دانلود مقالات ISI درباره G10 + ترجمه فارسی

Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?

Keywords: G10; G12; E44Government bonds; Turn-of-the-month and intramonth effects; Clustered information

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2010 سفارش ترجمه

The role of Chinese stock market in global stock markets: A safe haven or a hedge?

Keywords: G10; G11; G15; Chinese stock market; Safe haven; Hedge; Copula;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

Trading activity, realized volatility and jumps

Keywords: G10; G12; G13Volume; Volatility; Transactions; Jumps; Bi-power variation

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

Ownership dispersion and market liquidity

Keywords: G10; G32; Block ownership; Bid-ask spread; Quoted depth; Information asymmetry; PIN;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

An optimization process in Value-at-Risk estimation

Keywords: G10; G17; G32; C22Value-at-Risk; Optimization; Back-testing; Monte Carlo simulation

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

The Halloween effect: Trick or treat?

Keywords: G10; G14; Anomalies; Market efficiency; Calendar;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

Decision principles derived from risk measures

Keywords: D81; G10; G20; 62P05; Risk measurement; Decision-making; Axiomatization; Measure of risk; Premium principles; Solvency capital principles; Risk transfer principles; Equivalent utility; Esscher transform; Exponential utility;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

How institutions and regulation shape the influence of bank concentration on economic growth: International evidence

Keywords: G10; G20; E44; O40; Bank concentration; Institutions; Bank regulation; Bank supervision; Economic growth;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

Mean reversion in stock market prices: New evidence based on bull and bear markets

Keywords: G10; G12; C32Mean reversion; Bull market; Bear market

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Time-varying risk aversion: An application to energy hedging

Keywords: G10; G12; G15; Energy; Hedging; Risk management; Risk aversion; Forecasting;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Probability of information-based trading and the January effect

Keywords: G10; G12; G14; Probability of information-based trading (PIN); January effect; Institutional investor;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Informed arbitrage with speculative noise trading

Keywords: G10; G12; G14; Informed trading; Noise trading; Asymmetric information; Heterogeneous prior beliefs; Liquidity; Volume; Volatility; Transaction costs;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Can common stocks provide a hedge against inflation? Evidence from African countries

Keywords: G10; G15; C32Stock prices; Inflation; Fisher effect; African stock markets; Cointegration

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

World War II events and the Dow Jones industrial index

Keywords: G10; G14; WWII; Events; Structural breaks; Allies; Stock index; Volatility;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Are price limits really bad for equity markets?

Keywords: G10; G18; G19; Price limit; Market manipulation; Market monitoring costs;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

To consume or not: How oil prices affect the comovement of consumption and aggregate wealth

Keywords: G10; Q40; Consumption-wealth ratio; Threshold models; Oil price shocks;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Small investment and large returns: Terrorism, media and the economy

Keywords: G10; G14; Terror; Terrorism; Media; Stock markets; September 11;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume

Keywords: G10; G14; Index effect; S&P500; Market efficiency; Price pressure;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Timing exchange rates using order flow: The case of the Loonie

Keywords: E44; F31; G10; Order flow; Canadian dollar; Future commodity prices;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market

Keywords: G10; G15Market liquidity risk factor; Cross-sectional stock returns; China

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Public entrants, public equity finance and creative destruction

Keywords: D92; G10; G32; O30; IPO; Stock markets; Finance and growth; Creative destruction; Innovation; R&D;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Market-making costs in Treasury bills: A benchmark for the cost of liquidity

Keywords: G10; Liquidity; Bid-ask spread; Market-making costs;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Liquidity and market efficiency: A large sample study

Keywords: G10; G14; Liquidity; Information; Return predictability; Market efficiency; NYSE;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations

Keywords: C32; C53; G10; G15; G17; Conditional volatility; Dynamic correlations; Markov-switching; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

New evidence on the relation between stock liquidity and measures of trading activity

Keywords: G10; Stock liquidity; Trading characteristics; Australian evidence;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

The Other January Effect: Evidence against market efficiency?

