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I test the disposition effect, the tendency of investors to hold losing investments too long and sell winning investments too soon, by analyzing trading records for 10,000 accounts at a large discount brokerage house. These investors demonstrate a strong preference for realizing winners rather than losers. Their behavior does not appear to be motivated by a(More)
  • ROBERT R. GRAUER, Avi Bick, +9 authors John Janmaat
  • 1999
In this paper, I set up scenarios where the mean-variance capital asset pricing model is true and where it is false. Then I investigate whether the coefficients from regressions of population expected excess returns on population betas, and expected excess returns on betas and size, allow us to distinguish between the scenarios. I show that the coefficients(More)
We present a simple and efficient method for the extraction of thermal channel noise of MOS FET's in quarter and sub-quarter micron technologies from NF50 (noise figure at 50 Ohm source resistance) measurements. For shorter channel lengths the experimental results shows a continuously rising deviation from the classical long channel theory [1]. For a 0.18(More)
This paper presents a new framework for Metadata Visualization Systems called VisMeB (Visual Metadata Browser). It is based upon redesign ideas from the INSY-DER 1 System that were come under extensive evaluations. The aim of our approach is to improve the process of finding relevant information in an intuitive yet multifunc-tional way. We use a ScatterPlot(More)
BACKGROUND The CDK inhibitor Sic1 must be phosphorylated on at least six sites in order to allow its recognition by the SCF ubiquitin ligase subunit Cdc4. However, because Cdc4 appears to have only a single phospho-epitope binding site, the apparent cooperative dependence on the number of phosphorylation sites in Sic1 cannot be accounted for by traditional(More)
We present a new visualization approach for metadata combining different visualizations into a so-called Su-perTable accompanied by a Scatterplot. The goal is to improve user experience during the information seeking process. Our new visualizations are based on our experiences developing a visual information retrieval system called INSYDER to supply small(More)
The discrete-time dynamic investment model, using only historical data in various asset-allocation settings, often produces significant abnormal returns. However, the model does not choose the diversified portfolios that theory suggests it should. Therefore, in this paper, we compare the investment policies and returns of the model with and without(More)