Results 121 to 130 of about 9,468 (169)
Characteristics and dynamic evolution of inter-industry volatility spillovers in China's stock market. [PDF]
PLoS OneXie F, Wei H.
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Management Science, 2015
This paper demonstrates that speculative activities can be contagious and spill over across markets. Specifically, we test the hypothesis that during China's warrants bubble period, speculative activities in the warrants market grabbed investors' attention and caused them to trade more speculatively in the underlying stocks.
Yu-Jane Liu, Zheng Zhang, Longkai Zhao
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This paper demonstrates that speculative activities can be contagious and spill over across markets. Specifically, we test the hypothesis that during China's warrants bubble period, speculative activities in the warrants market grabbed investors' attention and caused them to trade more speculatively in the underlying stocks.
Yu-Jane Liu, Zheng Zhang, Longkai Zhao
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Journal of Environmental Economics and Management, 2000
We design an experiment to test whether the rationality that is induced by market-like discipline spills over to nonmarket valuation settings—a rationality spillover. Our results confirm that this new phenomenon exists. The rationality stimulated by market-like discipline extends to the nonmarket setting, and these spillover effects are robust even ...
Cherry, Todd L. +2 more
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We design an experiment to test whether the rationality that is induced by market-like discipline spills over to nonmarket valuation settings—a rationality spillover. Our results confirm that this new phenomenon exists. The rationality stimulated by market-like discipline extends to the nonmarket setting, and these spillover effects are robust even ...
Cherry, Todd L. +2 more
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Technology spillover and innovation
Technology Analysis & Strategic Management, 2021Technology spillover has crucial effects on innovation investment. This article captures the mechanism the technology spillover that affects innovation with dynamic game theory approaches.
Pu-yan Nie, Chan Wang, Hong-xing Wen
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Staff Reports (Federal Reserve Bank of New York)
We study international monetary policy spillovers and spillbacks in a tractable two-country Heterogeneous Agent New Keynesian model. Relative to Representative Agent (RANK) models, our framework introduces a precautionary-savings channel, as households in both countries face uninsurable income risk, and a real-income channel, as households have ...
Acharya, Sushant, Pesenti, Paolo A.
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We study international monetary policy spillovers and spillbacks in a tractable two-country Heterogeneous Agent New Keynesian model. Relative to Representative Agent (RANK) models, our framework introduces a precautionary-savings channel, as households in both countries face uninsurable income risk, and a real-income channel, as households have ...
Acharya, Sushant, Pesenti, Paolo A.
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Enforcement Waves and Spillovers
SSRN Electronic Journal, 2019We document that regulatory enforcement actions for financial misrepresentation cluster in industry-specific waves and that wave-related enforcement has information spillovers on industry peer firms. Waves and spillovers have significant effects on share prices.
Hae Mi Choi +3 more
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Marketing Science, 2017
Price promotions are typically offered in groups on websites, mailings, and circulars, but little is known about how promotional offers in near proximity affect each other. Across two large-scale field experiments (N = 66,184) conducted on a multibrand coupon website, we find that when lead promotions offer high-value deals, consumers are more likely ...
Matthew McGranaghan +3 more
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Price promotions are typically offered in groups on websites, mailings, and circulars, but little is known about how promotional offers in near proximity affect each other. Across two large-scale field experiments (N = 66,184) conducted on a multibrand coupon website, we find that when lead promotions offer high-value deals, consumers are more likely ...
Matthew McGranaghan +3 more
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Directed Networks with Spillovers
Journal of Public Economic Theory, 2012AbstractWe study noncooperative network formation in two types of directed networks. In the first type, called the model with global spillovers, the payoff of a player depends on the number of links she forms as well as the total number of links formed by all other players.
Billand, Pascal +2 more
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Economic Modelling, 2019
Abstract We propose an alternative measure of system-wide connectedness to the popular generalized spillover index, based on generalized forecast error variance decompositions, of Diebold and Yilmaz (2012, 2014). Our measure relies on joint conditional forecasts to decompose variance, as opposed to the popular method's reliance on single-variable ...
William D. Lastrapes, Thomas Wiesen
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Abstract We propose an alternative measure of system-wide connectedness to the popular generalized spillover index, based on generalized forecast error variance decompositions, of Diebold and Yilmaz (2012, 2014). Our measure relies on joint conditional forecasts to decompose variance, as opposed to the popular method's reliance on single-variable ...
William D. Lastrapes, Thomas Wiesen
openaire +1 more source