On Persistence in Mutual Fund Performance
ABSTRACT Using a sample free of survivor bias, I demonstrate that common factors in stock returns and investment expenses almost completely explain persistence in equity mutual ...
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7,442 publications
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
This paper describes a simple method of calculating a heteroskedasticity and autocorrelation consistent covariance matrix that is positive semi-definite by construction. It also...
Self-Reports in Organizational Research: Problems and Prospects
Self-reports figure prominently in organizational and management research, but there are several problems associated with their use. This article identifies six categories of se...
Probability, Random Variables, and Stochastic Processes.
Part 1 Probability and Random Variables 1 The Meaning of Probability 2 The Axioms of Probability 3 Repeated Trials 4 The Concept of a Random Variable 5 Functions of One Random V...
The variant call format and VCFtools
Abstract Summary: The variant call format (VCF) is a generic format for storing DNA polymorphism data such as SNPs, insertions, deletions and structural variants, together with ...
The Strengthening the Reporting of Observational Studies in Epidemiology (STROBE) Statement: Guidelines for Reporting Observational Studies
Much biomedical research is observational. The reporting of such research is often inadequate, which hampers the assessment of its strengths and weaknesses and of a study's gene...
Inference from Iterative Simulation Using Multiple Sequences
The Gibbs sampler, the algorithm of Metropolis and similar iterative simulation methods are potentially very helpful for summarizing multivariate distributions. Used naively, ho...
Embryonic Stem Cell Lines Derived from Human Blastocysts
Human blastocyst-derived, pluripotent cell lines are described that have normal karyotypes, express high levels of telomerase activity, and express cell surface markers that cha...
New Guidelines to Evaluate the Response to Treatment in Solid Tumors
Anticancer cytotoxic agents go through a process by which their antitumor activity-on the basis of the amount of tumor shrinkage they could generate-has been investigated. In th...
Self—Consistent Molecular Orbital Methods. XII. Further Extensions of Gaussian—Type Basis Sets for Use in Molecular Orbital Studies of Organic Molecules
Two extended basis sets (termed 5–31G and 6–31G) consisting of atomic orbitals expressed as fixed linear combinations of Gaussian functions are presented for the first row atoms...
The Cost of Capital, Corporation Finance and the Theory of Investment
The potential advantages of the market-value approach have long been appreciated; yet analytical results have been meager. What appears to be keeping this line of development fr...