Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
Studying supplier-induced demand in healthcare: an econophysics approach. [PDF]
Front Health ServZavras D.
europepmc +1 more source
A Two‐Step Procedure for Generating Domestic and Asymmetric Trade Costs When Data Are Scarce
International Journal of Finance &Economics, EarlyView.ABSTRACT The practice of domestic trade cost measurement faces several challenges related to data quality, methodology and theory; but the major issue is that of data scarcity. Due to these facts, both domestic and asymmetric trade costs have been ignored despite being a feature of modern trade models.
Arman Mazhikeyev
wiley +1 more source
Impact of infection prevention and control on costs, quality, safety and health in long-term care facilities: a systematic review protocol. [PDF]
Front Public HealthTchouaket E +6 more
europepmc +1 more source
The Role of Admission Probabilities in the Deferred Acceptance Mechanism: An Experimental Study
International Studies of Economics, EarlyView.ABSTRACT Although students theoretically need not consider admission probabilities under strategy‐proof mechanisms in school choice problems, our study reveals a significant correlation between students' applications and their beliefs about admission probabilities in the deferred acceptance mechanism.
Shuxian Hong, Yi Yang
wiley +1 more source
Why is it easier to predict the epidemic curve than to reconstruct the underlying contact network? [PDF]
J Math BiolKeliger D, Horváth I.
europepmc +1 more source
On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
International Studies of Economics, EarlyView.ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source
Periodic Precipitation in Hele-Shaw Cells: Mechanism Insights from Experiments and Numerical Simulation Considering Layer Thickness Effects. [PDF]
LangmuirSuematsu NJ +4 more
europepmc +1 more source
Characterizing Higher‐Order Ross More Risk Aversion by Comparison of Risk Compensation
International Studies of Economics, EarlyView.ABSTRACT This paper characterizes higher‐order Ross more risk aversion by means of risk compensation rather than the traditional risk premium. Our approach extends the willingness‐to‐accept (WTA) framework of Denuit and Eeckhoudt (2013) to a broader class of risk changes.
Zhen Huang, Guoqiang Tian, Yougong Tian
wiley +1 more source
International Studies of Economics, EarlyView.ABSTRACT In this article, we apply the notion of gravitational fields to commercial attraction, with the aim of providing valuable insights to inform the development of an econophysical methodology. We revisit the traditional notion of gravitational fields, extending it to encompass multiple economic variables and incorporating mobility and production ...
Luigi Capoani +3 more
wiley +1 more source