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Lead–lag Effect
A lead–lag effect, especially in economics, describes the situation where one (leading) variable is cross-correlated with the values of another (lagging) variable at later times. In nature and climate, bigger systems often display more pronounced lag effects. The Arctic Sea Ice minimum is on September 17, three months after the peak in daylight (sunshine) hours in the northern hemisphere, according to NASA. For example, economists have found that in some circumstances there is a lead-lag effect between large-capitalization and small-capitalization stock-portfolio prices.Andrew W. Lo Andrew Wen-Chuan Lo () (born 1960) is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo is the author of many academic articles in finance and financial economics. He founded AlphaSimplex Group in 1 ... and A. Craig MacKinlay, "When are contrarian profits due to stock market overreaction," ''Review of Financial Studies'' 3 (2), 175-205 (1990). (A lo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Economics
Economics () is the social science that studies the production, distribution, and consumption of goods and services. Economics focuses on the behaviour and interactions of economic agents and how economies work. Microeconomics analyzes what's viewed as basic elements in the economy, including individual agents and markets, their interactions, and the outcomes of interactions. Individual agents may include, for example, households, firms, buyers, and sellers. Macroeconomics analyzes the economy as a system where production, consumption, saving, and investment interact, and factors affecting it: employment of the resources of labour, capital, and land, currency inflation, economic growth, and public policies that have impact on these elements. Other broad distinctions within economics include those between positive economics, describing "what is", and normative economics, advocating "what ought to be"; between economic theory and applied economics; between ratio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cross-correlation
In signal processing, cross-correlation is a measure of similarity of two series as a function of the displacement of one relative to the other. This is also known as a ''sliding dot product'' or ''sliding inner-product''. It is commonly used for searching a long signal for a shorter, known feature. It has applications in pattern recognition, single particle analysis, electron tomography, averaging, cryptanalysis, and neurophysiology. The cross-correlation is similar in nature to the convolution of two functions. In an autocorrelation, which is the cross-correlation of a signal with itself, there will always be a peak at a lag of zero, and its size will be the signal energy. In probability and statistics, the term ''cross-correlations'' refers to the correlations between the entries of two random vectors \mathbf and \mathbf, while the ''correlations'' of a random vector \mathbf are the correlations between the entries of \mathbf itself, those forming the correlation mat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Andrew W
Andrew is the English form of a given name common in many countries. In the 1990s, it was among the top ten most popular names given to boys in English-speaking countries. "Andrew" is frequently shortened to "Andy" or "Drew". The word is derived from the el, Ἀνδρέας, ''Andreas'', itself related to grc, ἀνήρ/ἀνδρός ''aner/andros'', "man" (as opposed to "woman"), thus meaning "manly" and, as consequence, "brave", "strong", "courageous", and "warrior". In the King James Bible, the Greek "Ἀνδρέας" is translated as Andrew. Popularity Australia In 2000, the name Andrew was the second most popular name in Australia. In 1999, it was the 19th most common name, while in 1940, it was the 31st most common name. Andrew was the first most popular name given to boys in the Northern Territory in 2003 to 2015 and continuing. In Victoria, Andrew was the first most popular name for a boy in the 1970s. Canada Andrew was the 20th most popular name chosen for ma ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
