Usa "regularities" in una frase
regularities frasi di esempio
regularities
1. Forceful expectations replace regularities
2. There was no trace, now that she tremblingly examined him, of either Robert or herself; and as for her own family, what had become of all that very real beauty, the beauty of the Bishop, the dazzlingness of Judith, and the sweet regularities of her mother?
3. Behavioral finance theorists turned in the 1990s to the library of psychological biases to explain various empirical regularities uncovered since the mid-1980s
4. • Third, there is some evidence that asset market regularities become weaker or fully disappear after they have been published (due to both data mining and investor learning; only the former implies that the opportunity never really was there)
5. One interpretation is that markets gradually became more (micro) efficient, reflecting learning by arbitrageurs (who exploit any identified regularities or mispricings) as well as growing arbitrage capacity
6. There are several explanations for market regularities besides the above two
7. Any interesting empirical regularities could be spurious (which does not mean that they all are)
8. • Besides out-of-sample analysis, other ways to mitigate overfitting bias include requiring a certain economic logic from regularities (incorporating economic priors is useful but in reality they too reflect our experience); conducting cross-validation exercises (testing findings on a dataset other than the one used for fitting the model); extensive robustness checks (subperiod consistency, etc
9. Return regularities may also reflect an abnormal or unrepresentative sample period (say, 2003–2007)
10. While the limits-to-arbitrage literature explains why speculative capital is generally scarce, these adjustments explain why certain paper regularities are harder to exploit in practice than others
11. Financial regularities are fragile because any highly profitable regularity attracts competition
12. The best-known seasonal regularities are the so-called January and Hallowe’en effects (respectively: higher average returns in January, especially for small-cap stocks; and higher returns in November–April than in May–October)
13. In a sequence of influential papers since their 1992 hit, Fama and French (FF) drilled deeper on different aspects of the value premium and other regularities
14. It is not surprising that value premium (besides many other regularities) is weakest in the large-cap segment, which is best covered by analysts, most actively traded, easiest to arbitrage, and thus least prone to relative mispricings
15. • As always, both rational and irrational explanations are possible for any observed regularities
16. In contrast, many other asset-pricing regularities have a relatively linear return pattern when assets are sorted into quintiles
17. However, an important feature of financial market regularities is that market participants tend to respond to past performance, often herding into recently successful strategies
18. Moreover, technological advances and greater data availability have made any observed regularities ever more fleeting as they quickly attract profit-seeking competition
19. Most published seasonal studies deal with equity market regularities
20. The health warnings I make throughout the book may be especially important for seasonal regularities
21. In addition, seasonal regularities are vulnerable to competitive speculators trying to anticipate and exploit them and thereby eroding them
22. Within-day regularities are only a curiosity for most investors, and any tradable patterns are weak
23. If an investor can predict the economic outlook (not easy!) and if the return regularities documented below are persistent, understanding these relations are essential for a discretionary macro-investor (and indeed are coded in his or her mind)
24. However, the superior macro-investor goes beyond historical regularities and instead asks what is unique in the current situation, how policymaker and investor responses break past patterns, and what relevant structural changes are molding the world
25. at-the-money (ATM) options seasonal regularities
26. out-of-the-money (OTM) options seasonal regularities
27. It may seem that regularities established in this section are of theoretical rather than of practical interest
28. It is important to recognize that patterns and regularities detected under some market conditions may shift fundamentally if the basic parameters of the system change
29. Obvious regularities in distribution of optimal values are hard to define
