Showing 1 - 6 of 6
Recent advances in statistical understanding have focused fisheries research attention on addressing the theoretical and statistical issues encountered in standardizing catch-rate data. Similarly, the present study evaluates the performance of boosted regression trees (BRT), the product of...
Persistent link: https://www.econbiz.de/10009439257
In this paper, we follow Jegadeesh and Titman's (1993, Journal of Finance) approach to examine 25 momentum/contrarian trading strategies using monthly stock returns in China for the period from 1994 to 2007. Our results suggest that there is no momentum profitability in any of the 25 strategies....
Persistent link: https://www.econbiz.de/10009483361
As industry moves towards many-core chips, networks-on-chip(NoCs) are emerging as the scalable fabric for interconnectingthe cores. With power now the first-order design constraint, earlystageestimation of NoC power has become crucially important.ORION [29] was amongst the first NoC power models...
Persistent link: https://www.econbiz.de/10009432822
Research on price promotions suggests that higher discounts often result in more favorable deal evaluations. However, consumers reactions do not always follow a consistently linear path when evaluating the deal. Price promotions offering too high or too low value may result in adverse deal...
Persistent link: https://www.econbiz.de/10009439269
The Hausman test is used in applied economic work as a test of misspecification. It is most commonly thought of (wrongly some would say) as a test of whether one or more explanatory variables in a regression model is endogenous. There are several versions of the test available with modern...
Persistent link: https://www.econbiz.de/10009439353
Consumption-based asset pricing models (CCAPMs) connect asset returns with consumption growth. The poor empirical performance of early consumption models has led to the development of a number of more sophisticated models. Nevertheless, most models focus on the US markets, and very few CCAPMs...
Persistent link: https://www.econbiz.de/10009448102