نتایج جستجو برای: cross sectional relative price variability
تعداد نتایج: 1093565 فیلتر نتایج به سال:
BACKGROUND Atrial fibrillation (AF) is a common supraventricular arrhythmia. ECG-gated MDCT seems to be currently a method of choice for pre-ablation anatomical mapping due to an excellent resolution and truly isotropic three-dimensional nature. The aim of this study was to establish the between-subject variability and inter-observer reproducibility of anatomical evaluation of the pulmonary vei...
Partitioned cross-validation is proposed as a method for overcoming the large amounts of across sample variability to which ordinary cross-validation is subject. The price for cutting down on the sample noise is that a type of bias is introduced. A theory is presented for optimal trade-off of this variance and bias. Comparison with other bandwidth selection methods is given.
Abstract Since the finance industry is transforming into a data industry, measuring quantity of investors have about various assets important. Informed by structural model, we develop such cross-sectional measure. We show how our measure differs from price informativeness and use it to document new fact: large high-growth firms becoming increasingly abundant, relative other firms. Our model off...
BACKGROUND Longitudinal studies are considered preferable to cross-sectional studies for informing public health policy. However, when resources are limited, the trade-off between an accurate cross-section of the population and an understanding of the temporal variation should be optimized. When risk factors vary more across space at a fixed moment in time than at a fixed location across time, ...
Marketing scholars and practitioners frequently infer market responses from cross-sectional or pooled cross-section by time data. Such cases occur especially when historical data are either absent or are not representative of the current market situation. We argue that inferring market responses using cross-sections of multimarket data may in some cases be misleading because these data also ref...
This paper offers a market microstructure based model to explain the well-documented diversification discount. While explicitly assuming that stock price conveys valuable information to the management, our model shows that the value loss from diversification is a function of the stock price informativeness. If more investors are willing to follow and actively trade a certain stock, more informa...
A series of hypotheses is presented about the relation of national energy use to national economic activity (both time series and cross-sectional) which offer a different perspective from standard economics for the assessment of historical and current economic events. The analysis incorporates nearly 100 years of time series data and 3 years of cross-sectional data on 87 sectors of the United S...
This paper examines whether the overall market risk, along with risks re ecting uncertainty related to the long run dynamics of market cash ows (dividends) and discount rates (returns), price average returns on single-sorted portfolios in the Greek stock market. Our results suggest that a two-beta intertemporal capital asset pricing model explains half of the cross-sectional variation in averag...
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