نتایج جستجو برای: overreaction
تعداد نتایج: 358 فیلتر نتایج به سال:
Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding effect, and often leads to a fast movement of stock prices. During such market regimes, stock prices change at a super-exponential rate and are normally followed by a trend reversal that corrects the previous overreacti...
We propose a novel measure of the amount of arbitrage capital allocated to the momentum strategy to test whether arbitrageurs can have a destabilizing effect in the stock market. Our measure, which we dub comomentum, aims to capture the extent to which momentum trades by arbitrageurs become crowded. Specifically, we define comomentum as the high-frequency abnormal return correlation among stock...
On July 10, 2008, Marburg hemorrhagic fever was confirmed in a Dutch patient who had vacationed recently in Uganda. Exposure most likely occurred in the Python Cave (Maramagambo Forest), which harbors bat species that elsewhere in Africa have been found positive for Marburg virus. A multidisciplinary response team was convened to perform a structured risk assessment, perform risk classification...
microRNA-146a (miR-146a) has been previously implicated as an essential molecular brake, preventing immune overreaction and malignant transformation by attenuating NF-κB signaling, putatively via repression of the Traf6 and Irak1 genes. The exact contribution of miR-146a-mediated silencing of these genes to the control of immune activation is currently unknown. Therefore, we defined the role of...
Monocytes play an important role in immune defence, inflammation, and tissue remodelling. Nevertheless, the role of monocytes in cardiovascular disease is obscure. Indeed, monocytes infiltrate dysfunctional tissue and augment tissue damage and are actively involved in tissue regeneration and healing. In support of the latter, recent studies have provided data on the functional and structural pl...
Buffer Insertion Rings (BIR) are known to provide higher throughputs than other competing ring technologies. With the introduction of spatial reuse, MANs and LANs are at a greater advantage of maximizing bandwidth efficiency. Spatial reuse introduces the concept of congestion and Fairness Algorithms are needed to police the fair access of the low priority traffic on the ring. Two architectures ...
Using the system dynamics methodology, we model the minimum viable product (MVP) approach to product development and examine the impact of release frequency, planning practices and committed reengineering capacity on software development outcomes. We leverage the organizational learning, Lean Startup, and Agile methodology literature to form the underpinnings of the model and measure outcomes u...
The inflammatory response is a highly regulated physiological process that is critically important for homeostasis. A precise physiological control of inflammation allows a timely reaction to invading pathogens or to other insults without causing overreaction liable to damage the host. The cellular signaling pathways identified as important regulators of inflammation are the signal transduction...
Load-sensitive routing has been integrated into the Internet routing algorithms since the early days of ARPANET. However, drawbacks such as overreaction to changing network conditions and permanent oscillation effects finally caused the idea of load-adaptive routing to be dropped for some decades. In the last years we see once more a tremendous growth of interest in traffic engineering and in l...
We examine the impact of Twitter sentiment on returns four selected bond indices via selection relevant threshold variables, such as S&P 500 Index, VIX, and MSCI World Index. If overreaction or underreaction to significant changes in market occur regularly (De Bondt Thaler, 1985, 1987; Jegadeesh Titman, 1993), it is assumed that users respond with different intensities case rising, falling rath...
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