Spurious regressions in financial economics?
… In the pure spurious regression case studied here, the observed regressor Z t is independent
of the true regressor Z ± ∗ , and u t + 1 is independent of ε t + 1 ∗ . The Stambaugh bias is …
of the true regressor Z ± ∗ , and u t + 1 is independent of ε t + 1 ∗ . The Stambaugh bias is …
Can growth options explain the trend in idiosyncratic risk?
While recent studies document increasing idiosyncratic volatility over the past four decades,
an explanation for this trend remains elusive. We establish a theoretical link between growth …
an explanation for this trend remains elusive. We establish a theoretical link between growth …
Measuring distress risk: The effect of R&D intensity
LA Franzen, KJ Rodgers, TT Simin - The Journal of Finance, 2007 - Wiley Online Library
Because of upward trends in research and development activity, accounting measures of
financial distress have become less accurate. We document that (1) higher research and …
financial distress have become less accurate. We document that (1) higher research and …
The alpha factor asset pricing model: A parable
… by the process r t =μ1+δ 0 +δ 1 ′Z t−1 +ε t , where μ is the … is a 2×100 matrix of coefficients,
and Z t−1 is the vector of demeaned … the T×100 matrix of unexpected returns, ε, where T is the …
and Z t−1 is the vector of demeaned … the T×100 matrix of unexpected returns, ε, where T is the …
Bringing leased assets onto the balance sheet
Pending changes in lease accounting standards will require firms to recognize obligations
that have historically been kept off-balance-sheet (OBS). We examine the implications of this …
that have historically been kept off-balance-sheet (OBS). We examine the implications of this …
Realtime multi-person 2d pose estimation using part affinity fields
… where ρt and φt are the CNNs for inference at Stage t. Fig. 4 shows the refinement of the
confidence maps and affinity … Specifically, the loss functions at both branches at stage t are: …
confidence maps and affinity … Specifically, the loss functions at both branches at stage t are: …
[HTML][HTML] The International Neuroblastoma Risk Group (INRG) classification system: an INRG task force report
…, T Iehara, D Machin, V Mosseri, T Simon… - Journal of clinical …, 2009 - ncbi.nlm.nih.gov
Purpose Because current approaches to risk classification and treatment stratification for
children with neuroblastoma (NB) vary greatly throughout the world, it is difficult to directly …
children with neuroblastoma (NB) vary greatly throughout the world, it is difficult to directly …
[HTML][HTML] Genetic determinants of response to clopidogrel and cardiovascular events
T Simon, C Verstuyft, M Mary-Krause… - New England journal …, 2009 - Mass Medical Soc
Background Pharmacogenetic determinants of the response of patients to clopidogrel
contribute to variability in the biologic antiplatelet activity of the drug. The effect of these …
contribute to variability in the biologic antiplatelet activity of the drug. The effect of these …
The development of intelligence in children.
A Binet, T Simon - 1961 - psycnet.apa.org
… world than the development of the Binet-Simon scales. In place of Spearman's zeal for …
realize the importance of the work of Binet and Simon, arranged for the translation of many of the …
realize the importance of the work of Binet and Simon, arranged for the translation of many of the …
[PDF][PDF] Is stock return predictability spurious
… The slope coefficient is β and the t-statistic is t. The method of Newey and West (1987) is used.
The abbreviations in the … We report the slope coefficients and their t-ratios. Eight of the 13 …
The abbreviations in the … We report the slope coefficients and their t-ratios. Eight of the 13 …