نتایج جستجو برای: bid

تعداد نتایج: 8329  

Journal: :Proceedings of the National Academy of Sciences of the United States of America 2014
Brian Leibowitz Wei Qiu Monica E Buchanan Fangdong Zou Philip Vernon Mary P Moyer Xiao-Ming Yin Robert E Schoen Jian Yu Lin Zhang

Colorectal tumorigenesis is driven by genetic alterations in the adenomatous polyposis coli (APC) tumor suppressor pathway and effectively inhibited by nonsteroidal antiinflammatory drugs (NSAIDs). However, how NSAIDs prevent colorectal tumorigenesis has remained obscure. We found that the extrinsic apoptotic pathway and the BH3 interacting-domain death agonist (BID) are activated in adenomas f...

2012
Colin Boyd Dawson

The concept of relative bid privacy in auction is proposed, which does not conceal the bids, but conceals the link between them and the corresponding bidders. Relative bid privacy leads to two advantages: the bidding values can be very precise and any auction rule can be applied. A new mix network is designed and applied to implement relative bid privacy efficiently. Two rounds of shuffling are...

2003
Paul Pezanis Christou Abdolkarim Sadrieh Paul Pezanis-Christou

We report on a series of experiments that examine bidding behavior in first-price sealed bid auctions with symmetric and asymmetric bidders. To study the extent of strategic behavior, we use an experimental design that elicits bidders’ complete bid functions in each round (auction) of the experiment. In the aggregate, behavior is consistent with the basic equilibrium predictions for risk neutra...

Journal: :CoRR 2016
Weinan Zhang Kan Ren Jun Wang

This note is a complementary material for the solution of optimal real-time bidding function in paper [1], where the estimated cost is taken as the bid price, i.e., the upper bound of the true cost. Here we discuss a more general bid optimisation framework with various utility and cost functions. 1 Preliminaries Define the bidding function as b(r) which returns the bid price given the estimated...

2015
Daniel O. Cajueiro Benjamin M. Tabak

This paper presents evidence of long-range dependence in bid–ask prices for individual equity prices in the Brazilian stock market. Moreover, using the Hurst exponent calculated by the Local Whittle method as a measure of long-range dependence, we find evidence supporting that bid–ask prices shows a stronger long-range dependence than the one usually found in closing and opening prices. Finally...

Journal: :Cell 1998
Honglin Li Hong Zhu Chi-jie Xu Junying Yuan

We report here that BID, a BH3 domain-containing proapoptotic Bcl2 family member, is a specific proximal substrate of Casp8 in the Fas apoptotic signaling pathway. While full-length BID is localized in cytosol, truncated BID (tBID) translocates to mitochondria and thus transduces apoptotic signals from cytoplasmic membrane to mitochondria. tBID induces first the clustering of mitochondria aroun...

2008
Agnieszka Wolk Martin Spann

We examine the effect of reference prices on consumer bidding behavior in interactive pricing mechanisms used in online retailing, e.g., auctions and name-your-own-price. We find significant influences of different reference price concepts on bid values. However, after controlling for internal and external reference prices, sellers only have a moderate ability to affect bid values via the provi...

2008
James R. Wolf Hal R. Arkes Waleed A. Muhanna

The duration of ownership has been shown to increase the valuation of items a person currently owns as well as items they have owned in the past, a phenomenon termed the “length-of-ownership effect.” We hypothesize that the duration of exposure to an item will foster increased pre-factual attachment to an item and increased valuations in a manner similar to duration of actual ownership. We exam...

2005
MICHAEL S. HAIGH M. S. Haigh

This paper addresses several questions surrounding volatility forecasting and its use in the estimation of optimal hedging ratios. Specifically: Are there economic gains by nesting time-series econometric models (GARCH) and dynamic programming models (therefore forecasting volatility several periods out) in the estimation of hedging ratios whilst accounting for volatility in the futures bid–ask...

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