Rival biotech stock indexes start slowly
نویسندگان
چکیده
منابع مشابه
How to start a biotech company
The spirit of life science entrepreneurship is alive and well, with outstanding innovation hubs arising throughout the country and the world. Of note, many of these hubs flourish in close proximity to research universities. If universities are the engine for discovery, then startups are the vehicle for innovation. The creativity and drive of young researchers has the potential to explore novel ...
متن کاملBiotech Start - Ups and Biotech Clusters in France . The Importance of Geographic Proximity
222 Based on a survey of the French Biotech SMEs (see annex 1), this article examines localisation effects in the biotechnology sector. It consists of two strands of analysis. The first presents a detailed statistical survey of the French biotechnology sector. Among other things, the survey shows that a) localisation effects within France are strong, and b) French firms can be grouped into four...
متن کاملFractional integration in daily stock market indexes
I use parametric and semiparametric methods to test for the order of integration in stock market indexes. The results, which are based on the EOE (Amsterdam), DAX (Frankfurt), Hang Seng (Hong Kong), FTSE100 (London), S&P500 (New York), CAC40 (Paris), Singapore All Shares, and the Japanese Nikkei, show that in almost all of the series the unit root hypothesis cannot be rejected. The Hang Seng an...
متن کاملMultifractality in stock indexes: Fact or fiction?
Multifractal analysis and extensive statistical tests are performed upon intraday minutely data within individual trading days for four stock market indexes (including HSI, SZSC, S&P500, and NASDAQ) to check whether the indexes (instead of the returns) possess multifractality. We find that the mass exponent τ(q) is linear and the singularity α(q) is close to 1 for all trading days and all index...
متن کاملAbnormal statistical properties of stock indexes during a financial crash
• Stock indexes have dual fractal structure which is consistent with previous studies. • The return distribution of emerging markets shows abnormal dual power-law exponents. • External shock of a crisis affects different markets at distinct stages. a b s t r a c t We investigate minute indexes of stock markets in 10 countries during financial crashes by dividing them into several stages accordi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Nature Biotechnology
سال: 1993
ISSN: 1087-0156,1546-1696
DOI: 10.1038/nbt0193-20b