Sentence examples for unconditional relation from inspiring English sources

For the unconditional relation, size interaction terms decrease in magnitude, whereas liquidity interaction terms increase.

For the question of return predictability from past order imbalances (unconditional relation), our results are partly confirmatory.

For the unconditional relation (which allows forecasting returns from past order imbalance), our results are qualitatively in line with the literature, but the effects are weaker.

For the unconditional relation, the coefficient for the first order imbalance lag increases for higher order imbalances, but the difference between high and intermediate order imbalance levels is negligible.

The regression model for the unconditional relation is given by begin{aligned} tilde{R}_{i,t}=sum _{k=1}^K beta _k^u tilde{I}_{i,t-k}+ sum _{k=1}^K gamma _k^{lu} tilde{S}_{i,t-k}+ sum _{k=1}^K delta _k^{lu} tilde{S}_{i,t-k} cdot tilde{I}_{i,t-k}+ tilde{epsilon }_{i,t}^{u}, end{aligned} (11 with analogous definitions.

Therefore, in the present paper, we scrutinize concurrent and unconditional relations for the German market and provide results for recent day-to-day effects.

For each regression model, the unconditional relations of the independent variables with research use were tested using one-way Anova.

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).

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

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