Keywords: G10; G11; G12; G14; Other January Effect; January barometer; Seasonality; Return predictability; Quantitative investment;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Backtesting value-at-risk based on tail losses

Keywords: G10; G18; G32Value-at-Risk; Tail risk; Backtesting; Risk management; Risk capital

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Is gold a safe haven? International evidence

Keywords: G10; G11; G14; G15; Gold; Safe haven; Financial markets; Uncertainty;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Liquidity and market efficiency: Analysis of NASDAQ firms

Keywords: G10; G14; Liquidity; Return predictability; Market efficiency; NASDAQ;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Quantification of preferences in markets

Keywords: D40; D50; G10; Agent preferences; Efficient markets; Statistical equilibria; Commodity prices; Entropy;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Oil prices - Brownian motion or mean reversion? A study using a one year ahead density forecast criterion

Keywords: C22; C53; G10; Time series; Density forecasting; Commodity prices;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

World market risk, country-specific risk and expected returns in international stock markets

Keywords: G10; G11; C13; F30; F36; International equity returns; Country-Specific risk; Idiosyncratic risk; Systematic risk;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Behavior of liquidity and returns around Canadian seasoned equity offerings

Keywords: G10; G12; G14; G15; Seasoned equity offerings; Liquidity; Lock-up period; Asymmetric information; Conditional volatility; Clustering;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Precious metals-exchange rate volatility transmissions and hedging strategies

Keywords: C32; G10; Shocks; Volatility; Correlation; Dependency and interdependency;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

The Impact of Short-Sales Constraints on Liquidity and the Liquidity–Return Relations

Keywords: G10; G12Short-sales constraints; Liquidity; Sentiment indicator; Commonality

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Using the credit spread as an option-risk factor: Size and value effects in CAPM

Keywords: G10; G12; Credit spread; Option-risk factor; CAPM; Size effect; Value effect;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market

Keywords: G10; G14; G24; Corporate bonds; Bond prices; Bond rating changes;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors

Keywords: G10; C32; Oil price shocks; Stock returns; Central and Eastern Europe (CEE); Oil and gas sectors;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

The frequency and magnitude of earnings management: Time-series and multi-threshold comparisons

Keywords: M41; G10; G30; C89; Earnings management; Earnings distribution; Analysts' forecasted earnings; Avoid losses; Avoid decreases;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Asset prices, exchange rates and the current account

Keywords: Current account; Global imbalances; Exchange rates; Bayesian VAR; F31; F32; F40; G10;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Jumps and betas: A new framework for disentangling and estimating systematic risks

Keywords: C13; C14; G10; G12; Factor models; Systematic risk; Common jumps; High-frequency data; Realized variation;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Stock market integration and volatility spillover: India and its major Asian counterparts

Keywords: G10; G14; G15Asian stock markets; Integration; Information spillover; GARCH model

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

A new value-weighted total return index for the Finnish stock market

Keywords: G10; N24Stock market index; Finland; Helsinki Stock Exchange; Nasdaq OMX; Unitas; History

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market

Keywords: G10; G15Mutual funds; Herding; Feedback trading; Institutional trading

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Short sales and trade classification algorithms

Keywords: G10; G18; Market microstructure; Trade classification; Short sales;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

On the causes of volatility effects of conglomerate breakups

Keywords: G34; G10; Conglomerate breakups; Spinoffs; Equity carveouts; Divestitures; Volatility;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2010 سفارش ترجمه

Financial markets versus institutions in European countries: Influence of culture and other national characteristics

Keywords: G10; G20; N20; O16Banks; Comparative financial systems; Culture; Financial institutions; Financial markets; Legal traditions; Power distance; Property rights; Social trust; Universal banks; Uncertainty avoidance

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

A structural analysis of price discovery measures

Keywords: Price discovery; Cointegration; Information shares; Permanent-transitory decomposition; Structural model; C32; G10;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

A century of equity premium predictability and the consumption–wealth ratio: An international perspective

Keywords: G10; E21; C53Predictability of asset returns; Consumption–wealth ratio; Equity premium; Economic value

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

Migration and its contribution to the size and value premiums: Australian evidence

Keywords: G10; G11; G12Migration; Size premium; Value premium; Fama-French model

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2010 سفارش ترجمه