Results 51 to 60 of about 840 (177)
Illuminating OTC markets: The impact of public disclosures on trading dynamics
Journal of Financial Research, EarlyView.Abstract In this article, we examine market reactions to US Securities and Exchange Commission (SEC) disclosures in the US over‐the‐counter (OTC) equity market, where public information is often scarce. We find that OTC securities exhibit stronger and more persistent responses to disclosures than exchange‐traded securities, highlighting investors ...
Travis Box, Ryan Davis
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Complexity, 2020 Using data from 2008 to 2017 regarding the service sector in 11 cities of the Hebei Province, this study measures the degree of agglomeration and efficiency of service subsectors, analyzes their spatiotemporal evolution, and discusses the interactive ...
Jianguo Liu, Mingyu Zhao
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The impacts of Uncertainty on the Industrial Product: Empirical Evidence with the PVAR Model
Textos de Economia, 2021 The interest rates and uncertainty are supposed to play an important role on the agents' decisions. This study has two main objectives. First, we verify the impact of industrial output to the investments and real interest rates shocks in mercusur countries using the PVAR model through the GMM system (1997-2016).
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Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT The paper examines the macroeconomic effects of public investment in emerging market and developing economies (EMDEs). To this end the analysis develops a new measure of public investment shocks based on cyclically adjusted government investment.
Amat Adarov +2 more
wiley +1 more source
Unpacking the Local Pay Gap: New Insights Into CSR and Employee Relations
International Review of Finance, Volume 26, Issue 3, September 2026.ABSTRACT We examine the relationship between CEO local tournament incentives and corporate social responsibility (CSR) activities. Larger local pay gaps are linked to lower CSR engagement, driven exclusively by weaker performance in the employee relations dimension, characterized by fewer strengths and more concerns.
Hsin‐I Chou, Tu Nguyen, Jing Zhao
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Scientific Programming, 2021 In order to effectively analyze the dynamic relationship between education and economic development, an empirical study on the relationship between education and economic development based on the PVAR model is proposed. This article expounds on the principles, assumptions, identification, and estimation methods of the PVAR model, takes the education ...
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Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, Volume 45, Issue 4, Page 1652-1664, July 2026.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
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What Explains International Interest Rate Co‐Movement?
Journal of Applied Econometrics, Volume 41, Issue 4, Page 343-359, June/July 2026.ABSTRACT The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks.
Annika Camehl, Gregor von Schweinitz
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Issue Attention in Public Opinion Polls: Pollsters as Agenda Responders and Agenda Setters
Policy Studies Journal, Volume 54, Issue 2, May 2026.ABSTRACT Polling organizations, like other policy actors, must prioritize certain issues. We argue that, for normative and financial reasons, pollsters prioritize issues that are viewed as important by other institutions and the public, leading them to focus survey questions on issues that are on congressional and media agendas, and which are public ...
Qian Zhang +2 more
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Monetary policy transmission: the case of Lithuania
Baltic Journal of Economics, 2017 We study the effect of a (standard) monetary policy shock in the euro area on the Lithuanian economy. We employ a structural vector autoregressive model incorporating variables from both the euro area and Lithuania.
Julius Stakėnas, Rasa Stasiukynaitė
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