Search Results

Les crédits nouveaux à l’habitat consentis aux ménages en 2007,
E. Fam, in Bulletin de la Banque de France (2008)
Keywords: Crédits nouveaux à l’habitat, ancien, neuf, amélioration-travaux, répartition des financements.

Les crédits nouveaux à l’habitat consentis aux ménages en 2006,
E. Fam, in Bulletin de la Banque de France (2007)
Keywords: Crédits nouveaux à l’habitat, ancien, neuf, amélioration-travaux, répartition des financements.

Les crédits nouveaux à l’habitat consentis aux ménages en 2005,
E. Fam, in Bulletin de la Banque de France (2006)
Keywords: Crédits nouveaux à l’habitat, ancien, neuf, amélioration-travaux, répartition des financements.

Credit Risk on the Bond Market,
Radek Pluhaø, in Czech Journal of Economics and Finance (Finance a uver) (2001)
Keywords: credit spread; time structure; corporate bonds

Factors Affecting Investment Decision Mediated By Risk Aversion: A Case of Pakistani Investors,
Ahmed Imran Hunjra and Zia Ur Rehman, in International Journal of Economics and Empirical Research (IJEER) (2016)
Keywords: Investment decision, Financial literacy, Stock exchange

Liquidity Provision, Ambiguous Asset Returns and the Financial Crisis,
Willem Spanjers, in Review of Economic Analysis (2018)
Keywords: " Financial Intermediation, Liquidity, Ambiguity, Choquet Expected Utility, Financial Crisis"

Reply to Johansen's comment,
Laurent Laloux, Marc Potters, Jean-Pierre Aguilar and Jean-Philippe Bouchaud, from Science & Finance, Capital Fund Management (2002)

Multidisciplinary background for modeling processes and phenomena related to terrorism,
Gabriela Prelipcean, Irina Caunic and Mircea Boscoianu, in Romanian Journal of Economics (2011)
Keywords: terrorist organizations, mathematical models, interdependent security model

Financing mechanisms of higher education, Case study universities in Germany,
Mahdi Mehdi, Seyed Mehdi Hosseini Davarani and Morteza Firuzabadi, in Journal of financial analysis (2019)
Keywords: financing universities ,input- based mechanism, performance -oriented, Germany

Return Predictability in Emerging Equity Markets,
Ian Garrett and Spyros Spryrou, in Ekonomia (1998)

Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange,
T. Mandalis and Spyros Spyrou, in Ekonomia (2004)

Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets,
Ching-Chin Chou and Show-Lin Chen, in Economics Bulletin (2011)
Keywords: REITS markets, stock markets,causality,wavelet transform

Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets,
Ching-chin Chou and Show-lin Chen, in Economics Bulletin (2011)
Keywords: REITS markets, stock markets, causality, wavelet transform

Individual Investors and R^2,
Jinghan Cai, Jia He, Jibao He and Weili Zhai, in Economics Bulletin (2019)
Keywords: individual investor, R^2, trend investor

Cross-listing in the European ETP market,
Stefano Alderighi, in Economics Bulletin (2020)
Keywords: ETPs,Cross-listing,Price discovery,Best execution

Economic activity and financial markets: the case of air travel in COVID-19 pandemic,
Xiaoyang Wang, Peimin Chen and Jianhe Liu, in Economics Bulletin (2021)
Keywords: COVID-19, economic activity, financial markets, wavelet coherence

Las ventas en corto: información o manipulación,
Mikel Tapia, in Revista de Economía y Finanzas (REyF) (2023)
Keywords: Venta en corto; Regla 201

Breadth of ownership and stock excess returns,
Chunpeng Yang and Xiaoyi Hu, in Pacific-Basin Finance Journal (2019)
Keywords: Breadth of ownership; Buyer-initiated volume; Seller-initiated volume; Stock excess returns;

Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds,
David Bolder and Serge Boisvert, from Bank of Canada (1998)
Keywords: Debt management

The Compound Option Approach to American Options on Jump-Diffusions,
Chandrasekhar Reddy Gukhal, from Society for Computational Economics (2001)
Keywords: Compound options, american options, jump-diffusions

A Heuristic Technique for Model Selection Problems,
Manfred Gilli and Nicolas Roth, from Society for Computational Economics (2002)
Keywords: Heuristic optimization, threshold accepting, model selection,cross-validation, credit spreads.

