Over the last few years, transaction cost analysis has been one of the biggest areas of
investment for both the buy and sell side of the equity industry. This increased focus has led to …

Systematic momentum trading is a prevalent risk premium strategy in different portfolios.
This paper focuses on the performance of the managed futures strategy based on the …

We introduce a new form of volatility index, the cross-sectional volatility index. Through formal
central limit arguments, we show that the cross-sectional dispersion of stock returns can …

Over the last few years, transaction cost analysis has been one of the biggest areas of
investment for both the buy and sell side of the equity industry. This increased focus has led to …

One of the biggest challenges in the development of a biological self-healing concrete is to
ensure the long-term viability of bacteria that are embedded in the concrete. In the present …

Objective. Hepatitis C virus infection (HCV) has a high rate of chronic evolution; however,
the underlying mechanisms remain to be elucidated. We investigated natural clinical, …

One great idea became reality. It would not have been possible without all of you, for which
we are grateful. A pioneering endeavor in many different aspects and in challenging times. …