This paper proposes a two-step procedure to back out the conditional alpha of a given stock using high-frequency data. We rst estimate the realized factor loadings of the stocks, and then retrieve their conditional alphas ...

The authors revisit the evidence presented in Martinez et al. using new data and estimation techniques that take into account unobserved firm heterogeneity. The results of the earlier study are found to be robust to the ...

The objective of this study was to analyze the performance of Brazilian equity investment funds between 2014 and 2020 compared to their respective benchmarks, and whether those referenced on the Ibovespa presented a higher ...

Background: Stroke is largely preventable, and therefore, a better understanding of risk factors is an essential step in reducing the population stroke rate and resulting disease burden in Arab countries. Summary: We ...

Objective: The objective of this study is to evaluate the effect of risk factors on infant development, among low socioeconomic children born under optimal biological conditions, and who are exposed to adverse social ...

Introduction: The research work refers to factors associated with the preterm maternity area of the Vicente Corral Moscoso Hospital, a health problem that affects the population rapidly. Objective: to determine the ...

Background: Estimating and analyzing trends and patterns of health loss are essential to promote efficient resource allocation and improve Peru’s healthcare system performance. Methods: Using estimates from the Global ...

Objective To assess several baseline risk factors that may predict patellofemoral and tibiofemoral cartilage loss during a 6-month period. Methods For 177 subjects with chronic knee pain, 3T magnetic resonance imaging (MRI) ...