Arbitraging Arbitrageurs,
Martin E. Ruckes, Mukarram Attari and Antonio S. Mello, from Econometric Society (2004)
Keywords: arbitrage, margin constraints

Arbitraging Arbitrageurs,
Martin E. Ruckes, Mukarram Attari and Antonio S. Mello, from Econometric Society (2004)
Keywords: arbitrage, margin constraints

Network properties of trading,
Ilija Zovko, from Society for Computational Economics (2004)
Keywords: market microstructure, limit order markets, networks

What does the risk-appetite index measure?,
Miroslav Misina, in Economics Bulletin (2003)

International Asset Allocation with Time-Varying Investment Opportunities,
David Blake and Allan Timmermann, from C.E.P.R. Discussion Papers (2002)
Keywords: International asset allocation; Market timing; Uk pension funds; Investment performance

Does U.S. macroeconomic news make emerging financial markets riskier,
Esin Cakan, Nadia Doytch and Kamal Upadhyaya, in Borsa Istanbul Review (2015)
Keywords: Asymmetric GARCH; Emerging markets; Macroeconomic news; Surprises

The nexus between financial mechanisms and economic performance: empirical evidence from Greece,
Doksaki Eftichia, in Entrepreneurship (2024)
Keywords: Direct Finance; Indirect Finance; Real GDP; Economic Performance; Unemployment; Inflation; Financial Development; Macroeconomic Indicators; Generalized Method of Moments; Greece

La hipótesis de eficiencia en los mercados de acciones. El caso del Mercado de Valores de Buenos Aires,
Martín Rossi, in Económica (2000)

La hipótesis de eficiencia en los mercados de acciones. El caso del Mercado de Valores de Buenos Aires,
Martín Rossi, in Económica (2000)

Is the Yardstick ratio “a good yardstick†for stock market valuations?,
Máté Bors, Delong Li and Yiguo Sun, in Economics Bulletin (2021)
Keywords: Market capitalization, VIX, Yardstick ratio.

BLM: bidimensional approach to measure liquidity,
Roberto Pascual, from Universidad Carlos III de Madrid. Departamento de Economía de la Empresa (2000)

Vocabulary Herfindahl Index (VocaHIn): Linguistic dominance and collective effervescence in WallStreetBets,
Ko Hayakawa, Yoichi Otsubo, Ser-huang Poon and Siliang Wei, in Economics Letters (2024)
Keywords: Vocabulary Herfindahl Index (VocaHIn); Collective effervescence; Retail investors; Meme stocks;

INTERCONNECTEDNESS OF BRICS FINANCIAL MARKETS: A SPILLOVER ANALYSIS,
Premananda Meher and Rohita Kumar Mishra, in Review of Economic and Business Studies (2024)
Keywords: BRICS; Financial markets; Spillover effects; Correlation analysis; VAR model

Sea Level Rise Exposure and Municipal Bond Yields,
Paul Goldsmith-Pinkham, Matthew T. Gustafson, Ryan C. Lewis and Michael Schwert, from National Bureau of Economic Research, Inc (2022)

Oil price uncertainty and sovereign risk: Evidence from Asian economies,
Susan Sharma and Kannan Thuraisamy, in Journal of Asian Economics (2013)
Keywords: Oil price uncertainty; Predictability; Asian markets; CDS returns;

The relationship between Asian equity and commodity futures markets,
Kannan Thuraisamy, Susan Sharma and Huson Ali Ahmed, in Journal of Asian Economics (2013)
Keywords: Equity markets; Gold futures; Oil futures; Volatility spillover;

Does peace boost stock prices? Evidence from the Korean stock market,
Inho Lee and Shiyong Yoo, in Journal of Asian Economics (2020)
Keywords: Summit; Event study; Efficient market hypothesis; Cumulative abnormal return; North Korea;

