Is volatility spillover enough for investor decisions? A new viewpoint from higher moments

Volatility Spillover and Co-movement: Some New Evidence from Singapore

An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable of having significant negative effects on risk averse investors. Using daily returns from 1992 to 2002, we investigate volatility co-movement ...

Is 2D Information Enough For Viewpoint Estimation?

What does this paper demonstrate. We show that a very simple 2D architecture (in the sense that it does not make any assumption or reasoning about the 3D information of the object) generally used for object classification, if properly adapted to the specific task, can provide top performance also for pose estimation. More specifically, we demonstrate how a 1-vs-all classification framework base...

axillary nodal examination in breast cancer: how much is enough? evidence for a new minimum

background: axillary nodal spread is an established prognostic factor in breast cancer. axillary nodal dissection and subsequent pathological examination is considered the gold standard technique of assessing the axilla for metastatic disease. a minimum of ten level i axillary nodes are required to be examined before an axillary specimen can be reliably labeled as disease free. this recommendat...

Tackling HIV in MENA: Talk Is Not Enough–It Is Time for Bold Actions: A Response to Recent Commentaries

Investor Sentiment and Volume-Volatility Relationship∗

This paper shows the effect of investor sentiment on information processing in the financial market. We investigate how disagreement among investors affects the relationship between trading intensity and price volatility around macroeconomic announcements during high and low sentiment periods. By incorporating into the Kandel and Pearson (1995) model a one factor structure with heterogeneous be...