Search Results - "O'Doherty, Michael"
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False Discovery Rates in PET and CT Studies with Texture Features: A Systematic Review
Published in PloS one (04-05-2015)“…A number of recent publications have proposed that a family of image-derived indices, called texture features, can predict clinical outcome in patients with…”
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Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly
Published in The Journal of finance (New York) (01-04-2016)“…Prior studies find that a strategy that buys high-beta stocks and sells low-beta stocks has a significantly negative unconditional capital asset pricing model…”
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Stocks for the long run? Evidence from a broad sample of developed markets
Published in Journal of financial economics (01-01-2022)“…We characterize the distribution of long-term equity returns based on the historical record of stock market performance in a broad cross section of 39…”
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On the performance of volatility-managed portfolios
Published in Journal of financial economics (01-10-2020)“…Using a comprehensive set of 103 equity strategies, we analyze the value of volatility-managed portfolios for real-time investors. Volatility-managed…”
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On the Economic Significance of Stock Return Predictability
Published in Review of Finance (15-03-2023)“…Abstract We study the effects of time-varying volatility and investment horizon on the economic significance of stock market return predictability from the…”
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Tax uncertainty and retirement savings diversification
Published in Journal of financial economics (01-12-2017)“…We investigate the optimal savings decisions for investors with access to pre-tax (traditional) and post-tax (Roth) versions of tax-advantaged retirement…”
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Role of imaging in the staging and response assessment of lymphoma: consensus of the International Conference on Malignant Lymphomas Imaging Working Group
Published in Journal of clinical oncology (20-09-2014)“…Recent advances in imaging, use of prognostic indices, and molecular profiling techniques have the potential to improve disease characterization and outcomes…”
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Job postings and aggregate stock returns
Published in Journal of financial markets (Amsterdam, Netherlands) (01-06-2023)“…The job openings-to-employment ratio (JOE), defined as the number of job postings divided by the employment level, is among the strongest known predictors of…”
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Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters
Published in Journal of business & economic statistics (02-10-2019)“…The ICAPM implies that the market's conditional expected return is proportional to its conditional variance and that the reward-to-risk ratio equals the…”
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PET-CT for staging and early response: results from the Response-Adapted Therapy in Advanced Hodgkin Lymphoma study
Published in Blood (24-03-2016)“…International guidelines recommend that positron emission tomography-computed tomography (PET-CT) should replace CT in Hodgkin lymphoma (HL). The aims of this…”
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Positron Emission Tomography Score Has Greater Prognostic Significance Than Pretreatment Risk Stratification in Early-Stage Hodgkin Lymphoma in the UK RAPID Study
Published in Journal of clinical oncology (10-07-2019)“…Accurate stratification of patients is an important goal in Hodgkin lymphoma (HL), but the role of pretreatment clinical risk stratification in the context of…”
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Concordance between four European centres of PET reporting criteria designed for use in multicentre trials in Hodgkin lymphoma
Published in European journal of nuclear medicine and molecular imaging (01-10-2010)“…Purpose To determine if PET reporting criteria for the Response Adapted Treatment in Hodgkin Lymphoma (RATHL) trial could enable satisfactory agreement to be…”
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Quantification of Absolute Myocardial Perfusion in Patients With Coronary Artery Disease
Published in Journal of the American College of Cardiology (16-10-2012)“…Objectives The aim of this study was to compare fully quantitative cardiovascular magnetic resonance (CMR) and positron emission tomography (PET) myocardial…”
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Asset-pricing anomalies at the firm level
Published in Journal of econometrics (01-05-2015)“…We introduce a hierarchical Bayes approach to model conditional firm-level alphas as a function of firm characteristics. Our empirical framework is motivated…”
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Quantification of Absolute Myocardial Perfusion in Patients With Coronary Artery Disease: Comparison Between Cardiovascular Magnetic Resonance and Positron Emission Tomography
Published in Journal of the American College of Cardiology (16-10-2012)“…The aim of this study was to compare fully quantitative cardiovascular magnetic resonance (CMR) and positron emission tomography (PET) myocardial perfusion and…”
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Evaluating Hedge Funds with Pooled Benchmarks
Published in Management science (01-01-2016)“…The evaluation of hedge fund performance is challenging given the flexible nature of hedge funds' strategies and their lack of operational transparency. As a…”
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FDG‐PET/CT after two cycles of R‐CHOP in DLBCL predicts complete remission but has limited value in identifying patients with poor outcome – final result of a UK National Cancer Research Institute prospective study
Published in British journal of haematology (01-02-2021)“…Summary The UK National Cancer Research Institute initiated a prospective study (UKCRN‐ID 1760) to assess the prognostic value of early fluorodeoxyglucose…”
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On the Conditional Risk and Performance of Financially Distressed Stocks
Published in Management science (01-08-2012)“…Several recent articles find that stocks with high probabilities of bankruptcy or default earn anomalously low returns and negative unconditional capital asset…”
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Hedge Fund Replication: A Model Combination Approach
Published in Review of Finance (01-07-2017)“…Recent years have seen increased demand from institutional investors for passive replication products that track the performance of hedge fund strategies using…”
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