Speed of convergence to market efficiency: The role of ECNs,
Dennis Y. Chung and Karel Hrazdil, in Journal of Empirical Finance (2012)
Keywords: ECN; Speed; Market efficiency; NYSE; Arca;

Do structural breaks in volatility cause spurious volatility transmission?,
Massimiliano Caporin and Farooq Malik, in Journal of Empirical Finance (2020)
Keywords: Volatility; Structural breaks; GARCH;

Biology-induced effects on investor psychology and behavior,
Austin Murphy, in International Review of Financial Analysis (2012)
Keywords: Financial cycle; Psychology; Efficient market; Technical analysis;

The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity,
Daniela Maher and Anokhi Parikh, in International Review of Financial Analysis (2013)
Keywords: Turn of the month; Institutional traders; Liquidity; Market efficiency; Returns;

The role of jump dynamics in the risk–return relationship,
Bala Arshanapalli, Frank Fabozzi and William Nelson, in International Review of Financial Analysis (2013)
Keywords: Time-varying risk premium; Mixed GARCH; Jump diffusion model;

The influence of terrorism risk on stock market integration: Evidence from eight OECD countries,
Seema Narayan, Thai-Ha Le and S. Sriananthakumar, in International Review of Financial Analysis (2018)
Keywords: Domestic terrorism; Foreign terrorism; Stock market integration; DCC; Business cycles; OECD;

Economic policy uncertainty dispersion and excess returns: Evidence from China,
Jianlei Yang, Chunpeng Yang and Xiaoyi Hu, in Finance Research Letters (2021)
Keywords: Economic policy uncertainty; Economic policy uncertainty dispersion; Excess returns; Chinese stock markets;

The impact of the COVID-19 pandemic on dividends,
Kevin Krieger, Nathan Mauck and Stephen W. Pruitt, in Finance Research Letters (2021)
Keywords: COVID-19; Dividends; Payout Policy;

Time weighted price contribution,
Hossein Jahanshahloo and Laima Spokeviciute, in Finance Research Letters (2021)
Keywords: Market Microstructure; Price Discovery; High Frequency Trading; Irregularly Spaced Data;

Structural breaks, macroeconomic fundamentals and cross hedge ratio,
Zhiyuan Pan, Dongli Xiao, Qingma Dong and Li Liu, in Finance Research Letters (2022)
Keywords: Structural breaks; Global policy uncertainty; Cross hedge ratio;

The timeline of trading frictions in the European carbon market,
Vicente Medina, Ángel Pardo and Roberto Pascual, in Energy Economics (2014)
Keywords: European Union Emission Trading Scheme; European Union Allowances; Trading frictions; Informativeness of prices; Market quality; Market microstructure;

Modelling asymmetric volatility in oil prices under structural breaks,
Bradley Ewing and Farooq Malik, in Energy Economics (2017)
Keywords: Oil volatility; Structural breaks; GARCH;

Dynamic connectedness of oil price shocks and exchange rates,
Farooq Malik and Zaghum Umar, in Energy Economics (2019)
Keywords: Oil; Exchange rates; Connectedness;

Financial stabilization policy, market sentiment, and stock market returns,
Jianlei Yang, in Finance Research Letters (2023)
Keywords: Financial stabilization policy; Market sentiment; Stock market returns; Event study;

How do designated market makers create value for small-caps?,
Albert Menkveld and Ting Wang, in Journal of Financial Markets (2013)
Keywords: Designated market maker; Liquidity; Liquidity risk; Small-caps; Abnormal returns;

Volatility transmission between gold and oil futures under structural breaks,
Bradley Ewing and Farooq Malik, in International Review of Economics & Finance (2013)
Keywords: Volatility transmission; Oil volatility; Gold volatility; Structural breaks; GARCH;

Estimating downside risk in stock returns under structural breaks,
Matthew Hood and Farooq Malik, in International Review of Economics & Finance (2018)
Keywords: Volatility; Structural breaks; GARCH;

