دانلود مقالات ISI درباره G10 + ترجمه فارسی

Trading activity and bid-ask spreads of individual equity options

Keywords: G10; G12; G14; Trading activity; Bid-ask spread; Option expiration cycles; Liquidity; Liquidity determinants; Volume; Open interest;

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

What should we know about momentum investing? The case of the Australian Security Exchange

Keywords: G1; G10; G11; G14Momentum; Fama French model; Australian Security Exchange

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2010 سفارش ترجمه

First-passage probability, jump models, and intra-horizon risk

Keywords: G0; G10; G11; G12; G13; C5; D24; D34Intra-period risk; First-passage probability; Value-at-risk; Jump-models

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2010 سفارش ترجمه

Market makers as information providers: The natural experiment of STAR

Keywords: G10; G14; D82; Designated market makers; Information disclosure; Limit order books; Market quality; Information asymmetries;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2010 سفارش ترجمه

An alternative approach to evaluating the agreement between financial markets

Keywords: G10; G14; G17; Concordance correlation coefficient (CC); Cost-of-carry model; Ex post arbitrage opportunity; Ex ante arbitrage profit; Conditions of transactions;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2010 سفارش ترجمه

Diversification benefits of commodity futures

Keywords: G10; G11; Commodity futures; Portfolio diversification; Regime-switching;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2010 سفارش ترجمه

How asymmetric is U.S. stock market volatility?

Keywords: Asymmetric volatility; Implied volatility; GARCH; EGARCH; G10; G13; C22;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2010 سفارش ترجمه

Stock market reactions to audit failure in Japan: The case of Kanebo and ChuoAoyama

Keywords: G10; M42Audit quality; Auditor reputation; Monitoring; Spillover; Event study

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2010 سفارش ترجمه

Institutional ownership stability and the cost of debt

Keywords: G32; G10; Institutional ownership stability; Corporate governance; Agency problems; Cost of debt;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2010 سفارش ترجمه

On equilibrium prices in continuous time

Keywords: D51; D91; G10; G12Continuous-time finance; Asset pricing; State prices; General equilibrium; Théorie générale of stochastic processes

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2010 سفارش ترجمه

Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration

Keywords: G10; G15; G11; Transaction costs; Transaction filters; Trading strategies; Foreign exchange;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2010 سفارش ترجمه

Sentiment and stock prices: The case of aviation disasters

Keywords: A12; A14; D81; G10; G14Event effect; Reversal effect; Market sentiment; Behavioral finance; Disasters

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2010 سفارش ترجمه

Option market liquidity: Commonality and other characteristics

Keywords: Liquidity; Liquidity commonality; Option market liquidity; Stock market liquidity; G10; G12; D82;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2010 سفارش ترجمه

A review of tax research

Keywords: H20; G10; G30; M40; Tax; Investment; Corporate decision-making; Earnings quality; Governance; Tax avoidance;

دانلود رایگان متن کامل مقاله ISI 52 صفحه سال انتشار : 2010 سفارش ترجمه

Stock prices, inflation and output: Evidence from wavelet analysis

Keywords: C49; E10; G10; Fisher hypothesis; Stock return; Inflation; Real activity; Wavelets;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2009 سفارش ترجمه

Is it the weather? Comment

Keywords: G10; G11; G12; Seasonal affective disorder; SAD; Sell in May; Stock market cycles; Return seasonality;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2009 سفارش ترجمه

Is it the weather? Response

Keywords: G10; G12; Stock market seasonality; Sell in May; Seasonal affective disorder; Spurious correlations;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2009 سفارش ترجمه

Does switching from NASDAQ to the NYSE affect investment–cash flow sensitivity?

Keywords: G10; G14Cash flow sensitivity; Exchange switching

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

Re-examining the financial development and economic growth nexus in Kenya

Keywords: E44; G10; O16; Kenya; Finance-growth nexus; Causality; Leverage bootstrap;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Do firms' earnings management practices affect their equity liquidity?

