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Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics

by Brad M. Barber, John D. Lyon - Journal of Financial Economics , 1997
"... We analyze the empirical power and specification of test statistics in event studies designed to detect long-run (one- to five-year) abnormal stock returns. We document that test statistics based on abnormal returns calculated using a reference portfolio, such as a market index, are misspecified (em ..."
Abstract - Cited by 548 (9 self) - Add to MetaCart
We analyze the empirical power and specification of test statistics in event studies designed to detect long-run (one- to five-year) abnormal stock returns. We document that test statistics based on abnormal returns calculated using a reference portfolio, such as a market index, are misspecified

A new mathematical model for relative quantification in real-time RT-PCR. Nucleic Acids Res

by Michaelw. Pfaffl
"... Use of the real-time polymerase chain reaction (PCR) to amplify cDNA products reverse transcribed from mRNA is on the way to becoming a routine tool in molecular biology to study low abundance gene expression. Real-time PCR is easy to perform, provides the necessary accuracy and produces reliable as ..."
Abstract - Cited by 1088 (4 self) - Add to MetaCart
in comparison to a reference gene transcript. Therefore, a new mathematical model is presented. The relative expression ratio is calculated only from the real-time PCR efficiencies and the crossing point deviation of an unknown sample versus a control. This model needs no calibration curve. Control levels were

Analysis of relative gene expression data using real-time quantitative

by Kenneth J. Livak, Thomas D. Schmittgen - PCR and 2 ���CT method. Methods 25 , 2001
"... of the target gene relative to some reference group The two most commonly used methods to analyze data from real-time, quantitative PCR experiments are absolute quantifica-such as an untreated control or a sample at time zero tion and relative quantification. Absolute quantification deter- in a time ..."
Abstract - Cited by 2666 (6 self) - Add to MetaCart
of the target gene relative to some reference group The two most commonly used methods to analyze data from real-time, quantitative PCR experiments are absolute quantifica-such as an untreated control or a sample at time zero tion and relative quantification. Absolute quantification deter- in a

Normalization for cDNA microarray data: a robust composite method addressing single and multiple slide systematic variation

by Yee Hwa Yang, Sandrine Dudoit, Percy Luu, Vivian Peng , 2002
"... There are many sources of systematic variation in cDNA microarray experiments which affect the measured gene expression levels (e.g. differences in labeling efficiency between the two fluorescent dyes). The term normalization refers to the process of removing such variation. A constant adjustment is ..."
Abstract - Cited by 718 (9 self) - Add to MetaCart
There are many sources of systematic variation in cDNA microarray experiments which affect the measured gene expression levels (e.g. differences in labeling efficiency between the two fluorescent dyes). The term normalization refers to the process of removing such variation. A constant adjustment

VERY HIGH RESOLUTION INTERPOLATED CLIMATE SURFACES FOR GLOBAL LAND AREAS

by Robert J. Hijmans, Susan E. Cameron, Juan L. Parra, Peter G. Jones , Andy Jarvis , 2005
"... We developed interpolated climate surfaces for global land areas (excluding Antarctica) at a spatial resolution of 30 arc s (often referred to as 1-km spatial resolution). The climate elements considered were monthly precipitation and mean, minimum, and maximum temperature. Input data were gathered ..."
Abstract - Cited by 553 (8 self) - Add to MetaCart
We developed interpolated climate surfaces for global land areas (excluding Antarctica) at a spatial resolution of 30 arc s (often referred to as 1-km spatial resolution). The climate elements considered were monthly precipitation and mean, minimum, and maximum temperature. Input data were gathered

Loopy belief propagation for approximate inference: An empirical study. In:

by Kevin P Murphy , Yair Weiss , Michael I Jordan - Proceedings of Uncertainty in AI, , 1999
"... Abstract Recently, researchers have demonstrated that "loopy belief propagation" -the use of Pearl's polytree algorithm in a Bayesian network with loops -can perform well in the context of error-correcting codes. The most dramatic instance of this is the near Shannon-limit performanc ..."
Abstract - Cited by 676 (15 self) - Add to MetaCart
. Introduction The task of calculating posterior marginals on nodes in an arbitrary Bayesian network is known to be NP hard In this paper we investigate the approximation performance of "loopy belief propagation". This refers to using the well-known Pearl polytree algorithm [12] on a Bayesian network

Measuring the information content of stock trades

by Joel Hasbrouck - Journal of Finance , 1991
"... This paper suggests that the interactions of security trades and quote revisions be modeled as a vector autoregressive system. Within this framework, a trade's information effect may be meaningfully measured as the ultimate price impact of the trade innovation. Estimates for a sample of NYSE is ..."
Abstract - Cited by 469 (11 self) - Add to MetaCart
This paper suggests that the interactions of security trades and quote revisions be modeled as a vector autoregressive system. Within this framework, a trade's information effect may be meaningfully measured as the ultimate price impact of the trade innovation. Estimates for a sample of NYSE

Marchini J: A flexible and accurate genotype imputation method for the next generation of genome-wide association studies. PLoS Genet 2009

by Bryan N. Howie, Peter Donnelly, Jonathan Marchini
"... Genotype imputation methods are now being widely used in the analysis of genome-wide association studies. Most imputation analyses to date have used the HapMap as a reference dataset, but new reference panels (such as controls genotyped on multiple SNP chips and densely typed samples from the 1,000 ..."
Abstract - Cited by 449 (5 self) - Add to MetaCart
Genotype imputation methods are now being widely used in the analysis of genome-wide association studies. Most imputation analyses to date have used the HapMap as a reference dataset, but new reference panels (such as controls genotyped on multiple SNP chips and densely typed samples from the 1

Gibbs Sampling Methods for Stick-Breaking Priors

by Hemant Ishwaran, Lancelot F. James
"... ... In this paper we present two general types of Gibbs samplers that can be used to fit posteriors of Bayesian hierarchical models based on stick-breaking priors. The first type of Gibbs sampler, referred to as a Polya urn Gibbs sampler, is a generalized version of a widely used Gibbs sampling meth ..."
Abstract - Cited by 388 (19 self) - Add to MetaCart
... In this paper we present two general types of Gibbs samplers that can be used to fit posteriors of Bayesian hierarchical models based on stick-breaking priors. The first type of Gibbs sampler, referred to as a Polya urn Gibbs sampler, is a generalized version of a widely used Gibbs sampling

Microcalorimetric determination of glucose in reference samples of serum

by Robert N. Goldberg - Clin. Chem , 1976
"... I report a detailed series of microcalorimetric measure-ment of glucose concentrations in five reference samples of serum. The method utilized (a) calibration in the actual medium of analysis and (b) a correction for interferences owing to the nonspecificity of the enzyme hexokinase. The microcalori ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
I report a detailed series of microcalorimetric measure-ment of glucose concentrations in five reference samples of serum. The method utilized (a) calibration in the actual medium of analysis and (b) a correction for interferences owing to the nonspecificity of the enzyme hexokinase
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