Is gold the best hedge and a safe haven under changing stock market volatility?,
Matthew Hood and Farooq Malik, in Review of Financial Economics (2013)
Keywords: Hedging; GARCH; Volatility; Gold; Safe haven; Volatility shifts;

Are equities good inflation hedges? A frequency domain perspective,
Cetin Ciner, in Review of Financial Economics (2015)
Keywords: Inflation; Stock returns; Frequency domain;

The effect of volatility persistence on excess returns,
Ajeet Jain and Sascha Strobl, in Review of Financial Economics (2017)
Keywords: Volatility persistence; Volatility; Liquidity; Information asymmetry;

Stock market efficiency and liquidity: The Indonesia Stock Exchange merger,
Ann Shawing Yang and Airin Pangastuti, in Research in International Business and Finance (2016)
Keywords: Stock exchange merger; Liquidity and efficiency; Efficiency theory; Foreign ownership;

Informational inefficiency of Bitcoin: A study based on high-frequency data,
Faisal Nazir Zargar and Dilip Kumar, in Research in International Business and Finance (2019)
Keywords: Bitcoin; Informational efficiency; High-frequency data;

The financial impact of COVID-19: Evidence from an event study of global hospitality firms,
John Clark, Nathan Mauck and Stephen W. Pruitt, in Research in International Business and Finance (2021)
Keywords: COVID-19; Hospitality; Event study; Stock performance;

The role of convenience yield in going-private transactions,
Konstantinos Konstantaras and Vasilios Sogiakas, from Centre for Finance and Investment, Heriot Watt University (2014)
Keywords: Convenience Yields, Liquidity, Delisting

Does the open limit order book matter in explaining long run volatility ?,
Roberto Pascual and David Veredas, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006)
Keywords: limit order book, volatility, electronic order-driven markets,state-sapce models, price formation, market microstructure

Does transparency imply efficiency? The case of the European soccer betting market,
Anastasios Oikonomidis, Alistair C. Bruce and Johnnie E.V. Johnson, in Economics Letters (2015)
Keywords: Efficiency; Transparent market; Favourite-longshot bias;

A modification to the WPC model,
Hossein Jahanshahloo and Laima Spokeviciute, in Economics Letters (2018)
Keywords: Weighted price contribution; Price discovery; High frequency trading;

On the pricing of expected idiosyncratic skewness,
Xiangyu Cui and Zheng Guan, in Economics Letters (2022)
Keywords: Expected idiosyncratic skewness; Probability weighting; Common factor;

Coin concentration of Proof-of-Stake blockchains,
Felix Irresberger and Ruomei Yang, in Economics Letters (2023)
Keywords: Blockchain; Proof-of-stake; Consensus; Decentralization;

Disagreement and the risk-return relation,
Yun Jia and Chunpeng Yang, in Economic Modelling (2017)
Keywords: Disagreement; Risk-return relation; Time-varying effect; Crowded trades; Volatility;

Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks,
Shawkat Hammoudeh, Paulo Araújo Santos and Abdullah Al-Hassan, in The North American Journal of Economics and Finance (2013)
Keywords: Key assets; Value-at-Risk; Optimal portfolios; Efficient frontiers; Risk management;

The term structure of sentiment effect in stock index futures market,
Chunpeng Yang and Bin Gao, in The North American Journal of Economics and Finance (2014)
Keywords: The term structure of sentiment effect; Stock index futures sentiment; Stock index sentiment; Sentiment aggregate effect; Sentiment spillover effect;

Are hated stocks good investments?,
Jouahn Nam, Jun Wang, Cunyu Xing and Ge Zhang, in The North American Journal of Economics and Finance (2018)
Keywords: Analyst recommendations; Hated stocks; Investment performance;

Forecasting risk in the US Dollar exchange rate under volatility shifts,
Hassan Anjum and Farooq Malik, in The North American Journal of Economics and Finance (2020)
Keywords: Exchange rate volatility; Structural breaks; GARCH;

Individual stock sentiment beta and stock returns,
Chunpeng Yang and Xiaoyi Hu, in The North American Journal of Economics and Finance (2021)
Keywords: Individual stock sentiment; Sentiment beta; Firm characteristics; Stock returns;

