Spectral Returns of Domesticity

Identifying common spectral and asymmetric features in stock returns

This paper proposes spectral and asymmetric-volatility based methods for cluster analysis of stock returns. Using the information about both the periodogram of the squared returns and the estimated parameters in the TARCH equation, we compute a distance matrix for the stock returns. Clusters are formed by looking to the hierarchical structure tree (or dendrogram) and the computed principal coor...

Constructions of Domesticity in Nineteenth-Century Spanish America

Expectations of Returns and Expected Returns

We analyze time series of investor expectations of future stock market returns from six data sources between 1963 and 2011. The six measures of expectations are highly positively correlated with each other, as well as with past stock returns and with the level of the stock market. However, investor expectations are strongly negatively correlated with model-based expected returns. The evidence i...

Marge Simpson, blue-haired housewife: defining domesticity on "The Simpsons".

Disease and domesticity on display: the Montreal Tuberculosis Exhibition, 1908.

This article explores ideas about tuberculosis in early 20th-century Montreal by looking at one particular event: The Montreal Tuberculosis Exhibition of 1908. An analysis of the layout and design of this exhibition reveals that objects were manipulated to convey specific messages. Domestic spaces were showcased as being particularly troublesome. The exhibition suggested that the home was a pot...