Sentence examples for lag relation from inspiring English sources

The ordinary and helical piles movement is happened after soil surface movement which represents time lag relation and more than 80% took place during period (20 30) days of saturation.

(2002) use a similar sample and find a strong negative first-lag relation for extremely negative returns.

The diffusion time-lag relation was applied in an expanded form to include contributions of immobilization and relaxation.

Analyzing NYSE stocks from 1988 to 1998, Chordia and Subrahmanyam (2004) find a strong positive first-lag relation, which is most pronounced in the three smallest size quartiles.

However, similar to the conditional lagged relation discussed in Sect.

Table 9 shows the regression results for the unconditional lagged relation.

Studies with more recent sample periods mainly focus on the unconditional lagged relation.

Table 8 reports the regression results for the conditional lagged relation.

The models used in these papers can be broadly classified into two categories: one group tries to forecast returns from (only) past order imbalances (unconditional lagged relation), the other aims at explaining returns using current and past order imbalances (concurrent and conditional lagged relation).

The fixed-effects regression model for the unconditional lagged relation is given by begin{aligned} tilde{R}_{i,t}=sum _{k=1}^K beta _k^u tilde{I}_{i,t-k}+tilde{epsilon }_{i,t}^u, end{aligned} (6 with analogous definitions.

The fixed-effects regression model for the conditional lagged relation is specified as begin{aligned} tilde{R}_{i,t}=sum _{k=0}^K beta _k^c tilde{I}_{i,t-k}+tilde{epsilon }_{i,t}^c, end{aligned} (5 where K is the highest order imbalance lag included, and (epsilon _{i,t}^c) is the error term for stock i at time t.