Financial stability policy and downside risk in stock returns,
Jianlei Yang, in The North American Journal of Economics and Finance (2024)
Keywords: Financial stabilization policy; Downside risk; Downside realized semi-variance;

The impact of mixed-frequency geopolitical risk on stock market returns,
Jianlei Yang and Chunpeng Yang, in Economic Analysis and Policy (2021)
Keywords: Geopolitical risk; Mixed-frequency GPR; Stock market returns; Stock return forecast; MIDAS regression model;

A comment on Paul, Weinbach, and Wilson’s (2004) “Efficient markets, fair bets, and profitability in NBA totals 1995-96 to 2001-02”,
Evan Moore, in The Quarterly Review of Economics and Finance (2021)
Keywords: Efficient markets; Gambling; Sports; Contrarian;

Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez,
Maryam Farboodi, in Journal of Monetary Economics (2017)
Keywords: Banking regulations; Interbank networks; Systemic risk;

Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements,
Adrian Melia, Howard Chan, Paul Docherty and Steve Easton, in Pacific-Basin Finance Journal (2018)
Keywords: SEO; Rights issue; Private placement; Information asymmetry; Demand for capital; Investor sentiment; Market timing;

Do Corporate Name Changes Affect Share Price? An Event Studies Analysis of Corporate Rebranding on the NYSE,
Robert Mayo, from University Library of Munich, Germany (2013)
Keywords: Share price

Tracking Errors of Exchange Traded Funds in Bursa Malaysia,
Alfred Ing-Soon Ku, Venus Liew and Chin-Hong Puah, from University Library of Munich, Germany (2019)
Keywords: Exchanged Traded Fund, Bursa Malaysia, Passive Management, Tracking Error

Corruption, secteur bancaire et développement du marché boursier: cas des pays de la zone EURO,
Ibtissem Missaoui and Jaleleddine Ben Rejeb, from University Library of Munich, Germany (2017)
Keywords: Keyword: -Market capitalization - GDP - corruption - development of the banking sector - stock market development - euro area countries - interaction.

Implications of Insider Trading on Share Market in Karachi,
Sher Nadeem, from University Library of Munich, Germany (2023)
Keywords: Insider Trading

Investment Forecasting with Multivariate Linear Regression in the Construction Industry of Pakistan,
Masood Mehdi, from University Library of Munich, Germany (2022)
Keywords: Investment Forecasting

Overview of the Crash of KSE,
Mustufa Hanif, from University Library of Munich, Germany (2022)
Keywords: Market Crash

Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana,
Ernest C. Winful, David Sarpong (jnr), and William Agbodohu, from University Library of Munich, Germany (2013)
Keywords: Economic Downturn; Efficient Market Hypothesis; Stock Market; Ghana

A Principal Component Approach to Measuring Investor Sentiment in China,
Haiqiang Chen, Terence Tai Leung Chong and Yingni She, from University Library of Munich, Germany (2013)
Keywords: Principal Component Analysis; Market Sentiment; Market Turnover; Threshold Model.

Financial integration in emerging market economies: effects on volatility transmission and contagion,
Aymen Ben Rejeb and Adel Boughrara, from University Library of Munich, Germany (2014)
Keywords: stock market volatility; volatility spillover; financial liberalization; financial crises; emerging stock markets

Belief merging and revision under social influence: An explanation for the volatility clustering puzzle,
Hammad Siddiqi, from University Library of Munich, Germany (2006)
Keywords: Volatility clustering; Social influence; Agent based simulation; Anomaly

Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan,
Abdul Qayyum and Abdul Razzaq Kemal, from University Library of Munich, Germany (2006)
Keywords: Stock Market; Forex Market; EGARCH; Volatility Spillover; Stock market return; Foreign Exchange return; Pakistan

Stock Market Liberalisations in the South Asian Region,
Fazal Husain and Abdul Qayyum, from University Library of Munich, Germany (2006)
Keywords: Stock Markets; South Asia; Liberalisation; Pakistan; India; Sri Lanka; Bangladesh; Market Integration