1,720,990 research outputs found
The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion
Full text linkOn the Role of Liquidity in Emerging Market Stock Prices
Full text linkThis paper investigates the impact of liquidity on emerging markets' stock prices. Particular attention is given to the estimation of Jensen's alpha and the quantity of risk. Our empirical analysis gives rise to two main issues. The first is related to the presence of an extra premium, i.e. "alpha puzzle". The second is the time-varying component of the quantity of risk, i.e. "beta puzzle". We find that local liquidity factors do not explain the presence of positive and statistically significant alphas. This puzzle is solved by means of transaction costs. In addition, we show that global liquidity factors, such as VIX and Open Interest, statistically affect the market price of risk. Our empirical finding proves the time varying nature of the global risk factors. Finally, we argue that standard asset pricing models cannot solve the two puzzles simultaneously. © 2012 University of Venice
Tappe dello sviluppo cerebrale in relazione alla disponibilità di nutrienti a partire dall'australopiteco
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Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
A three year follow-up of low grade squamous intraepithelial lesions: Persistence of lesions is significantly influenced by the presence of high risk papillomaviruses
No full textA cohort of 921 patients with low-grade squamous intraepithelial lesions (LG-SILs) was studied every six months for a period of 3 years by cytology and colposcopy. Regression of the initial cell injury to a normal cytology was observed in 585/921 cases (63.5%), while cytological abnormalities were still present at the same or higher grade, after three years, in 336/921 cases (36.5%). A sample of 122 Papanicolaou (Pap}stained cervical smears from the cohort of 921 LG-SILs were processed by an in situ hybridization (ISH) assay to search for the presence of DNA of human papillomaviruses (HPVs) considered at high oncogenic risk: 16/18 and 31/35/51. HPV DNA typization was positive for 47/122 lesions (38.5%). Among these 47 lesions associated with high risk HPV DNA, 12 (25.5%) healed and 35 (74.5%) persisted. Of the 75 HPV DNA negative lesions, 46 (61.3%) healed and 29 (38.7%) persisted. The results are discussed in order to define a correct protocol of LG-SIL follow-up
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