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Cross-sectional variation in consistency with WARPS

The cross-sectional variation of volatility risk premia

The cross-sectional variation of volatility risk premia

... robust standard errors of the return of each portfolio on the market return and the default premium. The first column of Table 6 reports the default return betas for a set of representative portfolios, which include the ...

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Consistency between cross-sectional and longitudinal SNP: blood lipid associations

Consistency between cross-sectional and longitudinal SNP: blood lipid associations

... over cross-sectional studies of facilitating direct assess- ment of genetic associations on changes in BL concentra- ...a cross-sectional design it is not possible to determine whether ...

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Speculative bubbles and the cross-sectional variation in stock returns

Speculative bubbles and the cross-sectional variation in stock returns

... the results for the models with and without the bubble term are not strictly comparable. 6 The final row in each panel incorporates the firm’s current dividend yield in the specification to tackle potential concerns that ...

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Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

... If a factor pricing model is correct, then a high book-t~market stock with a low book-t~market factor loading should have a low average return, In contrast, if prices are based on charac[r] ...

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The joint cross-sectional variation of equity returns and volatilities

The joint cross-sectional variation of equity returns and volatilities

... This paper analyzes the determinants of the simultaneous cross-sectional variation of return and volatility risk premia. Independently of the model specification employed, the estimated risk premium ...

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National variation in the composition of rheumatology multidisciplinary teams: a cross sectional study

National variation in the composition of rheumatology multidisciplinary teams: a cross sectional study

... In conclusion, this study shows that over three-quarters of rheumatology teams in the UK do not have all recom- mended professional groups represented in their MDTs thus fall short of the quality standards of care for ...

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National Variation in Caesarean Section Rates: A Cross Sectional Study in Ireland.

National Variation in Caesarean Section Rates: A Cross Sectional Study in Ireland.

... hospital variation, despite controlling for detailed mater- nal and birth factors, suggests that factors such as adherence to evidence based guidelines, pro- fessional practises and organisation of care may be ...

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Social supports and mental health: a cross sectional study on the correlation of self consistency and congruence in China

Social supports and mental health: a cross sectional study on the correlation of self consistency and congruence in China

... Results: Compared with the normal referenced group of college students, higher self-flexibility scores, lower self-conflict and self-stethoscope scores from the sample group were obtained with statistical significance in ...

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Variation in compulsory psychiatric inpatient admission in England: a cross-sectional, multilevel analysis

Variation in compulsory psychiatric inpatient admission in England: a cross-sectional, multilevel analysis

... in variation in use of the MHA between people and places, including understanding differences in local service ...threefold variation in investment in mental health services by ...

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Variation in mode of physical activity by ethnicity and time since immigration: a cross-sectional analysis

Variation in mode of physical activity by ethnicity and time since immigration: a cross-sectional analysis

... est variation was seen for recreation activities such that compared to ethnic minorities and immigrants, a larger proportion of Whites and non-immigrants self-reported participation in recreation ...

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Geographic variation in health insurance benefits in Qianjiang District, China: a cross-sectional study

Geographic variation in health insurance benefits in Qianjiang District, China: a cross-sectional study

... Our results demonstrated that geographical accessibility of Qianjiang Central Hospital medical services led to geographic variation in health insurance benefits in the perspective of compensation by amounts. ...

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Regional variation in firm formation: Panel and cross-sectional data evidence from Finland

Regional variation in firm formation: Panel and cross-sectional data evidence from Finland

... using cross-sectional data, and compares the results with those obtained by the same method for several European countries and the ...USA. Cross-sectional results tend to show that demand ...

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CROSS-SECTIONAL VARIATION IN INVESTMENT TRUST DISCOUNT VOLATILITY ANDREW ADAMS MARCH 1998

CROSS-SECTIONAL VARIATION IN INVESTMENT TRUST DISCOUNT VOLATILITY ANDREW ADAMS MARCH 1998

... prevalent when cash-market hedges are difficult to transact, so Hoskins examines all the factors that affect the ability of discount arbitrage traders to perform their services of adding liquidity to the market for ...

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Ethnic Variation in the Cross-sectional Association between Domains of Depressive Symptoms and Clinical Depression

Ethnic Variation in the Cross-sectional Association between Domains of Depressive Symptoms and Clinical Depression

... the cross-sectional associations between the CES-D negative affect and the CES-D interpersonal problems factors and clinical depression diagnoses, suggesting stronger associations among Blacks compared to ...

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High burden and seasonal variation of paediatric scabies and pyoderma prevalence in the Gambia : a cross-sectional study

High burden and seasonal variation of paediatric scabies and pyoderma prevalence in the Gambia : a cross-sectional study

... No up-to-date list of households or residents was available for the area, and it was not feasi- ble to enumerate the area in advance of the study. We therefore used a random cluster sam- pling method, dividing Sukuta ...

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Cross-Sectional Variation in Stock Price Reaction to Bond Rating Changes: Evidence from India

Cross-Sectional Variation in Stock Price Reaction to Bond Rating Changes: Evidence from India

... In case of upgrades, none of the variables was found to be significant. 4.2.2 Firm characteristic based portfolios The results of relationship of post –event stock returns with pre – event stock returns, magnitude of ...

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A cross-sectional review of reporting variation in post-operative bowel dysfunction following rectal cancer surgery

A cross-sectional review of reporting variation in post-operative bowel dysfunction following rectal cancer surgery

... aggregating data 13 . The pooled incidence of incontinence was 35.2% (95% CI 27.9 – 43.4), but the reliability of this estimate is questionable. This study was performed as a cross-sectional review of ...

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The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

... This cross-sectional feature is crucial to our study as we are interested in the dispersion of returns and rental growth rates across metropolitan ...

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The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

... the cross-sectional dispersion of returns and growth in NOI are noisier during the first three years of our sample and this would work against us in the empirical ...

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Variation in antiosteoporotic drug prescribing and spending across Spain. A population-based ecological cross-sectional study

Variation in antiosteoporotic drug prescribing and spending across Spain. A population-based ecological cross-sectional study

... that variation in drug utilization is transferred almost entirely to variation in expenditure per capita (in this case, per woman aged 50 years and older) and rates of prescribing explained almost all of ...

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