Publications

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1

HOGWILD!: A Lock-Free Approach to Parallelizing Stochastic Gradient Descent

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently ...

Nested clade analyses of phylogeographic data: testing hypotheses about gene flow and population history

Since the 1920s, population geneticists have had measures that describe how genetic variation is distributed spatially within a species’ geographical range. Modern genetic surve...

Positive Natural Selection in the Human Lineage

Positive natural selection is the force that drives the increase in prevalence of advantageous traits, and it has played a central role in our development as a species. Until re...

Separating population structure from population history: a cladistic analysis of the geographical distribution of mitochondrial DNA haplotypes in the tiger salamander, Ambystoma tigrinum.

Abstract Nonrandom associations of alleles or haplotypes with geographical location can arise from restricted gene flow, historical events (fragmentation, range expansion, colon...

Phylogeographic studies in plants: problems and prospects

Genetic structuring of plant populations is strongly influenced by both common ancestry and current patterns of interpopulation genetic exchange. The interaction of these two fo...

Cryptogenic Cirrhosis: Clinical Characterization and Risk Factors for Underlying Disease

We characterized 70 consecutive patients with cryptogenic cirrhosis to assess major risks for liver disease. Each patient was reevaluated for past alcohol exposure, scored by th...

In transaction cost economics, trust has been treated as redundant or even misleading.This study tested the effects of governance and trust on the risk perceived by agents of fi...

fastDNAml: a tool for construction of phylogenetic trees of DNA sequences using maximum likelihood

We have developed a new tool, called fastDNAml, for constructing phylogenetic trees from DNA sequences. The program can be run on a wide variety of computers ranging from Unix w...

Americans View Their Mental Health, 1957

In 1957, the United States Congress established the Joint Commission on Mental Illness and Health to evaluate the nation's resources for coping with both the psychological and e...

Numerical Simulation of Reactive Flow

Reactive flows encompass a broad range of physical phenomena, interacting over many different time and space scales. Such flows occur in combustion, chemical lasers, the earth's...

Markov Chains

Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculat...