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Expected stock returns and volatility

by Kenneth R. French, G. William Schwert, Robert F. Stambaugh - Journal of Financial Economics , 1987
"... This paper examines the relation between stock returns and stock market volatility. We find evidence that the expected market risk premium (the expected return on a stock portfolio minus the Treasury bill yield) is positively related to the predictable volatility of stock returns. There is also evid ..."
Abstract - Cited by 716 (10 self) - Add to MetaCart
evidence that unexpected stock market returns are negatively related to the unexpected change in the volatility of stock returns. This negative relation provides indirect evidence of a positive relation between expected risk premiums and volatility. 1.

ALLIANCE: An Architecture for Fault Tolerant Multi-Robot Cooperation

by Lynne E. Parker - IEEE Transactions on Robotics and Automation , 1998
"... ALLIANCE is a software architecture that fa- cilitates the fault tolerant cooperative control of teams of heterogeneous mobile robots performing missions composed of loosely coupled subtasks that may have ordering dependencies. ALLIANCE allows teams of robots, each of which possesses a variety of hi ..."
Abstract - Cited by 508 (13 self) - Add to MetaCart
architecture allows the robot team members to respond robustly, reliably, flexibly, and coherently to unexpected environmental changes and modifications in the robot team that may occur due to mechanical failure, the learning of new skills, or the addition or removal of robots from the team by human

On kinetic waves: II) A theory of traffic Flow on long crowded roads

by M. J. Lighthill, G. B. Whitham - Proc. Royal Society A229 , 1955
"... This paper uses the method of kinematic waves, developed in part I, but may be read independently. A functional relationship between flow and concentration for traffic on crowded arterial roads has been postulated for some time, and has experimental backing (? 2). From this a theory of the propagati ..."
Abstract - Cited by 496 (2 self) - Add to MetaCart
of the propagation of changes in traffic distribution along these roads may be deduced (??2, 3). The theory is applied (?4) to the problem of estimating how a 'hump', or region of increased concentration, will move along a crowded main road. It is suggested that it will move slightly slower than the mean

Outside directors and CEO turnover

by Michael !i. Weisbach, Jim Dana, Franklin M. Fisher, Paul Healy, Cliff Holdemess, Bob Kaplan, Mervyn King, Kevin J. Murphy, Rick Ruback, Ross Watts, Kr. Y Weisbach, Especially Ben Hermahn - Journal of Financial Economics , 1988
"... ‘this paper examines the relation between the monitoring of CEOs by inside aud outside directors and CEO resignations. CEO resignations are predicted using stock returns and earnings changes as measures of prior performance. There is a stronger association between prior performance and the prhabilit ..."
Abstract - Cited by 491 (10 self) - Add to MetaCart
‘this paper examines the relation between the monitoring of CEOs by inside aud outside directors and CEO resignations. CEO resignations are predicted using stock returns and earnings changes as measures of prior performance. There is a stronger association between prior performance

Wallflower: Principles and Practice of Background Maintenance

by Kentaro Toyama, John Krumm, et al. , 1999
"... Background maintenance is a frequent element of video surveillance systems. We develop Wallflower, a three-component system for background maintenance: the pixel-level component performs Wiener filtering to make probabilistic predictions of the expected background; the region-level component fills i ..."
Abstract - Cited by 477 (1 self) - Add to MetaCart
in homogeneous regions of foreground objects; and the frame-level component detects sudden, global changes in the image and swaps in better approximations of the background. We compare our system with 8 other background subtraction algorithms. Wallflower is shown to outperform previous algorithms by handling a

Unexpected and sudden

by P. T. Sawicki
"... Key words: diabetic nephropathy; autonomic neuro-pathy; QT interval; hypertension; mortality who died did so due to cardio- or cerebrovascular causes, including sudden or unexpected death, see Table 1. Mortality in diabetic nephropathy The dramatic decrease in life expectancy in type 1 diabetes mell ..."
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Key words: diabetic nephropathy; autonomic neuro-pathy; QT interval; hypertension; mortality who died did so due to cardio- or cerebrovascular causes, including sudden or unexpected death, see Table 1. Mortality in diabetic nephropathy The dramatic decrease in life expectancy in type 1 diabetes

Time and transition in work teams: Toward a new model of group development.

by Connie J G Gersick - Academy of Management Journal, , 1988
"... This study of the complete life-spans of eight naturally-ocurring teams began with the unexpected finding that several project groups, studied for another purpose, did not accomplish their work by progressing gradually through a universal series of stages, as traditional group development models wo ..."
Abstract - Cited by 377 (4 self) - Add to MetaCart
This study of the complete life-spans of eight naturally-ocurring teams began with the unexpected finding that several project groups, studied for another purpose, did not accomplish their work by progressing gradually through a universal series of stages, as traditional group development models

Gorillas in our midst: sustained inattentional blindness for dynamic events

by Daniel J Simons, Christopher F Chabris - PERCEPTION , 1999
"... With each eye fixation, we experience a richly detailed visual world. Yet recent work on visual integration and change detection reveals that we are surprisingly unaware of the details of our environment from one view to the next: we often do not detect large changes to objects and scenes ('ch ..."
Abstract - Cited by 304 (6 self) - Add to MetaCart
With each eye fixation, we experience a richly detailed visual world. Yet recent work on visual integration and change detection reveals that we are surprisingly unaware of the details of our environment from one view to the next: we often do not detect large changes to objects and scenes ('change

2005 A Pliocene-Pleistocene stack of 57 globally distributed benthic ?18O records. Paleoceanography 20: PA1003

by Lorraine E. Lisiecki, Maureen E. Raymo - Holocene development of the Yellow River's subaqueous delta, North Yellow Sea. Marine Geology , 2005
"... [1] We present a 5.3-Myr stack (the ‘‘LR04’ ’ stack) of benthic d 18 O records from 57 globally distributed sites aligned by an automated graphic correlation algorithm. This is the first benthic d 18 O stack composed of more than three records to extend beyond 850 ka, and we use its improved signal ..."
Abstract - Cited by 304 (4 self) - Add to MetaCart
of d 18 O from 2.7–1.6 Ma is primarily a deep-water temperature signal and that the phase of d 18 O precession response changed suddenly at 1.6 Ma.

Deriving Traffic Demands for Operational IP networks: Methodology and Experience

by Anja Feldmann, Albert Greenberg, Carsten Lund, Nick Reingold, Jennifer Rexford, Fred True - IEEE/ACM TRANSACTIONS ON NETWORKING , 2001
"... Engineering a large IP backbone network without an accurate, network-wide view of the traffic demands is challenging. Shifts in user behavior, changes in routing policies, and failures of network elements can result in significant (and sudden) fluctuations in load. In this paper, we present a model ..."
Abstract - Cited by 297 (39 self) - Add to MetaCart
Engineering a large IP backbone network without an accurate, network-wide view of the traffic demands is challenging. Shifts in user behavior, changes in routing policies, and failures of network elements can result in significant (and sudden) fluctuations in load. In this paper, we present a model
Results 1 - 10 of 7,968