more
europepmc   +1 more source

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