Results 31 to 40 of about 4,276 (212)
Economic Record, EarlyView.We study the effects of heat and high temperature shocks on inflation in Australia using monthly, state‐level temperature anomaly data via two stages. In the first stage, we decompose temperature anomalies into orthogonal components using a structural vector autoregression with long‐run restrictions.
Tan Dat Huynh, Mengheng Li
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Convergence Rates in the Strong Law of Large Numbers for Martingale Difference Sequences
Abstract and Applied Analysis, 2012 We study the complete convergence and complete moment convergence for martingale difference sequence. Especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for martingale difference sequence.
Xuejun Wang +3 more
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Who Moves First? Price Discovery by Institutional and Retail Investors
Accounting &Finance, EarlyView.ABSTRACT This paper uses 77 million Finnish trades, classified as foreign institutional or domestic retail, to examine the drivers of price discovery. The results show that foreign institutional investors dominate price discovery overall, including during the Global Financial Crisis. Their informational advantage is explained by buy‐ and sell‐initiated
Zheng Wu +2 more
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An equivalent quasinorm for the Lipschitz space of noncommutative martingales
Open Mathematics, 2020 In this paper, an equivalent quasinorm for the Lipschitz space of noncommutative martingales is presented. As an application, we obtain the duality theorem between the noncommutative martingale Hardy space hpc(ℳ){h}_{p}^{c}( {\mathcal M} ) (resp.
Ma Congbian, Ren Yanbo
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Idiosyncratic asset return and wage risk of US households
Economic Inquiry, Volume 63, Issue 2, Page 636-657, April 2025.Abstract This paper documents the degree of idiosyncratic asset return heterogeneity, serial correlation, and correlation with wage heterogeneity for US households. Novel panel‐data measurements for returns on household assets are proposed. Sizable transitory idiosyncratic return heterogeneity is documented to exist concurrently with permanent ...
Stephen Snudden
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Probabilistic analysis of the First Zagreb index [PDF]
Transactions on Combinatorics, 2013 In this paper we study the Zagreb index in bucket recursive trees containing buckets with variable capacities. This model was introduced by Kazemi in 2012.
Ramin Kazemi
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Survival Analysis of Fatigue Lifetime in Aged Elastomers Using Weibull and Cox Regression Models
Fatigue &Fracture of Engineering Materials &Structures, EarlyView.ABSTRACT Fatigue tests conducted on elastomers inherently exhibit significant variability. Aging may induce stiffening and embrittlement, leading to premature failures outside the specimen gauge length and resulting in right‐censored data. Combined with the limited number of specimens, this leads to large uncertainties in fatigue lifetime estimation ...
M. Caillat +4 more
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Learning in the Limit: Income Inference from Credit Extensions
The Journal of Finance, EarlyView.ABSTRACT Combining a randomized controlled trial with administrative and survey data, this paper shows that credit limit extensions significantly increase total spending and income expectations. By controlling for changes in personal income expectations, the spending response to credit limit extensions weakens by approximately 30%.
XIAO YIN
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The Convergence of Double-Indexed Weighted Sums of Martingale Differences and Its Application
Abstract and Applied Analysis, 2014 We investigate the complete moment convergence of double-indexed weighted sums of martingale differences. Then it is easy to obtain the Marcinkiewicz-Zygmund-type strong law of large numbers of double-indexed weighted sums of martingale differences ...
Wenzhi Yang +3 more
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A Note on the Strong Predictable Representation Property and Enlargement of Filtration
Mathematics, 2022 The strong predictable representation property of semi-martingales and the notion of enlargement of filtration meet naturally in modeling financial markets, and theoretical problems arise.
Antonella Calzolari, Barbara Torti
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