Results 101 to 110 of about 30,909 (252)
Speculation in the United Kingdom, 1785‒2019
The Economic History Review, EarlyView.Abstract Speculation has long been thought to have significant economic effects, but it is difficult to measure, making it challenging to examine these effects empirically. In this paper we measure speculation in the United Kingdom since 1785 by using business and financial reporting in The Times newspaper.
William Quinn +2 more
wiley +1 more source
Closed‐Form Optimal Investment Under Generalized GARCH Models
European Financial Management, EarlyView.ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel +2 more
wiley +1 more source
Ecology and Evolution, 2014 Theory recognizes that a treatment of the detection process is required to avoid producing biased estimates of population rate of change. Still, one of three monitoring programmes on animal or plant populations is focused on simply counting individuals ...
Vincenzo Gervasi +4 more
doaj +1 more source
Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indices [PDF]
, 2007 Three stock market indices (the Nikkei 225, the Standard and Poor’s 500 and the Dow Jones EURO STOXX 50) are analysed in this paper using a parametric procedure for fractional integration.
Caporale, GM, Gil-Alana, LA
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European Financial Management, EarlyView.ABSTRACT This paper aims to investigate Europe's transition towards sustainability. We explore the role of FinTech, financial inclusion, green innovation, renewable energy, and natural resource rents on carbon dioxide emissions, greenhouse gas emissions, and the ecological footprint. This paper applies a panel dataset of 31 European countries from 2004
Aisha K. Almuhailan +3 more
wiley +1 more source
Kernel Ridge-Type Shrinkage Estimators in Partially Linear Regression Models with Correlated Errors
MathematicsPartially linear time series models often suffer from multicollinearity among regressors and autocorrelated errors, both of which can inflate estimation risk.
Syed Ejaz Ahmed +2 more
doaj +1 more source
Scaling power laws in the Sao Paulo Stock Exchange [PDF]
The scaling of the probability distribution of the Sao Paulo Stock Exchange index is shown to be described by a Levy stable stochastic process for the modal region of the distribution. Data refer to daily records for the 30-year period 1968-1998.
Iram Gleria +2 more
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How Does Credit Information Sharing Shape the Cyclicality of Bank Liquidity Creation?
Financial Review, EarlyView.ABSTRACT We investigate the effect of credit information sharing in the banking sector on the fluctuations of bank liquidity creation over the business cycle. Using the Berger and Bouwman comprehensive measure of bank liquidity creation and data representing 354 banks from 40 developing countries between 2012 and 2020, we find that on‐ and off‐balance ...
Jeffrey Ighedosa +2 more
wiley +1 more source
Species-habitat associations in a northern temperate forest in China
Silva Fennica, 2012 This contribution identifies species-habitat associations in a temperate forest in north-eastern China, based on the assumption that habitats are spatially autocorrelated and species are spatially aggregated due to limited seed dispersal.
Zhang, Chunyu +3 more
doaj +1 more source
When are Contrarian Profits Due to Stock Market Overreaction? [PDF]
The profitability of contrarian investment strategies need not be the result of stock market overreaction. Even if returns on individual securities are temporally independent, portfolio strategies that attempt to exploit return reversals may still earn ...
A. Craig MacKinlay, Andrew W. Lo
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