The Evolution of the Linkage Among Geopolitical Risk, the US Dollar Index, Crude Oil Prices, and Gold Prices at Multiple Scales: A Wavelet Transform-Based Dynamic Transfer Entropy Network Method. [PDF]
Entropy (Basel)Yang H, An S, Dong Z, Dong X.
europepmc +1 more source
Gender, Families, and Wealth Accumulation Among the One‐Child Generation
The British Journal of Sociology, EarlyView.ABSTRACT Prior literature on gender and wealth accumulation largely examines the role of families in reproducing inequalities. However, less attention has been paid to families without sons, a significant demographic, particularly within China's one‐child generation, that challenges conventional understandings of familial wealth dynamics.
Ye Liu
wiley +1 more source
Systemic risk and cross-sectional hedge fund returns
, 2017 Inchang Hwang +3 more
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Photo-refractoriness reflects bet-hedging strategies deployed in unpredictable environments in male Brandt's voles. [PDF]
Zoological LettWang L +5 more
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Strategic (Inconsistent) Disclosures and Sophisticated Investors: Evidence from Hedge Funds
Journal of Accounting Research, EarlyView.ABSTRACT Recent SEC regulations require that qualified hedge fund advisers provide their investors with narrative disclosures of their business and operations. We find that 40% of these disclosures omit or de‐emphasize information regarding advisers' operational and investment risks when compared to other sources of public information. Funds with such “
YICHANG LIU +2 more
wiley +1 more source
Dynamic Cross-Hedge Ratios: An Application of Copula Models
, 2012 Jieyuan Zhao +3 more
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Offshore wind and hybrids - A counterfactual case study for impacts in the coupled day-ahead market of Europe. [PDF]
PLoS OneJakob Fliegner F +3 more
europepmc +1 more source
Informed Trade of Earnings Announcements
Journal of Accounting Research, EarlyView.ABSTRACT This paper examines how market participants trade on private information about firm fundamentals using the largest known case of informed trade of earnings announcements. From 2011 to 2015, a cartel of sophisticated traders illegally obtained early access to and traded on over 1,000 firm earnings announcements.
CHLOE XIE
wiley +1 more source
Single‐ and Cross‐Generation Natural Hedging of Longevity and Financial Risk
, 2017 Elena Vigna
semanticscholar +1 more source
What is a better cross-hedge for energy: Equities or other commodities?
, 2018 Eric Olson, Andrew Vivian, Mark E. Wohar
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