Results 1 - 10
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1,554
The Determinants of Credit Spread Changes.
- Journal of Finance
, 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
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Cited by 422 (2 self)
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like Treasury bonds, and (2) low-grade bonds are more sensitive to stock returns. The implications of these studies may be limited in many situations of interest, however. For example, hedge funds often take highly levered positions in corporate bonds while hedging away interest rate risk by shorting
Hilbert R-tree: An Improved R-tree Using Fractals
- Proceedings 20th VLDB Conference
, 1994
"... We propose a new R-tree structure that outperforms all the older ones. The heart of the idea is to facilitate the deferred splitting approach in R-trees. This is done by proposing an ordering on the R-tree nodes. This ordering has to be 'good', in the sense that it should group 'simil ..."
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Cited by 223 (11 self)
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;similar ' data rectangles together, to minimize the area and perimeter of the resulting minimum bounding rectangles (MBRs). Following [19] we have chosen the so-called '2D-c ' method, which sorts rectangles according to the Hilbert value of the center of the rectangles. Given the ordering, every
CHARMS: A Simple Framework for Adaptive Simulation
- ACM Transactions on Graphics
, 2002
"... Finite element solvers are a basic component of simulation applications; they are common in computer graphics, engineering, and medical simulations. Although adaptive solvers can be of great value in reducing the often high computational cost of simulations they are not employed broadly. Indeed, bui ..."
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Cited by 146 (11 self)
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Finite element solvers are a basic component of simulation applications; they are common in computer graphics, engineering, and medical simulations. Although adaptive solvers can be of great value in reducing the often high computational cost of simulations they are not employed broadly. Indeed
The monetary value of saving a high-risk youth
- Journal of Quantitative Criminology
, 1998
"... Programs targeted at high-risk youth are designed to prevent high-school drop-out, crime, drug abuse, and other forms of delinquency. Even if shown to be successful in reducing one or more social ill, a key policy question is whether the cost to society from that intervention program exceeds its ben ..."
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Cited by 105 (0 self)
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.3-$1.5 million in external costs; a heavy drug user, $370,000 to $970,000; and a high-school dropout, $243,000 to $388,000. Eliminating duplication between crimes committed by individuals who are both heavy drug users and career crimi-nals results in an overall estimate of the "monetary value of saving a
Longer-term effects of Head Start
- American Economic Review
, 2002
"... Abstract Public early intervention programs like Head Start are often justified as investments in children. Yet nothing is known about the long-term effects of Head Start. This paper draws on unique data from the Panel Study of Income Dynamics to provide new evidence on the effects of Head Start on ..."
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Cited by 131 (5 self)
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, in 1998 it cost $5,021 to keep a child in a part-day Head Start program for 34 weeks a year. The two-year, part-day Perry Preschool intervention cost $12,884 per child (in 1999 dollars) The methodology used in this study follows Currie and Thomas II. Data The PSID began in 1968 with a survey of 4
Measurement driven deployment of a two-tier urban mesh access network
- in Proceedings of ACM MobiSys
, 2006
"... Multihop wireless mesh networks can provide Internet access over a wide area with minimal infrastructure expenditure. In this work, we present a measurement driven deployment strategy and a data-driven model to study the impact of design and topology decisions on network-wide performance and cost. W ..."
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Cited by 118 (11 self)
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Multihop wireless mesh networks can provide Internet access over a wide area with minimal infrastructure expenditure. In this work, we present a measurement driven deployment strategy and a data-driven model to study the impact of design and topology decisions on network-wide performance and cost
Genomics Data Curation Roles, Skills, and Perception of Data Quality
"... Abstract Compared to a decade ago, genomics scientists, driven by technical changes and availability of massive genomic data, are performing a wider plurality of curation roles 2 including those of end-users, curators, or dual-role users. Scientists with different curation roles (including that of ..."
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. The analysis of survey data collected from 147 genomics scientists found that curators of genomic data valued quality criteria that can be assessed through direct examination of the data more highly, while end-users placed a high value on the quality criteria that can be assessed indirectly
Indicators for Social and Economic Coping Capacity - Moving Toward a Working Definition of Adaptive Capacity”, Wesleyan-CMU Working Paper.
, 2001
"... Abstract This paper offers a practically motivated method for evaluating systems' abilities to handle external stress. The method is designed to assess the potential contributions of various adaptation options to improving systems' coping capacities by focusing attention directly on the u ..."
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Cited by 109 (14 self)
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of the options listed above would work as displayed in Differences in magnitude and distribution of cost across the population and over time would surely be critical in contemplating the potentially limiting role of resource availability (Determinant #2) for options A through C. If the threats appeared when
The carbon balance of tropical, temperate and boreal forests.
- Plant Cell and Environment,
, 1999
"... ABSTRACT Forest biomes are major reserves for terrestrial carbon, and major components of global primary productivity. The carbon balance of forests is determined by a number of component processes of carbon acquisition and carbon loss, and a small shift in the magnitude of these processes would ha ..."
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Cited by 102 (2 self)
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and winter precipitation Seasonal cycles of carbon uptake and loss The seasonal dynamics of each of the forest sites in are illustrated in Daytime uptake The tropical forest site showed the least seasonality in both daytime uptake (mean value 5·2 g C m -2 d -1 ) and night-time release (mean value 3·5 g C m
Dumb money: Mutual fund flows and the cross section of stock returns,
- Journal of Financial Economics,
, 2008
"... We thank Nicholas Barberis and Judith Chevalier for helpful comments. We thank Breno Schmidt for research assistance. ABSTRACT We use mutual fund flows as a measure for individual investor sentiment for different stocks, and find that high sentiment predicts low future returns. Fund flows are dumb ..."
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Cited by 103 (4 self)
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by investors over time. For example, the growth/value category was not widely used in 1980. Instead, we impose no categorical structure on the data and just follow the flows. Most strikingly, we are able to document that the fund flow effect is highly related to the value effect, a finding that could not have
Results 1 - 10
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1,554