We propose a new investor sentiment index that is aligned with the purpose of predicting
the aggregate stock market. By eliminating a common noise component in sentiment proxies, …

Academic research relies extensively on macroeconomic variables to forecast the US equity
risk premium, with relatively little attention paid to the technical indicators widely employed …

In this study, the combined impact of climate and land use changes on streamflow and
water quality is analyzed by using a GIS-based watershed simulation model, AVGWLF, to …

The modern portfolio theory pioneered by Markowitz (1952) is widely used in practice and
extensively taught to MBAs. However, the estimated Markowitz portfolio rule and most of its …

We provide a model-free test for asymmetric correlations in which stocks move more often
with the market when the market goes down than when it goes up, and also provide such tests …

Traditional regression techniques such as ordinary least squares (OLS) can hide important
local variations in the model parameters, and are not able to deal with spatial …

Significant relationships between land use and water quality have been found in watersheds
around the world. The relationships are commonly examined by conventional statistical …

Continuous measurements of ozone and its precursors including NO, NO 2 , and CO at an
urban site (3203′N, 11844′E) in Nanjing, China during the period from January 2000 to …

The new polyborate CsLiB 6 O 10 has been synthesized and its structure determined by the
single crystal X-ray diffraction methods. It crystallizes with four formula units in the …

Metabolic programming and mitochondrial dynamics along with T cell differentiation affect T
cell fate and memory development; however, how to control metabolic reprogramming and …