Results 51 to 60 of about 443,600 (164)
We use differences between the attributes of stock issuers and repurchasers to forecast characteristic-related stock returns. For example, we show that large firms underperform following years when issuing firms are large relative to repurchasing firms ...
Samuel Hanson, Robin Greenwood
core
The least core, kernel, and bargaining sets of large games [PDF]
, 1996 We study the least core, the kernel, and bargaining sets of coalitional games with a countable set of players. We show that the least core of a continuous superadditive game with a countable set of players is a non-empty (norm-compact) subset of the ...
Monderer, Dov, Moreno, Diego, Einy, Ezra
core
Abrupt reduction of the critical temperature difference of a thermoacoustic engine by adding water
AIP Advances, 2015 The critical temperature difference (ΔTcri) that causes a thermoacoustic spontaneous oscillation is reduced by the presence of water in the working fluid of a thermoacoustic engine.
K. Tsuda, Y. Ueda
doaj +1 more source
Empirical Characteristic Function in Time Series Estimation
, 1999 Since the empirical characteristic function is the Fourier transformation of the emipirical distribution function, it retains all the information in the sample but can overcome difficulties arising from the likelihood.
Knight, John, Yu, Jun
core
Functional specialisation and working conditions in Europe
, 2023 Specialisation in value-chain functions is one of the new phenomena introduced by global value chains (GVCs). This report investigates the effects of functional specialisation on labour markets in fabrication and R&D activities as the two polar cases of ...
Leitner, Sandra M. +2 more
core
Pricing power derivatives: a two-factor jump-diffusion approach [PDF]
, 2003 We propose a two-factor jump-diffusion model with seasonality for the valuation of electricity future contracts. The model we propose is an extension of Schwartz and Smith (Management Science, 2000) and Lucia and Schwartz (Review of Derivatives Research,
Pablo Villaplana +2 more
core +1 more source
Influence of creativity on perceived stress in working and non-working students
, 2021 The study aim is to find out how working and non-working students have different experiences of stress and creativity. Therefore, participants are asked to fill out a questionnaire about demographic data, working specification, stress and creativity. The
Aleksandra Burzynska +6 more
core +1 more source
Mode Switching Research of Dual Redundant Electromechanical Servo System Driven by Differential
Jixie chuandong, 2022 In order to study the mode switching and fault reconfiguration of the 10 kW dual redundancy electromechanical servo system driven by differential when one channel fault occurs， through simulation analysis， the system parameters of transient response and ...
Ting Liu +4 more
doaj
, 1999 This paper estimates the stochastic volatility model using the empirical characteristic function method. This procedure has the same asymptotic efficiency as maximum likelihood, and is thus a desirable method to use when the likelihood function is ...
Satchell, Stephen, Knight, John, Yu, Jun
core
International characteristic-based asset pricing
, 2020 In this paper, we develop characteristic-based asset-pricing models for international stocks. We price stocks using passive portfolios created based on observable characteristics: market capitalization, book-to-market, prior-year return, growth of total ...
Jagannathan, Murali +2 more
core