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Samuel Y.M. Ze‐To 《Journal of forecasting》2015,34(5):379-390
I examine the information content of option‐implied covariance between jumps and diffusive risk in the cross‐sectional variation in future returns. This paper documents that the difference between realized volatility and implied covariance (RV‐ICov) can predict future returns. The results show a significant and negative association of expected return and realized volatility–implied covariance spread in both the portfolio level analysis and cross‐sectional regression study. A trading strategy of buying a portfolio with the lowest RV‐ICov quintile portfolio and selling with the highest one generates positive and significant returns. This RV‐Cov anomaly is robust to controlling for size, book‐to‐market value, liquidity and systematic risk proportion. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
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Hahn CN Chong CE Carmichael CL Wilkins EJ Brautigan PJ Li XC Babic M Lin M Carmagnac A Lee YK Kok CH Gagliardi L Friend KL Ekert PG Butcher CM Brown AL Lewis ID To LB Timms AE Storek J Moore S Altree M Escher R Bardy PG Suthers GK D'Andrea RJ Horwitz MS Scott HS 《Nature genetics》2011,43(10):1012-1017
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In recent years, supply chain management (SCM) has been in popularity as a new management philosophy for all industries, including textile and apparel industries. The textile-apparel supply chain is relatively complex because it encompasses many participants such as yarn manufacturers, fabric manufacturers, garment manufacturers and retailers. Although many scholars are engaged in researching SCM in textile and apparel industries, a systematic classification of textile-apparel chain does not exist. The paper proposes three types of textile-apparel chain, nominated vertical integration chain, traditional sourcing chain and 3P-hub (third party as the hub) chain. Different coordinators exist in different types of chain. Three Hong Kong headquartered companies, Esquel Group, TAL Apparel Ltd., and Li & Fang (Trading) Ltd. are used as cases responding to each type of the structures respectively. 相似文献
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郑健儿 《浙江万里学院学报》2003,16(5):65-69
苏青是四十年代红极上海的“市民文学“作家,池莉所处的时代、生活经历与苏青不同,但她们都执着于平民情怀,执着于“市民文学“的创作,两者之间有着一脉相承的关系,共同成为了中国现当代市民文学上不可或缺的组成部分.文章通过她俩的价值立场和创作风格的比较,说明苏青和池莉都是继老舍辈市民文学作家以后的两代代表作家. 相似文献
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螺旋桨搅拌槽内流动场二维数值模拟 总被引:2,自引:0,他引:2
利用二维k-ε模型对搅拌槽内流动场进行了数值分析,模型成功地预报了叶轮区流动特性,定性描述了循环区运动形式,计算考察了不同桨槽径比(D/T)下宏观流动场变化。计算结果表明,湍流能量主要产生和消耗于叶轮区及近壁区域、循环区域内湍流能量值很小。 相似文献
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化石、矿物和岩石样品的Sm—Nd同位素实验方法研究及其应用 总被引:47,自引:2,他引:47
本文详细介绍了化石、矿物和岩石样品中Sm—Nd同位素化学制备与质谱测定实验技术。样品采用Teflon密闭熔样法,用阳离子交换程序分离Sm和Nd。采用钽/铼三灯丝和多接受技术在VG354质谱计上以Sm~+和Nd~+形式测定Sm和Nd。Nd同位素比值以 ~(146)Nd/~(144)Nd=0.7219为标准化值。对BCR—1岩石标样测定为~(143)Nd/~(144)Nd=0.512662±8(2σ_m)。Nd全流程本底为5—7×10~(-11)克。采用上述实验方法研究了中国大阳岔国际寒武/奥陶系界线候选层型剖面中古生物化石 Sm—Nd同位素体系,取得了可靠的数据和有意义的地质结论。 相似文献
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WUSCHEL controls meristem function by direct regulation of cytokinin-inducible response regulators 总被引:2,自引:0,他引:2
Leibfried A To JP Busch W Stehling S Kehle A Demar M Kieber JJ Lohmann JU 《Nature》2005,438(7071):1172-1175
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Verjovski-Almeida S DeMarco R Martins EA Guimarães PE Ojopi EP Paquola AC Piazza JP Nishiyama MY Kitajima JP Adamson RE Ashton PD Bonaldo MF Coulson PS Dillon GP Farias LP Gregorio SP Ho PL Leite RA Malaquias LC Marques RC Miyasato PA Nascimento AL Ohlweiler FP Reis EM Ribeiro MA Sá RG Stukart GC Soares MB Gargioni C Kawano T Rodrigues V Madeira AM Wilson RA Menck CF Setubal JC Leite LC Dias-Neto E 《Nature genetics》2003,35(2):148-157
Schistosoma mansoni is the primary causative agent of schistosomiasis, which affects 200 million individuals in 74 countries. We generated 163,000 expressed-sequence tags (ESTs) from normalized cDNA libraries from six selected developmental stages of the parasite, resulting in 31,000 assembled sequences and 92% sampling of an estimated 14,000 gene complement. By analyzing automated Gene Ontology assignments, we provide a detailed view of important S. mansoni biological systems, including characterization of metazoa-specific and eukarya-conserved genes. Phylogenetic analysis suggests an early divergence from other metazoa. The data set provides insights into the molecular mechanisms of tissue organization, development, signaling, sexual dimorphism, host interactions and immune evasion and identifies novel proteins to be investigated as vaccine candidates and potential drug targets. 相似文献