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44,140
The relationship between return and market value of common stocks
 Journal of Financial Economics
, 1981
"... This study examines the empirical relattonship between the return and the total market value of NYSE common stocks. It is found that smaller firms have had htgher risk adjusted returns, on average, than larger lirms. This ‘size effect ’ has been in existence for at least forty years and is evidence ..."
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Cited by 791 (0 self)
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that the capital asset pricing model is misspecttied. The size elfect is not linear in the market value; the main effect occurs for very small tirms while there is little difference m return between average sized and large firms. It IS not known whether size per se is responsible for the effect or whether size
A Singular Value Thresholding Algorithm for Matrix Completion
, 2008
"... This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and arises in many important applications as in the task of reco ..."
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Cited by 555 (22 self)
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of recovering a large matrix from a small subset of its entries (the famous Netflix problem). Offtheshelf algorithms such as interior point methods are not directly amenable to large problems of this kind with over a million unknown entries. This paper develops a simple firstorder and easy
Dynamo: amazon’s highly available keyvalue store
 IN PROC. SOSP
, 2007
"... Reliability at massive scale is one of the biggest challenges we face at Amazon.com, one of the largest ecommerce operations in the world; even the slightest outage has significant financial consequences and impacts customer trust. The Amazon.com platform, which provides services for many web sites ..."
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Cited by 684 (0 self)
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sites worldwide, is implemented on top of an infrastructure of tens of thousands of servers and network components located in many datacenters around the world. At this scale, small and large components fail continuously and the way persistent state is managed in the face of these failures drives
Illiquidity and stock returns: crosssection and timeseries effects,
 Journal of Financial Markets
, 2002
"... Abstract This paper shows that over time, expected market illiquidity positively affects ex ante stock excess return, suggesting that expected stock excess return partly represents an illiquidity premium. This complements the crosssectional positive returnilliquidity relationship. Also, stock ret ..."
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Cited by 864 (9 self)
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returns are negatively related over time to contemporaneous unexpected illiquidity. The illiquidity measure here is the average across stocks of the daily ratio of absolute stock return to dollar volume, which is easily obtained from daily stock data for long time series in most stock markets. Illiquidity
Centrality in social networks conceptual clarification
 Social Networks
, 1978
"... The intuitive background for measures of structural centrality in social networks is reviewed aPzd existing measures are evaluated in terms of their consistency with intuitions and their interpretability. Three distinct intuitive conceptions of centrality are uncovered and existing measures are refi ..."
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Cited by 1083 (2 self)
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are refined to embody these conceptions. Three measures are developed for each concept, one absolute and one relative measure of the ~entra~~t~ ~ of ~os~tio~ls in a network, and one relenting the degree of centralization of the entire network. The implications of these measures for the experimental study
Regression Shrinkage and Selection Via the Lasso
 JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B
, 1994
"... We propose a new method for estimation in linear models. The "lasso" minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactl ..."
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Cited by 4212 (49 self)
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We propose a new method for estimation in linear models. The "lasso" minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients
Implementing data cubes efficiently
 In SIGMOD
, 1996
"... Decision support applications involve complex queries on very large databases. Since response times should be small, query optimization is critical. Users typically view the data as multidimensional data cubes. Each cell of the data cube is a view consisting of an aggregation of interest, like total ..."
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Cited by 548 (1 self)
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Decision support applications involve complex queries on very large databases. Since response times should be small, query optimization is critical. Users typically view the data as multidimensional data cubes. Each cell of the data cube is a view consisting of an aggregation of interest, like
An algorithm for finding best matches in logarithmic expected time
 ACM Transactions on Mathematical Software
, 1977
"... An algorithm and data structure are presented for searching a file containing N records, each described by k real valued keys, for the m closest matches or nearest neighbors to a given query record. The computation required to organize the file is proportional to kNlogN. The expected number of recor ..."
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Cited by 764 (2 self)
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An algorithm and data structure are presented for searching a file containing N records, each described by k real valued keys, for the m closest matches or nearest neighbors to a given query record. The computation required to organize the file is proportional to kNlogN. The expected number
The scanning model for translation: An update
 J Cell Biol
, 1989
"... Abstract. The small (40S) subunit of eukaryotic ribosomes is believed to bind initially at the capped 5'end of messenger RNA and then migrate, stopping at the first AUG codon in a favorable context for initiating translation. The firstAUG rule is not absolute, but T HE scanning mechanism for ..."
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Cited by 496 (0 self)
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Abstract. The small (40S) subunit of eukaryotic ribosomes is believed to bind initially at the capped 5'end of messenger RNA and then migrate, stopping at the first AUG codon in a favorable context for initiating translation. The firstAUG rule is not absolute, but T HE scanning mechanism
Determinants of Economic Growth: A CrossCountry Empirical Study
, 1996
"... Empirical findings for a panel of around 100 countries from 1960 to 1990 strongly support the general notion of conditional convergence. For a given starting level of real per capita GDP, the growth rate is enhanced by higher initial schooling and life expectancy, lower fertility, lower government c ..."
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Cited by 892 (12 self)
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consumption, better maintenance of the rule of law, lower inflation, and improvements in the terms of trade. For given values of these and other variables, growth is negatively related to the initial level of real per capita GDP. Political freedom has only a weak effect on growth but there is some indication
Results 1  10
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44,140