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Jock D. Mackinlay
Known as:
Jock Mackinlay
, MacKinlay
Jock D. Mackinlay (born 1952) is an American information visualization expert and Vice President of Research and Design at Tableau Software. With…
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Related topics
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7 relations
Computer science
George G. Robertson
Information visualization
Information visualization reference model
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Papers overview
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Highly Cited
2015
Highly Cited
2015
Horizon Pricing
Avi Kamara
,
Robert A. Korajczyk
,
Xiaoxia Lou
,
Ronnie Sadka
Journal of Financial and Quantitative Analysis
2015
Corpus ID: 44655924
The literature documents heterogeneity in the delay of stock price reaction to systematic shocks, implying that asset risk…
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Review
2014
Review
2014
The Capital Asset Pricing Model: An Overview of the Theory
Mona A. ElBannan
2014
Corpus ID: 262057900
Although the Capital Asset Pricing Model (CAPM) has been one of the most useful and frequently used theories in determining the…
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2011
2011
Short‐term momentum patterns in stock and sectoral returns: evidence from India
S. Sehgal
,
Sakshi Jain
2011
Corpus ID: 73545995
Purpose - The purpose of this paper is to evaluate if there are any momentum patterns in stock and sectoral returns and if they…
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Review
2008
Review
2008
Understanding Spirituality and Religiosity in the Transgender Community: Implications for Aging
J. Kidd
,
T. Witten
2008
Corpus ID: 142636500
ABSTRACT Given that the established Gerontological literature on the long-term negative impact of violence, abuse, and other…
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Highly Cited
2003
Highly Cited
2003
The Price is (Almost) Right
Randolph B. Cohen
,
Christopher Polk
,
Tuomo Vuolteenaho
2003
Corpus ID: 54963101
Most previous research tests market efficiency and asset pricing models using average abnormal trading profits on dynamic trading…
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Highly Cited
2001
Highly Cited
2001
A Simple Framework for Analyzing Bull and Bear Markets
A. Pagan
,
Kirill Sossounov
2001
Corpus ID: 14346763
Bull and bear markets are a common way of describing cycles in equity prices. To fully describe such cycles one would need to…
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2001
2001
Economic sources of asymmetric cross-correlation among stock returns
C. Yu
,
Chunchi Wu
2001
Corpus ID: 28171309
2001
2001
The power and size of mean reversion tests
Kent Daniel
2001
Corpus ID: 35463920
Highly Cited
2000
Highly Cited
2000
On Testing the Random Walk Hypothesis: A Model-Comparison Approach
A. F. Darrat
,
M. Zhong
2000
Corpus ID: 16605008
The main intention of this paper is to investigate, with new daily data, whether prices in the two Chinese stock exchanges…
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Highly Cited
1999
Highly Cited
1999
Bayesian Estimation of Continuous-Time Finance Models 1 Introduction
C. S. Jones
,
Michael W. Brandt
,
+5 authors
Robert
1999
Corpus ID: 5249454
A new Bayesian method is proposed for the analysis of discretely sampled diffusion processes. The method, which is termed high…
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