Sentences with phrase «vol effect»

Given the larger number of non-cross listed firms, the non-cross listed vol effect is dominating the aggregate data giving the impression that the vol effect is pervasive.
This contradicts findings by earlier studies that used aggregate data, whereas the vol effect for non-cross listed firms is consistent with previous evidence.
Investors who think they can time the low vol effect, or any other effect, are acting as de facto market timers, not long - term investors seeking to exploit a market anomaly.
They argue that these mindless flows tend to create market inefficiencies like the momentum and low - vol effect.
Pim van Vliet posted a link to my 1994 dissertation, noting it was an early documentation of the low - vol effect.

Not exact matches

One of the few studies of the effects of viewing on prosocial behavior concludes that «children most often identify with children,» though there is also «wishful identification with superior figures» (Cecilia V. Feilitzan and Olga Linne, «Identifying with Television Characters,» Journal of Communications, Vol.
For a discussion of «the system of territorial segmentation» and the effects of social change on such old boundaries, see Eric J. Miller, «Caste and Territory in Malabar,» American Anthropologist, Vol.
«The Wal - Mart Effect on Organics: A Defense of Large - Scale Organic Production,» Duke Environmental Law & Policy Forum, Vol.
Journal of Human Lactation, Volume 13:1 Guigliani ER et al. (1994) «Effect of breastfeeding support from different sources on mothers» decisions to breastfeed» Journal of Human Lactation Vol.10: 3 Silverstein L (1996) «Fathering is a feminist issue», Psychology of Women Quarterly 20 (3 - 37) Pruett, K (1987) The Nurturing Father, Warner: NY Dunn J & Kendrick C (1982) Siblings: love, envy and understanding, Harvard University Press: Cambridge Mass
[6] S. Beiranvand, F. Valizadeh, R. Hosseinabadi and Y. Pournia, «The effects of skin ‐ to ‐ skin contact on temperature and breastfeeding successfulness in full ‐ term newborns after cesarean delivery,» International Journal of Pediatrics, vol.
[3] S. Nimbalkar, V. Patel, D. Patel, A. Nimbalkar, A. Sethi and A. Phatak, «Effect of early skin ‐ to ‐ skin contact following normal delivery on incidence of hypothermia in neonates more than 1800 g: randomized control trial,» Journal of Perinatology, vol.
And a recent study in Regulatory Toxicology and Pharmacology (vol 64, p 345) shows that animal tests missed 81 per cent of the serious side effects of 43 drugs that went on to harm patients.
Without relativistic effects, lead - acid batteries would generate just 0.39 volts, the team reports (Physical Review Letters, vol 106, p 018391).
The effect was of equal strength among political liberals and conservatives (Emotion, vol 12, p 23).
Erickson and his colleagues used a computer model of Earth's climate to simulate the effect of adding sulphate aerosol to the atmosphere above the industrialised regions of the globe (Geophysical Research Letters, vol 22, p 2017).
In effect, the activity was predicting how trustworthy the advice would be, then reacting to the results of that prediction (Nature, vol 456, p 245).
Since the effect of SSRIs on brain serotonin can not yet be detected directly in living people, the work she was citing (Archives of General Psychiatry, vol 65, p 38) measured not serotonin but its metabolite 5 - HIAA, which is made inside neurons.
For two - thirds of those treated the effect lasted for at least six months (New England Journal of Medicine, vol 332, p 774).
Social psychologist Richard Nisbett demonstrated that the thought process behind the halo effect is almost entirely subconscious (Journal of Personality and Social Psychology, vol 35, p 250).
Schlesinger and Ramankutty reach broadly similar conclusions, but they also point out that even though greenhouse gases now dominate global warming, if part of the warming during this century is indeed due to solar changes, the additional greenhouse effect may be weaker than was previously thought (Nature, vol 360, p 330).
In a commentary in the same issue of Nature (vol 360 p 297), Andrew Lacis and Barbara Carlson of the Goddard Institute for Space Studies in New York stress that «the greenhouse effect of trace - gas forcing is the most accurately documented and the best understood» contribution to climatic change.
In one study of this effect, people rated cancer as riskier when told that it «kills 1286 people out of 10,000» than when told it «kills 24.14 people out of 100», even though the second statement equates to almost double the risk (Applied Cognitive Psychology, vol 11, p 495).
Walker PGT, White MT, Griffin JT, et al.Walker PGT, White MT, Griffin JT, Reynolds A, Ferguson NM, Ghani AC close, 2015, Malaria morbidity and mortality in Ebola - affected countries caused by decreased health - care capacity, and the potential effect of mitigation strategies: a modelling analysis, Lancet Infectious Diseases, Vol: 15, ISSN: 1473 - 3099, Pages: 825 - 832
