Marti Hearst

Known as: Marti A. Hearst 
Marti Hearst is a professor in the School of Information at the University of California, Berkeley. She did early work in corpus-based computational… (More)
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Topic mentions per year

Topic mentions per year

1993-2016
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Papers overview

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2012
2012
This paper contains an analysis of incomplete market models with finitely but arbitrarily many heterogeneous agents. We discuss… (More)
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Review
2012
Review
2012
Non-Gaussian beam profiles such as Bessel or annular beams enable novel approaches to modifying materials through laser-based… (More)
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2007
2007
This paper develops a rational, liquidity-based model of closed-end funds (CEFs) that provides an economic motivation for the… (More)
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2007
2007
Using data on all corporate bond loans by one of the world’s largest custodian banks, we study the main determinants of shorting… (More)
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2005
2005
This paper analyzes the behavior of stock prices around ex-dividend days after the implementation of the 1986 Tax Reform Act that… (More)
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2005
2005
Ce document a été préparé avec L AT E X2ε et la classe these-LINA version 0.92 de l'as-sociation de jeunes chercheurs en… (More)
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2004
2004
This paper investigates real options behavior in capital budgeting decisions using a firm-level panel data set of U.S. companies… (More)
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2002
2002
This paper extends the class of stochastic volatility diffusions for asset returns to encompass Poisson jumps of time-varying… (More)
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2000
2000
  • Simon Benninga, Joram Mayshar, Yaacov Bergman, Günter Franke, Bjarne Astrup
  • 2000
An economy with agents having constant yet heterogeneous degrees of relative risk aversion prices assets as though there were a… (More)
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1999
1999
That information surprises result in discontinuous interest rates is no surprise to participants in the bond markets. We develop… (More)
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