In this paper, we analyze US stock market with a new 5-factor model in Zhou and Li (2016) [1]. Data we use are 48 industry portfolios (Jul. 1963-Jan. 2017). Parameters are estimated by MLE. LR and KS are used for mode...In this paper, we analyze US stock market with a new 5-factor model in Zhou and Li (2016) [1]. Data we use are 48 industry portfolios (Jul. 1963-Jan. 2017). Parameters are estimated by MLE. LR and KS are used for model diagnostics. Model comparison is done with AIC. The results show Fama-French 5 factors are still alive. This new model in Zhou and Li (2016) [1] fits the data better than the one in Fama and French (2015) [2].展开更多
In this paper, we empirically test a new model with the data of US services sector, which is an extension of the 5-factor model in Fama and French (2015) [1]. 3 types of 5 factors (Global, North American and US) are c...In this paper, we empirically test a new model with the data of US services sector, which is an extension of the 5-factor model in Fama and French (2015) [1]. 3 types of 5 factors (Global, North American and US) are compared. Empirical results show the Fama-French 5 factors are still alive! The new model has better in-sample fit than the 5-factor model in Fama and French (2015).展开更多
目的探讨血清程序化细胞死亡因子5(programmed cell death factor 5,PDCD5)、血管性血友病因子裂解蛋白酶(a disintegrin-like and metalloprotease with thrombospondin type 1 motif member 13,ADAMTS13)联合全球急性冠状动脉事件注册...目的探讨血清程序化细胞死亡因子5(programmed cell death factor 5,PDCD5)、血管性血友病因子裂解蛋白酶(a disintegrin-like and metalloprotease with thrombospondin type 1 motif member 13,ADAMTS13)联合全球急性冠状动脉事件注册(Global Registry of Acute Coronary Events,GRACE)评分对急性心源性胸痛(acute cardiogenic chest pain,ACCP)的诊断及预后价值。方法选取平煤神马医疗集团总医院2022年11月—2024年11月收治的208例急性胸痛患者纳入研究,患者分为ACCP组(n=116)和非ACCP组(n=92),ELISA试剂盒检测血清PDCD5、ADAMTS13水平;ACCP患者根据GRACE评分分为低危组(n=39)、中危组(n=52)和高危组(n=25);随访ACCP患者出院预后,根据实际情况分为死亡组(n=45)和存活组(n=71);采用受试者工作特征曲线分析血清PDCD5、ADAMTS13以及GRACE评分联合对ACCP及其预后的诊断价值。结果与非ACCP组比较,ACCP组血清PDCD5水平和GRACE评分均升高,血清ADAMTS13水平降低(P<0.05);血清PDCD5、ADAMTS13水平以及GRACE评分单独及联合诊断患者发生ACCP的AUC分别为0.788、0.740、0.889、0.942,三者联合优于各自单独诊断(P<0.05);与低危组比较,中、高危组血清PDCD5水平升高,血清ADAMTS13水平降低(P<0.05);与中危组比较,高危组血清PDCD5水平升高,血清ADAMTS13水平降低(P<0.05);与生存组比较,死亡组血清PDCD5水平和GRACE评分均升高,血清ADAMTS13水平降低(P<0.05);血清PDCD5、ADAMTS13、GRACE评分单独及联合诊断ACCP患者死亡的AUC分别为0.834、0.858、0.760、0.956,联合AUC高于各指标单独AUC(P<0.05)。结论ACCP患者血清PDCD5水平升高、ADAMTS13水平降低,二者联合GRACE评分对ACCP及其预后具有较高的诊断价值。展开更多
文摘In this paper, we analyze US stock market with a new 5-factor model in Zhou and Li (2016) [1]. Data we use are 48 industry portfolios (Jul. 1963-Jan. 2017). Parameters are estimated by MLE. LR and KS are used for model diagnostics. Model comparison is done with AIC. The results show Fama-French 5 factors are still alive. This new model in Zhou and Li (2016) [1] fits the data better than the one in Fama and French (2015) [2].
文摘In this paper, we empirically test a new model with the data of US services sector, which is an extension of the 5-factor model in Fama and French (2015) [1]. 3 types of 5 factors (Global, North American and US) are compared. Empirical results show the Fama-French 5 factors are still alive! The new model has better in-sample fit than the 5-factor model in Fama and French (2015).
文摘目的探讨血清程序化细胞死亡因子5(programmed cell death factor 5,PDCD5)、血管性血友病因子裂解蛋白酶(a disintegrin-like and metalloprotease with thrombospondin type 1 motif member 13,ADAMTS13)联合全球急性冠状动脉事件注册(Global Registry of Acute Coronary Events,GRACE)评分对急性心源性胸痛(acute cardiogenic chest pain,ACCP)的诊断及预后价值。方法选取平煤神马医疗集团总医院2022年11月—2024年11月收治的208例急性胸痛患者纳入研究,患者分为ACCP组(n=116)和非ACCP组(n=92),ELISA试剂盒检测血清PDCD5、ADAMTS13水平;ACCP患者根据GRACE评分分为低危组(n=39)、中危组(n=52)和高危组(n=25);随访ACCP患者出院预后,根据实际情况分为死亡组(n=45)和存活组(n=71);采用受试者工作特征曲线分析血清PDCD5、ADAMTS13以及GRACE评分联合对ACCP及其预后的诊断价值。结果与非ACCP组比较,ACCP组血清PDCD5水平和GRACE评分均升高,血清ADAMTS13水平降低(P<0.05);血清PDCD5、ADAMTS13水平以及GRACE评分单独及联合诊断患者发生ACCP的AUC分别为0.788、0.740、0.889、0.942,三者联合优于各自单独诊断(P<0.05);与低危组比较,中、高危组血清PDCD5水平升高,血清ADAMTS13水平降低(P<0.05);与中危组比较,高危组血清PDCD5水平升高,血清ADAMTS13水平降低(P<0.05);与生存组比较,死亡组血清PDCD5水平和GRACE评分均升高,血清ADAMTS13水平降低(P<0.05);血清PDCD5、ADAMTS13、GRACE评分单独及联合诊断ACCP患者死亡的AUC分别为0.834、0.858、0.760、0.956,联合AUC高于各指标单独AUC(P<0.05)。结论ACCP患者血清PDCD5水平升高、ADAMTS13水平降低,二者联合GRACE评分对ACCP及其预后具有较高的诊断价值。