Keywords: G01; G10; G30; M40; Equity liquidity; Adverse selection costs; Earnings management;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Worst VaR scenarios: A remark

Keywords: D81; G10; G20; 60E05; 60E15; 62P05; Dependent risks; Value-at-Risk; Copulas; Worst-case scenarios; Comonotonicity;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Option spanning with exogenous information structure

Keywords: G10; G14; Option spanning; Market completeness;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

The delegated portfolio management problem: Reputation and herding

Keywords: G10; G20; D82; Reputation; Financial intermediaries; Herding; Delegated portfolio management;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

On the nature of mean-variance spanning

Keywords: D81; G10; G11; G12; Asset spanning; Portfolio choice;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

CAViaR-based forecast for oil price risk

Keywords: C14; G10; VaR; CAViaR; Oil price risk; Mixed data regression;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

News and the cross-section of expected corporate bond returns

Keywords: G10; G12; Bond market; Asset pricing model; Variance decomposition;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects

Keywords: Cross-listed stocks; Decimalization; Institutions; Liquidity; Trading volume; G10; G14; G15;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Block ownership and firm-specific information

Keywords: G10; G32; Block ownership; Probability of informed trading; Idiosyncratic volatility;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Interest rate changes and the timing of debt issues

Keywords: G32; G10; G20; Financial policy; Public debt; Market timing;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Equity and fixed income markets as drivers of securitised real estate

Keywords: G10; G19Interest rate; Real Estate Investment Trusts; Real Estate Management & Development; Securitised property; Stock market

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Regime-switching stochastic volatility: Evidence from the crude oil market

Keywords: G10; G11; G32; C22; Crude oil price; Regime switching; Stochastic volatility; MCMC method; Forecasting;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

What do investment banks charge to underwrite American Depositary Receipts?

Keywords: F30; G10; American Depositary Receipts (ADRs); Gross spread; Underwriters; Clustering; Firm and offer characteristics;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Idiosyncratic risk matters! A regime switching approach

Keywords: G10; G11; C13; Idiosyncratic risk; Stock market volatility; Regime switching;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Markets and institutions in financial intermediation: National characteristics as determinants

Keywords: G10; G20; N20; O16; Financial institutions; Banks; Financial markets; Universal banks; Comparative financial systems; Legal traditions; Uncertainty avoidance; Trust; Property rights;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China

Keywords: G10; G15; Order imbalance; Commonality; Individual; Institutional; Proprietary investors;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Energy sector pricing: On the role of neglected nonlinearity

Keywords: C22; C45; D40; G10; Q40; Energy; Nonlinearity; Chaotic dynamics;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Modelling stock returns in Africa's emerging equity markets

Keywords: C22; C52; G10; Stock returns; Weak form efficiency; Asymmetric volatility; African stock markets;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

Keywords: G10; G12; G13; Volatility; Futures; Trading volume; Open interest; Maturity;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Stable allocations of risk

Keywords: C71; G10; Coherent measures of risk; Risk allocation games; Totally balanced games; Exact games;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Value-at-Risk computation by Fourier inversion with explicit error bounds

Keywords: G10; G21; C63; C46; Value-at-Risk; Delta-gamma approximation; Fourier inversion; Characteristic function; Error bounds;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Resource nationalism and credit growth in FSU countries

Keywords: G10; O43; Q43Resource nationalism; Russia; Kazakhstan

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext

Keywords: C12; G10; Q4; Q50Electricity; Risk premium; Emission allowances

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Electronic limit order book and order submission choice around macroeconomic news

Keywords: D81; E44; G10; G14Macroeconomic announcements; Limit order book; Adverse selection

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis

Keywords: G10; G14; G15Stock index price deviation; Median-unbiased estimator; Nonparametric grid bootstrap; Cross-section dependence

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Managerial power, compensation gap and firm performance - Evidence from Chinese public listed companies

Keywords: G10; G30; G15; J31; Managerial power; Compensation gap; Performance; Agency problem; Tournament theory; Chinese market;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Stock market crashes, firm characteristics, and stock returns

Keywords: G10; G12; G14; Stock market crash; Firm characteristics; Stock returns;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Maximum entropy autoregressive conditional heteroskedasticity model

Keywords: C40; C61; G10; Maximum entropy density; ARCH models; Excess kurtosis; Asymmetry; Peakedness of distribution; Stock returns data;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Worst VaR scenarios with given marginals and measures of association

Keywords: D81; G10; G20; primary; 60E15; 62H20; secondary; 60E05; 62P05; Value-at-Risk; Tail-Value-at-Risk; Worst case scenarios; Copulas; Measures of association; Dependence properties;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Effort allocation in tournaments: The effect of gender on academic performance in Italian universities

Keywords: G10; I20; J16Education; Italy; Gender; Tournaments; Sample selection

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off

Keywords: E30; E44; E50; G10; Monetary stability; Financial stability; Monetary policy; EMU; VAR sign restriction;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه