نتایج جستجو برای: macro factors
تعداد نتایج: 1104089 فیلتر نتایج به سال:
This study explores the role of investor sentiment in the pricing of a broad set of macro-related risk factors. Economic theory suggests that pervasive factors (such as TFP and consumption growth) should be priced in the cross-section of stock returns. However, when we form portfolios based directly on their exposure to macro factors, we find that portfolios with higher risk exposure do not ear...
The findings of the recently developed technique of Macro EMG in healthy subjects of different ages are described. The characteristics of the Macro motor unit potential which probably reflects the relative size of the whole motor unit are presented together with suggested normal data for the three muscles studied. An increase in size of the Macro motor unit potential was found with age, particu...
No-arbitrage macro-finance models use variance decompositions to gauge the extent of association between the macro variables and yields. We show that results generated by this approach are sensitive to the order of variables in the recursive identification scheme. In a four-factor model, one may obtain 18 different sets of answers out of 24 possible. We propose an alternative measure that is ba...
BACKGROUND Characteristics of the physical environment can be classified into two broad categories: macro- ("raw" urban planning features influenced on a regional level) and micro- (features specifically within a streetscape influenced on a neighborhood level) environmental factors. In urban planning applications, it is more feasible to modify conditions at the neighborhood level than at the re...
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