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By Force of Habit A Consumption‐Based Explanation of Aggregate Stock Market Behavior pdf download

We present a consumption-based model that explains a wide vari-ety of dynamic asset pricing phenomena, including the procyclical variation of stock prices, the long-horizon predictability of excess stock returns, and the countercyclical variation of stock market vol-atility....

03-26

A long memory property of stock market returns and a new model pdf download

A ‘long memory’ property of stock market returns is investigated in this paper. It is found that not only there is substantially more correlation between absolute returns than returns them-selves, but the power transformation of the absolute...

03-26

Economic Forces and the Stock Market pdf download

Economic Forces and the Stock Market pdf download. This paper tests whether innovations in macroeconomic variables are risks that are rewarded in the stock market. Financial theory suggests that the following macroeconomic variables should systematically affect stock...

03-20

No Contagion, Only Interdependence: Measuring Stock Market Comovements pdf download

No Contagion, Only Interdependence: Measuring Stock Market Comovements pdf download. Heteroskedasticity biases tests for contagion based on correlation coefficients. When contagion is defined as a significant increase in market comovement after a shock to one country, previous...

03-20

Does the Stock Market Overreact?

Does the Stock Market Overreact? Research in experimental psychology suggests that, in violation of Bayes' rule, most people tend to “overreact” to unexpected and dramatic news events. This study of market efficiency investigates whether such behavior affects...

03-20

The Behavior of Stock-Market Prices pdf download

The Behavior of Stock-Market Prices pdf download. The purpose of this paper will be todiscuss first in more detail the theoryunderlying the random-walk model andthen to test the model's empirical validity.The main conclusion will be that thedata...

03-20

Rethinking the Inception Architecture for Computer Vision pdf download

Rethinking the Inception Architecture for Computer Vision pdf download. Convolutional networks are at the core of most state-of-the-art computer vision solutions for a wide variety oftasks.Since 2014 very deep convolutional networks startedto become mainstream,yielding substantial gains in...

03-20

Shakespeare’s Mad Men_ A Crisis of Authority

But van Oort’s book can also be read in another way, as exemplifying an important response to another first-order question in the humanities:How does one put theoretical reflections by cultural anthropologists or linguists or philosophers and poetic...

03-02

Encouraging students to evaluate and reflect on their

One of the main elements of the literacy strategy in the future SACE is to evaluate individual student literacy abilities and to assist them to reflect on their skills and knowledge related to literacy. The evaluations and...

03-02