Predicting excess stock returns out of sample: Can anything beat the historical average?
JY Campbell, SB Thompson - The Review of Financial Studies, 2008 - academic.oup.com
Goyal and Welch ( 2007 ) argue that the historical average excess stock return forecasts
future excess stock returns better than regressions of excess returns on predictor variables. In …
future excess stock returns better than regressions of excess returns on predictor variables. In …
Simple formulas for standard errors that cluster by both firm and time
SB Thompson - Journal of financial Economics, 2011 - Elsevier
When estimating finance panel regressions, it is common practice to adjust standard errors
for correlation either across firms or across time. These procedures are valid only if the …
for correlation either across firms or across time. These procedures are valid only if the …
Seismic stratigraphy and global changes of sea level: Part 2. The depositional sequence as a basic unit for stratigraphic analysis: Section 2. Application of seismic …
RM Mitchum Jr, PR Vail, S Thompson III - 1977 - archives.datapages.com
A depositional sequence is a stratigraphic unit composed of a relatively conformable succession
of genetically related strata and bounded at its top and base by unconformities or their …
of genetically related strata and bounded at its top and base by unconformities or their …
Transition-metal-catalyzed C–H alkylation using alkenes
Alkylation reactions represent an important organic transformation to form C–C bonds. In
addition to conventional approaches with alkyl halides or sulfonates as alkylating agents, the …
addition to conventional approaches with alkyl halides or sulfonates as alkylating agents, the …
Information disclosure on mobile devices: Re-examining privacy calculus with actual user behavior
The use of mobile applications continues to experience exponential growth. Using mobile
apps typically requires the disclosure of location data, which often accompanies requests for …
apps typically requires the disclosure of location data, which often accompanies requests for …
A fluorophore ligase for site-specific protein labeling inside living cells
…, KA White, H Baruah, S Thompson… - Proceedings of the …, 2010 - National Acad Sciences
Biological microscopy would benefit from smaller alternatives to green fluorescent protein
for imaging specific proteins in living cells. Here we introduce PRIME (PRobe Incorporation …
for imaging specific proteins in living cells. Here we introduce PRIME (PRobe Incorporation …
Cross-sectional forecasts of the equity premium
C Polk, S Thompson, T Vuolteenaho - Journal of Financial Economics, 2006 - Elsevier
If investors are myopic mean-variance optimizers, a stock's expected return is linearly related
to its beta in the cross-section. The slope of the relation is the cross-sectional price of risk, …
to its beta in the cross-section. The slope of the relation is the cross-sectional price of risk, …
Sound alters visual evoked potentials in humans
L Shams, Y Kamitani, S Thompson, S Shimojo - Neuroreport, 2001 - journals.lww.com
When a single flash is accompanied by two auditory beeps, the single flash is perceived as
two flashes. We investigated whether this crossmodal influence on visual perception occurs …
two flashes. We investigated whether this crossmodal influence on visual perception occurs …
Flex ddG: Rosetta ensemble-based estimation of changes in protein–protein binding affinity upon mutation
Computationally modeling changes in binding free energies upon mutation (interface ΔΔG)
allows large-scale prediction and perturbation of protein–protein interactions. Additionally, …
allows large-scale prediction and perturbation of protein–protein interactions. Additionally, …
Volatility comovement: a multifrequency approach
We implement a multifrequency volatility decomposition of three exchange rates and show
that components with similar durations are strongly correlated across series. This motivates a …
that components with similar durations are strongly correlated across series. This motivates a …