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Results 1 - 10
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101,775
Common Risk Factors in the Returns On Stocks And Bonds
- Journal of Financial Economics
, 1993
"... This paper identities five common risk factors in the returns on stocks and bonds. There are three stock-market factors: an overall market factor and factors related to firm size and book-to-market equity. There are two bond-market factors. related to maturity and default risks. Stock returns have s ..."
Abstract
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Cited by 2237 (33 self)
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shared variation due to the stock-market factors, and they are linked to bond returns through shared variation in the bond-market factors. Except for low-grade corporates. the bond-market factors capture the common variation in bond returns. Most important. the five factors seem to explain average
Evaluating the use of exploratory factor analysis in psychological research
- PSYCHOLOGICAL METHODS
, 1999
"... Despite the widespread use of exploratory factor analysis in psychological research, researchers often make questionable decisions when conducting these analyses. This article reviews the major design and analytical decisions that must be made when conducting a factor analysis and notes that each of ..."
Abstract
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Cited by 524 (4 self)
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of these decisions has important consequences for the obtained results. Recommendations that have been made in the methodological literature are discussed. Analyses of 3 existing empirical data sets are used to illustrate how questionable decisions in conducting factor analyses can yield problematic results
Comparison of Multiobjective Evolutionary Algorithms: Empirical Results
, 2000
"... In this paper, we provide a systematic comparison of various evolutionary approaches to multiobjective optimization using six carefully chosen test functions. Each test function involves a particular feature that is known to cause difficulty in the evolutionary optimization process, mainly in conver ..."
Abstract
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Cited by 628 (41 self)
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, the experimental results indicate a hierarchy of the algorithms under consideration. Furthermore, the emerging effects are evidence that the suggested test functions provide sufficient complexity to compare multiobjective optimizers. Finally, elitism is shown to be an important factor for improving evolutionary
What Makes an Entrepreneur?
- JOURNAL OF LABOR ECONOMICS
, 1998
"... The factors that affect the supply of entrepreneurs are important but poorly understood. We study a sample of individuals who choose either to be employees or to run their own businesses. Four ..."
Abstract
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Cited by 627 (27 self)
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The factors that affect the supply of entrepreneurs are important but poorly understood. We study a sample of individuals who choose either to be employees or to run their own businesses. Four
Determinants of perceived ease of use Integrating Control, Intrinsic Motivation, and Emotion into the Technology Acceptance Model.
- Information Systems Research
, 2000
"... M uch previous research has established that perceived ease of use is an important factor influencing user acceptance and usage behavior of information technologies. However, very little research has been conducted to understand how that perception forms and changes over time. The current work pres ..."
Abstract
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Cited by 493 (2 self)
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M uch previous research has established that perceived ease of use is an important factor influencing user acceptance and usage behavior of information technologies. However, very little research has been conducted to understand how that perception forms and changes over time. The current work
An ecological perspective on health promotion programs
- Health Education Quarterly
, 1988
"... During the past 20 years there has been a dramatic increase in societal interest in preventing disability and death in the United States by changing individual behaviors linked to the risk of contracting chronic diseases. This renewed interest in health pro-motion and disease prevention has not been ..."
Abstract
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Cited by 499 (2 self)
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individual and social environmental factors as targets for health promo-tion interventions. It addresses the importance of interventions directed at changing interpersonal, organizational, community, and public policy, factors which support and maintain unhealthy behaviors. The model assumes that appropriate
Constructing Free Energy Approximations and Generalized Belief Propagation Algorithms
- IEEE Transactions on Information Theory
, 2005
"... Important inference problems in statistical physics, computer vision, error-correcting coding theory, and artificial intelligence can all be reformulated as the computation of marginal probabilities on factor graphs. The belief propagation (BP) algorithm is an efficient way to solve these problems t ..."
Abstract
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Cited by 585 (13 self)
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Important inference problems in statistical physics, computer vision, error-correcting coding theory, and artificial intelligence can all be reformulated as the computation of marginal probabilities on factor graphs. The belief propagation (BP) algorithm is an efficient way to solve these problems
Liquidity Risk and Expected Stock Returns
, 2002
"... This study investigates whether market-wide liquidity is a state variable important for asset pricing. We find that expected stock returns are related cross-sectionally to the sensitivities of returns to fluctuations in aggregate liquidity. Our monthly liquidity measure, an average of individual-sto ..."
Abstract
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Cited by 629 (6 self)
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This study investigates whether market-wide liquidity is a state variable important for asset pricing. We find that expected stock returns are related cross-sectionally to the sensitivities of returns to fluctuations in aggregate liquidity. Our monthly liquidity measure, an average of individual
Stochastic volatility: likelihood inference and comparison with ARCH models
- Review of Economic Studies
, 1998
"... In this paper, Markov chain Monte Carlo sampling methods are exploited to provide a unified, practical likelihood-based framework for the analysis of stochastic volatility models. A highly effective method is developed that samples all the unobserved volatilities at once using an approximating offse ..."
Abstract
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Cited by 592 (40 self)
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offset mixture model, followed by an importance reweighting procedure. This approach is compared with several alternative methods using real data. The paper also develops simulation-based methods for filtering, likelihood evaluation and model failure diagnostics. The issue of model choice using non
Summary cache: A scalable wide-area web cache sharing protocol
, 1998
"... The sharing of caches among Web proxies is an important technique to reduce Web traffic and alleviate network bottlenecks. Nevertheless it is not widely deployed due to the overhead of existing protocols. In this paper we propose a new protocol called "Summary Cache"; each proxy keeps a su ..."
Abstract
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Cited by 894 (3 self)
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The sharing of caches among Web proxies is an important technique to reduce Web traffic and alleviate network bottlenecks. Nevertheless it is not widely deployed due to the overhead of existing protocols. In this paper we propose a new protocol called "Summary Cache"; each proxy keeps a
Results 1 - 10
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101,775