J. P. Llinas, A. Fairbrother, G. Borin Barin, W. Shi, K. Lee, S. Wu, B. Yong Choi, R. Braganza, J. Lear, N. Kau, W. Choi, C. Chen, Z. Pedramrazi, T. Dumslaff, A. Narita, X. Feng, K. Mullen, F. Fischer, A. Zettl, P. Ruffieux, E. Yablonovitch, M. Crommie, R. Fasel, and J. Bokor, Short - channel field - effect transistors with 9 - atom and 13 - atom wide graphene nanoribbons, Nat Commun, vol.
Jezek, K.C., A modified theory of bottom crevasses used as a means for measuring the buttressing effect of ice shelves on inland ice sheets, Journal of Geophysical Research, Vol.
c G: greenhouse gases; Sul: direct sulphate aerosol effect; Suli: (first) indirect sulphate effect; OzT: tropospheric ozone; OzS: stratospheric ozone; Vol: volcanism; Sol: solar; BC+OM: black carbon and organic matter.).
COELHO COA, FERREIRA AJD, LAOUINA A, HAMZA A, CHAKER M, NAAFA R, REGAYA K, BOULET A-K, KEIZER JJ e CARVALHO TMM Land use and land management practices changes effects on land degradation under forest and grazing ecosystems, in the western Mediterranean (2004) Advances in GeoEcology, vol.37, pp. 137 — 154 DOI: NA
McCaffrey R, Park J, «The Effect of Sit N Fit Chair Yoga in Older Adults with Moderate and Severe Alzheimer's Disease» Research in Gerontological Nursing, Vol.
Park J, McCaffrey R. «The Effect of Sit N Fit Chair Yoga Among Community Dwelling Older Adults with Osteoarthritis» Holistic Nursing Practice — LWW Journals, Vol.
In a study published in Pharmacology Biochemistry and Behavior (1994, Vol 47), mice were injected with diazepam (Valium), chrysin or placebo to evaluate the effects these substances had on anxiety and performance levels.
Early effects of dietary orotic acid upon liver lipid synthesis and bile cholesterol secretion in rats, Journal of Lipid Research, Vol 26, 478 - 486, Copyright © 1985 by Lipid Research, Inc..
Effect of psyllium on gastric emptying, hunger feeling and food intake in normal vol - unteers: A double blind study.
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In an interview with Yahoo! Movies, visual effects supervisor Chris Townsend shared that Russell's final de-aged look for Guardians of the Galaxy Vol.
A multilevel study on the gendered effects of school resources and school practices Margriet van Hek, Gerbert Kraaykamp & Ben Pelzer School Effectiveness and School Improvement Vol.
See C. Daniel Batson et al., «Buying Kindness: Effect of an Extrinsic Incentive for Helping on Perceived Altruism,» Personality and Social Psychology Bulletin, vol.
«The effects of education quality on income growth and mortality decline,» Economics of Education Review, Elsevier, vol.
Robinson, V, Lloyd, C & Rowe, K 2008, «The impact of leadership on student outcomes: An analysis of the differential effects of leadership types», Educational Administration Quarterly, vol.
Still, the value effect received its most famous academic endorsement in a 1992 paper by finance professors Eugene F. Fama and Kenneth R. French, who defined value stocks as those shares that trade at a low price relative to their book value («The Cross-Section of Expected Stock Returns,» Journal of Finance, Vol.
Second you would have to think that a few billion of inflows into some ETFs would somehow offset the behavioral and structural effects underlying the low vol anomaly.
The small - cap effect was detailed in a 1981 academic paper by Rolf W. Banz, then at Northwestern University («The Relationship Between Return and Market Value of Common Stocks,» Journal of Financial Economics, Vol.
Five dogs» bellies were cut open and tubes inserted into their intestines to study the effect of fibre (University of Illinois and the Iams Company, Muir, H.E. et al., Journal of Animal Science, vol.
Howard C. Hughes, Sarah Campbell and Cheryl Kenney, Laboratory, «The effects of cage size and pair housing on exercise of beagles», Laboratory Animal Science, Vol.39, No. 4
The music consisted of the initial 20 min of a commercial classical music marketed to produce a calming effect in dogs (Through a Dog's Ear, Vol 1, BioAcoustic Research, Inc.).
http://adsabs.harvard.edu/abs/1989JBIS…42..567E Space - based solar shield to offset greenhouse effect British Interplanetary Society, Journal (ISSN 0007 - 084X), vol.
Notes: 1 J. F. B. Mitchell, «The Greenhouse Effect and Climate Change», Reviews of Geophysics, Vol.
EFFECT OF NATURAL IRON FERTILIZATION ON CARBON SEQUESTRATION IN THE SOUTHERN OCEAN Nature, Vol 446 26 April 2007 doi: 10.1038 / nature05700 The efficiency of fertilization, defined as the ratio of the carbon export to the amount of iron supplied, was at least ten times higher than previous estimates from short - term blooms induced by iron - addition experiments.
For an introduction from a classical and Bayesian perspective see: The BLUP Is a good thing: The estimation of random effects G. K. Robinson Statistical Science Vol 6 No 1 1991.
Modeling climatic effects of anthropogenic carbon dioxide emissions: unknowns and uncertainties (Climate Research, Vol.
Graven HD, Keeling RF, Piper SC, et al., 2013, Enhanced Seasonal Exchange of CO2 by Northern Ecosystems Since 1960, Science, Vol: 341, ISSN: 0036 - 8075, pages 1085 - 1089 (the amplitude of the seasonal vegetation effect measured aboard planes (3 km to 6 km) has, north of 45 ° N grown by 50 % w.r.t airplane observations carried late 1950s beginning 1960s.)
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