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38,761
Evaluating the Econometric Evaluations of Training Programs With Experimental Data," Industrial Relations Section, Working Paper No.
, 1984
"... ..."
Illiquidity and stock returns: cross-section and time-series 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 cross-sectional positive return-illiquidity relationship. Also, stock ret ..."
Abstract
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Cited by 864 (9 self)
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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 cross-sectional positive return-illiquidity relationship. Also, stock
The protection of information in computer systems
"... This tutorial paper explores the mechanics of protecting computer-stored information from unauthorized use or modification. It concentrates on those architectural structures--whether hardware or software--that are necessary to support information protection. The paper develops in three main sectio ..."
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Cited by 824 (2 self)
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of detail in the second section may wish to skip to Section III, which reviews the state of the art and current research projects and provides suggestions for further reading. Glossary The following glossary provides, for reference, brief definitions for several terms as used in this paper in the context
Auction Theory: A Guide to the Literature
- JOURNAL OF ECONOMIC SURVEYS
, 1999
"... This paper provides an elementary, non-technical, survey of auction theory, by introducing and describing some of the critical papers in the subject. (The most important of these are reproduced in a companion book, The Economic Theory of Auctions, Paul Klemperer (ed.), Edward Elgar (pub.), forthco ..."
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Cited by 534 (5 self)
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This paper provides an elementary, non-technical, survey of auction theory, by introducing and describing some of the critical papers in the subject. (The most important of these are reproduced in a companion book, The Economic Theory of Auctions, Paul Klemperer (ed.), Edward Elgar (pub
Semantics of Context-Free Languages
- In Mathematical Systems Theory
, 1968
"... "Meaning " may be assigned to a string in a context-free language by defining "at-tributes " of the symbols in a derivation tree for that string. The attributes can be de-fined by functions associated with each production in the grammar. This paper examines the implications of th ..."
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Cited by 569 (0 self)
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specification of semantics which have appeared in the literature. A simple technique for specifying the "meaning " of languages defined by context-free grammars is introduced in Section 1 of this paper, and its basic mathematical properties are investigated in Sections 2 and 3. An example which
Content-based image retrieval at the end of the early years
- IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 2000
"... The paper presents a review of 200 references in content-based image retrieval. The paper starts with discussing the working conditions of content-based retrieval: patterns of use, types of pictures, the role of semantics, and the sensory gap. Subsequent sections discuss computational steps for imag ..."
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Cited by 1618 (24 self)
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The paper presents a review of 200 references in content-based image retrieval. The paper starts with discussing the working conditions of content-based retrieval: patterns of use, types of pictures, the role of semantics, and the sensory gap. Subsequent sections discuss computational steps
Using Daily Stock Returns: The Case of Event Studies
- Journal of Financial Economics
, 1985
"... This paper examines properties of daily stock returns and how the particular characteristics of these data affect event study methodologies. Daily data generally present few difficulties for event studies. Standard procedures are typically well-specified even when special daily data characteris-tics ..."
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Cited by 805 (3 self)
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This paper examines properties of daily stock returns and how the particular characteristics of these data affect event study methodologies. Daily data generally present few difficulties for event studies. Standard procedures are typically well-specified even when special daily data characteris
Modeling and Forecasting Realized Volatility
, 2002
"... this paper is built. First, although raw returns are clearly leptokurtic, returns standardized by realized volatilities are approximately Gaussian. Second, although the distributions of realized volatilities are clearly right-skewed, the distributions of the logarithms of realized volatilities are a ..."
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Cited by 549 (50 self)
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forecast distribution provides conditionally well-calibrated density forecasts of returns, from which we obtain accurate estimates of conditional return quantiles. In the remainder of this paper, we proceed as follows. We begin in section 2 by formally developing the relevant quadratic variation theory
An almost ideal demand system.
- American Economic Review,
, 1980
"... Ever since Richard Stone (1954) first estimated a system of demand equations derived explicitly from consumer theory, there has been a continuing search for alternative specifications and functional forms. Many models have been proposed, but perhaps the most important in current use, apart from the ..."
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Cited by 636 (0 self)
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the original linear expenditure system, are the Rotterdam model (see In Section I of the paper, we discuss the theoretical specification of the AIDS and justify the claims in the previous paragraph. In Section II, the model is estimated on postwar British data and we use our results to test the homogeneity
Determining the Number of Factors in Approximate Factor Models
, 2000
"... In this paper we develop some statistical theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose a panel Cp criterion and show that the number of factors c ..."
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Cited by 561 (30 self)
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In this paper we develop some statistical theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose a panel Cp criterion and show that the number of factors
Results 1 - 10
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38,761
