Publications
Explore 7,142 academic publications
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 ...
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...
DETERMINATION OF SERUM PROTEINS BY MEANS OF THE BIURET REACTION
In the course of an investigation of the biochemical changes following experimental liver injury we felt the need of a simple, rapid, and accurate method for determining the pro...
Object recognition from local scale-invariant features
An object recognition system has been developed that uses a new class of local image features. The features are invariant to image scaling, translation, and rotation, and partia...
Regularization Paths for Generalized Linear Models via Coordinate Descent
We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, two-class logistic regression, and multi- nom...
A Survey of Corporate Governance
ABSTRACT This article surveys research on corporate governance, with special attention to the importance of legal protection of investors and of ownership concentration in corpo...
Confirmatory factor analysis for applied research
With its emphasis on practical and conceptual aspects, rather than mathematics or formulas, this accessible book has established itself as the go-to resource on confirmatory fac...