Usa "idiosyncratic" in una frase

1. Some of my earliest memories are of a printing press pounding away … with that wonderfully idiosyncratic smell of ink and paper … come to think of it I must have gone to stay with the grandparents when Chris was born … I’d have been about four then

2. A society, however well-intentioned, ceases to be ―tolerant,‖ once that society allows itself to devolve into a sociopolitical checklist dedicated to the advancement of ―appropriate‖ behavior and verbal expressions dictated by idiosyncratic designs rather than common sense lest its members be perceived as offending artificially constructed practices that have inexplicably seeped their way into the conventional mainstream

3. I had never heard that Koi can impersonate Flying Fish so I stood up to investigate their idiosyncratic behaviour

4. This example is instructive because it is not idiosyncratic but representative of the

5. idiosyncratic) to the coachee, presenting such to the coachee with

6. At the time, I set it down to some idiosyncratic, personal distaste, and merely wondered at the acuteness of the symptoms; but I have since had reason to believe the cause to lie much deeper in the nature of man, and to turn on some nobler hinge than the principle of hatred

7. Three miles down the road, I turned off at Crescent Heights, an idiosyncratic collection of houses freckling the face of the hill at the tip of Half Moon Bay

8. There were ninety-three units in the Dakota, an idiosyncratic building with secret rooms, back staircases, tunnels, and mouse holes that were unchanged since the 1880s

9. A huge academic literature has tried to reconcile this puzzle, using market frictions (borrowing constraints, limited market participation, incomplete markets, and idiosyncratic risk), non-standard utility functions (habit formation, recursive utility), modified consumption data (durable goods, luxury goods, long-term consumption risk), and biased sample explanations (survivorship bias among countries studied, absence of negative rare events in the sample, unexpected repricing of equities or bonds) as rational explanations for high observed equity outperformance—but there is little consensus to date

10. Many equity volatility measures—from rolling historical volatilities and idiosyncratic volatilities to implied market volatility—move in synch with credit spreads (see Figure 10

11. The importance of idiosyncratic volatility may reflect either firm-specific fundamentals or discrete events (e

12. When calls are sorted based on expected idiosyncratic skewness, the high-skew quintile has large negative returns (—21% per month) while quintiles 1–3 earn mildly positive returns

13. (2006) documented high-volatility stocks’ underperformance (with broadly similar results whether total volatility or idiosyncratic volatility measured by Fama–French three-factor model residuals is used)

14. Bearing systemic risk in the senior tranche warrants an extremely high market price of risk (because losses materialize disproportionately under terrible economic conditions), while idiosyncratic risk in the equity tranche deserves hardly any risk premium beyond expected default losses (because such losses are more diversifiable)

15. Three-moment versions of the CAPM, in which investors prefer positive skewness, imply a premium for coskewness (also called systematic skewness, and defined as the sensitivity of stock returns to market variance) but not for standalone or idiosyncratic skewness (analogous to the statement that only non-diversifiable risk is priced)

16. Securities with the highest MAX returns tend to be illiquid small-cap stocks with low prices and high idiosyncratic volatility

17. The MAX effect subsumes idiosyncratic volatility and skewness effects (although MAX could be just a proxy for expected skewness that is hard to measure)

18. Boyer–Mitton–Vorkink (2009) present empirical evidence on expected idiosyncratic skewness

19. Thus, several firm-specific variables are used to predict idiosyncratic skewness

20. Lagged skewness has some persistence but past idiosyncratic volatility is a better predictor; small-cap and negative momentum also predict positive skewness; and industry dummies can be helpful