We propose a new methodology for forming arbitrage portfolios that utilizes the information
contained in firm characteristics for both abnormal returns and factor loadings. The …

Momentum strategies exhibit rare but dramatic losses (crashes), which we show are a result
of the leverage dynamics of stocks in the momentum portfolio. When the economy is in a …

Interleukin-18 (IL-18) is a member of the IL-1 family of cytokines. Similar to IL-1β, IL-18 is
synthesized as an inactive precursor requiring processing by caspase-1 into an active cytokine …

The United Nations Principles for Responsible Investment (PRI) is the largest global
environmental, social, and governance (ESG) initiative in the asset-management industry to date. …

We analyze the active mutual fund managers’ commitment to ESG using the largest global
ESG initiative in the asset management industry to date: United Nations Principles for …

YAP (Yes-associated protein) is a transcription co-activator in the Hippo tumour suppressor
pathway and controls cell growth, tissue homeostasis and organ size. YAP is inhibited by the …

Mass spectrometry (MS) of glycoproteins is an emerging field in proteomics, poised to meet
the technical demand for elucidation of the structural complexity and functions of the …

There is increasing interest in vanadium redox flow batteries (VRFBs) for large scale-energy
storage systems. Vanadium electrolytes which function as both the electrolyte and active …

In the note, a generalized disturbance observer capable of estimating higher order disturbances
in the time series expansion is newly proposed. Initiated from a constant disturbance …

Among the 11 members of the IL-1 family cytokines, the precursors of IL-1α, IL-1β, and IL-33
have relatively long N-terminal pro-sequences of approximately 100 amino acid residues …