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Using Daily Stock Returns: The Case of Event Studies

by Stephen J. Brown, Jerold B. Warner - 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 ..."
Abstract - Cited by 805 (3 self) - Add to MetaCart
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

Contiki - a Lightweight and Flexible Operating System for Tiny Networked Sensors

by Adam Dunkels, Björn Grönvall, Thiemo Voigt , 2004
"... of tiny networked devices that communicate untethered. For large scale networks it is important to be able to dynamically download code into the network. In this paper we present Contiki, a lightweight operating system with support for dynamic loading and replacement of individual programs and servi ..."
Abstract - Cited by 516 (45 self) - Add to MetaCart
of tiny networked devices that communicate untethered. For large scale networks it is important to be able to dynamically download code into the network. In this paper we present Contiki, a lightweight operating system with support for dynamic loading and replacement of individual programs

Some informational aspects of visual perception

by Fred Attneave - Psychol. Rev , 1954
"... The ideas of information theory are at present stimulating many different areas of psychological inquiry. In providing techniques for quantifying situations which have hitherto been difficult or impossible to quantify, they suggest new and more precise ways of conceptualizing these situations (see M ..."
Abstract - Cited by 643 (2 self) - Add to MetaCart
The ideas of information theory are at present stimulating many different areas of psychological inquiry. In providing techniques for quantifying situations which have hitherto been difficult or impossible to quantify, they suggest new and more precise ways of conceptualizing these situations (see

Recognizing human actions: A local SVM approach

by Christian Schüldt, Ivan Laptev, Barbara Caputo - In ICPR , 2004
"... Local space-time features capture local events in video and can be adapted to the size, the frequency and the velocity of moving patterns. In this paper we demonstrate how such features can be used for recognizing complex motion patterns. We construct video representations in terms of local space-ti ..."
Abstract - Cited by 758 (20 self) - Add to MetaCart
Local space-time features capture local events in video and can be adapted to the size, the frequency and the velocity of moving patterns. In this paper we demonstrate how such features can be used for recognizing complex motion patterns. We construct video representations in terms of local space

A Maximum-Entropy-Inspired Parser

by Eugene Charniak , 1999
"... We present a new parser for parsing down to Penn tree-bank style parse trees that achieves 90.1% average precision/recall for sentences of length 40 and less, and 89.5% for sentences of length 100 and less when trained and tested on the previously established [5,9,10,15,17] "stan- dard" se ..."
Abstract - Cited by 971 (19 self) - Add to MetaCart
and combine many different conditioning events. We also present some partial results showing the effects of different conditioning information, including a surprising 2% improvement due to guessing the lexical head's pre-terminal before guessing the lexical head.

Goal-directed Requirements Acquisition

by Anne Dardenne , Axel van Lamsweerde, Stephen Fickas - SCIENCE OF COMPUTER PROGRAMMING , 1993
"... Requirements analysis includes a preliminary acquisition step where a global model for the specification of the system and its environment is elaborated. This model, called requirements model, involves concepts that are currently not supported by existing formal specification languages, such as goal ..."
Abstract - Cited by 585 (17 self) - Add to MetaCart
, such as goals to be achieved, agents to be assigned, alternatives to be negotiated, etc. The paper presents an approach to requirements acquisition which is driven by such higher-level concepts. Requirements models are acquired as instances of a conceptual meta-model. The latter can be represented as a graph

Data networks

by L. Verger G, E. Gros D'aillon G, P. Major H, G. Németh H , 1992
"... a b s t r a c t In this paper we illustrate the core technologies at the basis of the European SPADnet project (www. spadnet.eu), and present the corresponding first results. SPADnet is aimed at a new generation of MRI-compatible, scalable large area image sensors, based on CMOS technology, that are ..."
Abstract - Cited by 2210 (5 self) - Add to MetaCart
a b s t r a c t In this paper we illustrate the core technologies at the basis of the European SPADnet project (www. spadnet.eu), and present the corresponding first results. SPADnet is aimed at a new generation of MRI-compatible, scalable large area image sensors, based on CMOS technology

Investor psychology and security market under- and overreactions

by Kent Daniel, David Hirshleifer - Journal of Finance , 1998
"... We propose a theory of securities market under- and overreactions based on two well-known psychological biases: investor overconfidence about the precision of private information; and biased self-attribution, which causes asymmetric shifts in investors ’ confidence as a function of their investment ..."
Abstract - Cited by 698 (43 self) - Add to MetaCart
outcomes. We show that overconfidence implies negative long-lag autocorrelations, excess volatility, and, when managerial actions are correlated with stock mispricing, public-event-based return predictability. Biased self-attribution adds positive short-lag autocorrela-tions ~“momentum”!, short

Virtual time and global states of distributed systems.

by Friedemann Mattern - Proc. Workshop on Parallel and Distributed Algorithms, , 1989
"... Abstract A distributed system can be characterized by the fact that the global state is distributed and that a common time base does not exist. However, the notion of time is an important concept in every day life of our decentralized \ r eal world" and helps to solve problems like getting a c ..."
Abstract - Cited by 744 (5 self) - Add to MetaCart
consistent population census or determining the potential causality between events. We argue that a linearly ordered structure of time is not (always) adequate for distributed systems and propose a generalized non-standard m o del of time which consists of vectors of clocks. These clock-vectors are p

The nesC language: A holistic approach to networked embedded systems

by David Gay, Matt Welsh, Philip Levis, Eric Brewer, Robert Von Behren, David Culler - In Proceedings of Programming Language Design and Implementation (PLDI , 2003
"... We present nesC, a programming language for networked embedded systems that represent a new design space for application developers. An example of a networked embedded system is a sensor network, which consists of (potentially) thousands of tiny, lowpower “motes, ” each of which execute concurrent, ..."
Abstract - Cited by 943 (48 self) - Add to MetaCart
We present nesC, a programming language for networked embedded systems that represent a new design space for application developers. An example of a networked embedded system is a sensor network, which consists of (potentially) thousands of tiny, lowpower “motes, ” each of which execute concurrent
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