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5,546,357
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 742 (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
Valuing American options by simulation: A simple leastsquares approach
 Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
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Cited by 511 (9 self)
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applicable in pathdependent and multifactor situations where traditional finite difference techniques cannot be used. We illustrate this technique with several realistic exatnples including valuing an option when the underlying asset follows a jumpdiffusion process and valuing an America11 swaption in a 20
A simple approach to valuing risky fixed and floating rate debt
 Journal of Finance
, 1995
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
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Cited by 588 (11 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
Universals in the content and structure of values: theoretical advances and empirical tests in 20 countries
 ADVANCES IN EXPERIMENTAL SOCIAL PSYCHOLOGY
, 1992
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How much should we trust differencesindifferences estimates? Quarterly Journal of Economics 119:249–75
, 2004
"... Most papers that employ DifferencesinDifferences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severity of this issue, we randomly generate placebo laws in statelevel data on fema ..."
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Cited by 775 (1 self)
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Most papers that employ DifferencesinDifferences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severity of this issue, we randomly generate placebo laws in statelevel data
Measuring individual differences in implicit cognition: The implicit association test
 J PERSONALITY SOCIAL PSYCHOL 74:1464–1480
, 1998
"... An implicit association test (IAT) measures differential association of 2 target concepts with an attribute. The 2 concepts appear in a 2choice task (e.g., flower vs. insect names), and the attribute in a 2nd task (e.g., pleasant vs. unpleasant words for an evaluation attribute). When instructions ..."
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Cited by 937 (63 self)
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oblige highly associated categories (e.g., flower + pleasant) to share a response key, performance is faster than when less associated categories (e.g., insect + pleasant) share a key. This performance difference implicitly measures differential association of the 2 concepts with the attribute. In 3
Numerical solution of initial boundary value problems involving Maxwell’s equations in isotropic media
 IEEE Trans. Antennas and Propagation
, 1966
"... The characteristics of the waves guided along a plane [I] P. S. Epstein, “On the possibility of electromagnetic surface waves, ” Proc. Nat’l dcad. Sciences, vol. 40, pp. 11581165, Deinterface which separates a semiinfinite region of free cember 1954. space from that of a magnetoionic medium are in ..."
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Cited by 1009 (0 self)
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The characteristics of the waves guided along a plane [I] P. S. Epstein, “On the possibility of electromagnetic surface waves, ” Proc. Nat’l dcad. Sciences, vol. 40, pp. 11581165, Deinterface which separates a semiinfinite region of free cember 1954. space from that of a magnetoionic medium are investi [2] T. Tamir and A. A. Oliner, “The spectrum of electromagnetic waves guided by a plasma layer, ” Proc. IEEE, vol. 51, pp. 317gated for the case in which the static magnetic field is 332, February 1963. oriented perpendicular to the plane interface. It is [3] &I. A. Gintsburg, “Surface waves on the boundary of a plasma in a magnetic field, ” Rasprost. Radwvoln i Ionosf., Trudy found that surface waves exist only when w,<wp and NIZMIRAN L’SSR, no. 17(27), pp. 208215, 1960. that also only for angular frequencies which lie bet\\een [4] S. R. Seshadri and A. Hessel, “Radiation from a source near a plane interface between an isotropic and a gyrotropic dielectric,” we and 1/42 times the upper hybrid resonant frequency. Canad. J. Phys., vol. 42, pp. 21532172, November 1964. The surface waves propagate with a phase velocity [5] G. H. Owpang and S. R. Seshadri, “Guided waves propagating along the magnetostatic field at a plane boundary of a semiwhich is always less than the velocity of electromagnetic infinite magnetoionic medium, ” IEEE Trans. on Miomave waves in free space. The attenuation rates normal to the Tbory and Techniques, vol. MTT14, pp. 136144, March 1966. [6] S. R. Seshadri and T. T. \Vu, “Radiation condition for a maginterface of the surface wave fields in both the media are netoionic medium. ” to be Dublished. examined. Kumerical results of the surface wave characteristics are given for one typical case.
Missing value estimation methods for DNA microarrays
, 2001
"... Motivation: Gene expression microarray experiments can generate data sets with multiple missing expression values. Unfortunately, many algorithms for gene expression analysis require a complete matrix of gene array values as input. For example, methods such as hierarchical clustering and Kmeans clu ..."
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Cited by 476 (26 self)
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Motivation: Gene expression microarray experiments can generate data sets with multiple missing expression values. Unfortunately, many algorithms for gene expression analysis require a complete matrix of gene array values as input. For example, methods such as hierarchical clustering and K
A multilinear singular value decomposition
 SIAM J. Matrix Anal. Appl
, 2000
"... Abstract. We discuss a multilinear generalization of the singular value decomposition. There is a strong analogy between several properties of the matrix and the higherorder tensor decomposition; uniqueness, link with the matrix eigenvalue decomposition, firstorder perturbation effects, etc., are ..."
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Cited by 467 (20 self)
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Abstract. We discuss a multilinear generalization of the singular value decomposition. There is a strong analogy between several properties of the matrix and the higherorder tensor decomposition; uniqueness, link with the matrix eigenvalue decomposition, firstorder perturbation effects, etc
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