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Full-Text Articles in Social and Behavioral Sciences
Systematic Risk-Factors Among U.S. Stock Market Sectors, Maksim V. Papenkov
Systematic Risk-Factors Among U.S. Stock Market Sectors, Maksim V. Papenkov
Economics
The Capital Asset Pricing Model (CAPM) and its extensions are a family of empirical asset pricing models which partition risk as either "systematic" (market-wide) or "idiosyncratic" (stock-specific). Examples of systematic risk-factors include the market return, company size, and company value. Within the framework of the CAPM-family of models, it is assumed that the effects of these systematic risk-factors are homogenous among sectors. This paper develops an extension to the CAPM relaxing this assumption, by directly comparing these systematic risk-factors at the sector-level. Utilizing CRSP and Compustat data, systematic risk-factor premiums are estimated for each sector, which demonstrates heterogeneity, with respect …
Using Eeg Data To Predict Engagement In Face-To-Face Conversations, Brooke Maddestra
Using Eeg Data To Predict Engagement In Face-To-Face Conversations, Brooke Maddestra
Theses : Honours
To date engagement in face-to-face conversation has been studied almost exclusively through the post event measurement of self-reporting surveys or questionnaires. Electroencephalography (EEG) has been used for decades to examine brain activity for both research and diagnostic purposes. Medical grade EEG equipment is both costly and confined to being used within laboratory settings. With the recent advent of off-the-shelf consumer grade portable EEG-devices, novel psychological research on cognitive computations that have traditionally been confined to self-report, is now a reality. Although it is well documented that people use their cognitive abilities during conversations, an extensive literature search found no studies …
Examining The Low Volatility Anomaly In Stock Prices, Munish Malhotra
Examining The Low Volatility Anomaly In Stock Prices, Munish Malhotra
Electronic Theses and Dissertations
Modern portfolio theory states that investments with greater beta, a common measure of risk, require greater returns from investors in order to compensate them for taking greater risk. Therefore, under the premise that market participants act rationally and therefore markets run efficiently, investments with higher beta should generate higher returns vis-à-vis investments with lower beta over the long run. In fact, many studies suggest that investments with lower beta actually generate equal to or higher returns relative to investments with higher beta. In looking at data for the S&P 500 going back 22 years between 1990 and 2012, this study …
Dissociation Of Β1 And Β2 Adrenergic Receptor Subtypes In Retrieval And Reconsolidation Of A Cocaine Conditioned Place Preference, Michael Fitzgerald
Dissociation Of Β1 And Β2 Adrenergic Receptor Subtypes In Retrieval And Reconsolidation Of A Cocaine Conditioned Place Preference, Michael Fitzgerald
Theses and Dissertations
Drug-seeking behavior is maintained by encounters with drug-associated cues, and disrupting retrieval or reconsolidation of the drug-cue associations could reduce the risk of relapse. Previous work has shown beta-adrenergic receptor (beta-AR) antagonists can prevent retrieval or reconsolidation of a cocaine conditioned place preference (CPP) when administered either before or after test, respectively (Otis and Mueller, 2011; Otis et al., 2013). However, the specific beta-AR subtypes that mediate retrieval and reconsolidation of a cocaine CPP remain unknown. Here we used selective blockade of & beta-1 or beta-2-AR subtypes to determine the effects on retrieval and reconsolidation of a cocaine CPP. During …