Results 201 to 210 of about 536 (246)

RaCE: A rank-clustering estimation method for network meta-analysis. [PDF]

Res Synth Methods
Pearce M, Zhou S.
europepmc   +1 more source

Brexit and Its Impact on EU Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source

Probabilistic causal reasoning under time pressure. [PDF]

PLoS One
Kolvoort IR, Fisher EL, van Rooij R, Schulz K, van Maanen L.   +4 more
europepmc   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information

International Journal of Finance &Economics, EarlyView.
ABSTRACT We test predictions of market microstructure theory relating to the determinants of order choice in a limit order book where information is dispersed among traders. Using an experimental limit order book, with a large state space, we find that informed traders exhibit patience, compatible with the ‘waiting game’ behaviour described in Foster ...
James Steeley, Charles Schnitzlein, Patricia Chelley‐Steeley   +2 more
wiley   +1 more source

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Community conservatism is widespread throughout microbial phyla and environments

Malfertheiner L, Tackmann J, Rodrigues JFM, von Mering C.   +3 more
europepmc   +1 more source

Distinct latitudinal patterns of molecular rates across vertebrates. [PDF]

Proc Natl Acad Sci U S A
Cai T, Wen Z, Jiang Z, Zhen Y.
europepmc   +1 more source

An optimization scheduling model of multi-energy virtual power plants considering uncertainty constraints and multi-energy coupling characteristics. [PDF]

PLoS One
Lu J, Wang J, Liu J, Liu Y.
europepmc   +1 more source

Investigating the causal effects of religiosity on childbearing among U.S. adolescents using a three-wave longitudinal design. [PDF]

Sci Rep
Chvaja R, Shaver JH, Bulbulia JA.
europepmc   +1 more source