Theory suggests that the risk of infrequent yet extreme events has a large impact on asset prices. Testing models of this hypothesis remains a challenge due to the difficulty of measuring tail risk fluctuations over time. I propose a new measure of time-varying tail risk that is motivated by asset pricing theory and is directly estimable from the cross section of returns. My procedure applies H...

objective: burden of diabetes is increasing worldwide. national statistics on prevalence of diabetes in afghanistan are insufficient. thus, this study identified the prevalence of diabetes and key risk factors in kabul, afghanistan. materials and methods: totally 1172 records were cleaned for analysis of whom 599 (51.1%) were females and 573 (48.9%) were males with a mean age of 38.6±12.2 years...

background and aims: students experience some degrees of mental disorders during their life. therefore, the present study was conducted to determine the prevalence and risk factors of mental disorders among the secondary school students in ilam, iran. methods: this is a cross sectional study, carried out among the secondary school students in ilam, iran. we assessed 841 students including 446 m...

conclusions the hav seroprevalence of 90.8% in the studied region may be representative of a highly endemic region of hav that does not require a vaccination program to be commissioned. results it was found that 455 out of 501 (90.8%) serum samples, including those of 211 (42.1%) men and 290 (57.9%) women, were positive for hav igg antibody. education level, age, marital status, and ethnicity w...

background and aims: pelvic organ prolapse (pop) is a common condition which affects on a large proportion of women. the objective of this study was to determine the risk factors of pop in iranian women. methods: this cross-sectional study was carried out to examine the role of demographic, anthropometric and clinical characteristics in pop disease in a sample of 365 females in ilam, iran. exam...

This paper establishes an econometric framework to construct a systematic risk factor from textual data, by linking a beta pricing model with a language model based on machine learning techniques. In this framework, the distributions of stock returns and words in associated documents are determined by a common underlying systematic risk factor (text-implied risk). The exposure to the text-impli...

Aims: Stress, anxiety, and depression are alarmingly common in the general population, can be extremely debilitating, and are a huge cost to public health services. Understanding risk factors associated with such conditions may therefore be useful in helping devise intervention strategies. Though much research has been conducted in the adult population, relatively few studies have investigated ...