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Agency and Asset Pricing
This paper is concerned with the asset pricing implications of the substantial proportion of equity portfolios that are managed on an agency basis. Portfolio managers who act as agents are assumed toExpand
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Multiple dimensions of family engagement in early childhood education: Evidence for a short form of the Family Involvement Questionnaire
Abstract The primary aim of this study was to develop and validate a short form of the 42-item Family Involvement Questionnaire (FIQ) for use in preschool. Empirical evidence derived from aExpand
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Building a National Neighborhood Dataset From Geotagged Twitter Data for Indicators of Happiness, Diet, and Physical Activity
Background Studies suggest that where people live, play, and work can influence health and well-being. However, the dearth of neighborhood data, especially data that is timely and consistent acrossExpand
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Dollar Cost Averaging
Dollar Cost Averaging is a strategy for purchasing equity securities that is widely recommended by professional investment advisors and commentators, but which has been virtually ignored by academicExpand
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Valuation-Indifferent Weighting for Bonds
In historical testing, valuation-indifferent weighting applied to U.S. and global equities has produced statistically significant and economically large outperformance when compared with traditionalExpand
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Charge-statistics separation and probing non-Abelian states
Several states were proposed as candidates for the $\nu=5/2$ quantum Hall plateau. We suggest an experiment which can determine the physical state. The proposal involves transport measurements in theExpand
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Cyclicality in Stock Market Volatility and Optimal Portfolio Allocation
Stock market volatility is not constant over time. It exhibits cyclicality, with higher volatility in bear market cycles and lower volatility in bull market cycles. Failure to take into account thisExpand
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A possible mechanism for the occurrence of wintertime extreme precipitation events over South China
This study examines the formation of circulation patterns favorable to wintertime extreme precipitation events over South China between 1979 and 2013. During these extreme precipitation events, aExpand
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Bias dependent tunneling in ferromagnetic junctions and inversion of the tunneling magnetoresistance from a quantum mechanical point of view
In the framework of the free-electron approximation, we have developed a quantum mechanical treatment for describing the bias dependent tunneling in FM/I/FM ferromagnetic junctions. In our theory,Expand
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A Study of Low-Volatility PortfolioConstruction Methods
In this study, the authors examine the hypothetical performance of various low volatility strategies in historical U.S., global developed, and emerging markets. The strategies we replicatedExpand
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