دانلود مقالات ISI درباره G10 + ترجمه فارسی

Nonparametric estimation of conditional VaR and expected shortfall

Keywords: C14; D81; G10; G22; G31; Boundary effects; Empirical likelihood; Expected shortfall; Local linear estimation; Nonparametric smoothing; Value-at-risk; Weighted double kernel;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices

Keywords: C53; G10; G12; G13; G14; Implied volatility; Implied volatility indices; Interval forecasts; Market efficiency; Predictability; Volatility derivatives;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Do demand curves for stocks slope down?: Evidence from aggregate data

Keywords: G10; G14Demand curves for stocks; Instrumental variables; Excess market returns; Population age

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Strategic trading against retail investors with loss-aversion

Keywords: G10; Loss-aversion; Retail investors; Strategic trading;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Preferred habitat for liquidity in international short-term interest rates

Keywords: G10; G15; Preferred habitat; International interest rates; LIBOR;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

How important is asymmetric covariance for the risk premium of international assets?

Keywords: G10; G12; G15; C52; Time-varying covariance asymmetry; International asset pricing; Risk premia estimation;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

The dynamics of operational loss clustering

Keywords: G10; G21; G32; C10; C16; Operational risk; Basel II; Shot noise; Cox process; Aggregate loss;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Split bond ratings and rating migration

Keywords: G10; G12; G14; G23; Ratings; Rating migration; Split rating; Risk management; VaR; Information content;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Investment principles for individual retirement accounts

Keywords: G10; G11; Individual retirement accounts; Risk and return; Investment management; Risk management of individual retirement accounts;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Hedging index exchange traded funds

Keywords: C32; G10; G15; Exchange traded fund; Minimum variance hedge ratio; Exponential utility; Adjusted Sharpe ratio;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Markets and housing finance

Keywords: G10; G18; G28; O16; Mortgage; Housing finance; Emerging markets;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market

Keywords: G10; C32; F36; Stock market segmentation; Cointegration; FIVECM; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Commitment, banks and markets

Keywords: D53; G10; G21; Limited commitment; Deposit contracts; Banks; Financial markets; Liquidity;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

How do policy and information shocks impact co-movements of China's T-bond and stock markets?

Keywords: G18; G10; C22; O53; Macroeconomic austerity; Dynamic correlation; T-Bond market; Stock market; China;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility

Keywords: G10; G11; G19; Mutual fund flow; Market volatility; Volatility timing; Fund inflow and fund outflow;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

The effect of auctions on daily treasury-bill volatility

Keywords: G10; G18Treasury auction; Daily volatility

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices

Keywords: G10; Implied volatility term structure; Linkages; Volatility indices;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Volatility clustering and the bid–ask spread: Exchange rate behavior in early Renaissance Florence

Keywords: G10; N23; P12Volatility clustering; Bid–ask spread; Exchange rate; Renaissance

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

A tale of two prices: Liquidity and asset prices in multiple markets

Keywords: G10; G12; G15; American depositary receipts (ADRs); Dual listing; Liquidity; Turnover; Premium;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Foreign versus local investors: Who knows more? Who makes more?

Keywords: G10; Foreign and local investors; Home bias; Information asymmetry; Ownership; Single-listed, cross-listed and internationally well-known stocks;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

The speed of adjustment to information: Evidence from the Chinese stock market

Keywords: G10; G14; G15; Chinese stock market; Speed of adjustment; Shanghai stock exchange; Shenzhen stock exchange;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Identifying multiple outliers in heavy-tailed distributions with an application to market crashes

Keywords: C12; G10; C13; C14; G11Outliers; Outward testing; Masking

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Banks and markets in a monetary economy

Keywords: G10; G21; E58; Liquidity shocks; Real shocks; Central bank lending; Efficiency;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Does financial development cause economic growth? Implication for policy in Korea

Keywords: O40; G10; C49Control causality; Superexogeneity; Financial development; Economic growth

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies

Keywords: G10; G13; G22; IM10; IE10; IE50; IB10; Net loss; Discrete-time risk-minimizing hedging strategies; Pure endowment equity-linked life insurance; Ruin probability;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

An inquiry into the economic fundamentals of the Fama and French equity factors

Keywords: G10; G12Asset pricing; Fama French Equity Factors; CAPM; Economic Fundamentals

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Is it the weather?

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

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

The economic determinants of interest rate option smiles

Keywords: G10; G12; G13; G15; Volatility smiles; Interest rate options; Euro interest rate markets; Euribor market;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios

Keywords: G10; IB10; Term structure model; No arbitrage; Martingale measure; Hedging strategies; Marked point process; Jump-diffusion;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions

Keywords: G10; G12; C10; C22Day-of-the-week effect; Volatility; GARCH, Error distributional assumptions

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Nonlinear mean reversion in stock prices

Keywords: G10; G11; C13; Mean reversion; Extreme returns; Time-varying risk aversion; Stock market returns; Market efficiency;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

A functional approach to the price impact of stock trades and the implied true price

Keywords: G10; C51Price impact; Implied true price; Quote midpoint; Friction spread; Effective spread

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options

Keywords: G10; G13; Macroeconomic news; FTSE-100 index options; Option-implied distributions;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Quantifying and understanding the economics of large financial movements

Keywords: G10; G12; Crashes; Fat tails; Trading volume; Excess volatility; Econophysics;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

The impact of the SEC's regulation of non-GAAP disclosures

Keywords: G10; G29; G38; K20; K22; M41; M45; Capital markets; Regulation; Non-GAAP earnings; Disclosure; Analysts' forecasts;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Do zero-cost portfolios have the ability to predict economic growth? Evidence from Hong Kong, South Korea and Taiwan

Keywords: G10; G15; Multifactor model; Size effect; Book-to-market equity effect;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

An empirical analysis of the factors impacting discount rates: Evidence from the U.S. Marine Corps

Keywords: G10; D91; M52; E21; Discount rate; Military; Intertemporal choice; Marine Corps;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value

Keywords: G10; E43; F31Expectation hypothesis; Term structure of interest rates; Vector autoregression; Economic value

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Investors' trading behavior and performance: Online versus non-online equity trading in Korea

Keywords: G10; G20; O33Online trading; Performance; Investor behavior

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Effective fair pricing of international mutual funds

Keywords: G10; G12; G15; Stale pricing; Fair pricing; International mutual funds; Stepwise regression;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Idiosyncratic volatility and equity returns: UK evidence

Keywords: G10; G11; C13; Idiosyncratic risk; Stock market volatility; Stock return predictability;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

The house money effect and local traders on the Sydney Futures Exchange

Keywords: G10; G11; G20Behavioral finance; House money effect; Disposition effect; Futures traders

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Stock market crashes as social phase transitions

Keywords: G10; D70; C0; Market crashes; Phase transitions; Conformity effects;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange

Keywords: G10; G12; G15Market liquidity; Volatility; Momentum traders; Contrarian traders; Trading volume

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

A model-independent measure of aggregate idiosyncratic risk

Keywords: G10; G11; C13Idiosyncratic risk; Total risk; Average stock risk; Stock market volatility; Stock returns

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market

Keywords: C52; C61; C63; G10; Point and Figure; Trading rules; Ultra-high-frequency data; Technical analysis; Futures markets;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Advisors and asset prices: A model of the origins of bubbles

Keywords: G10; G20Analyst forecast; New technology bubble; Reputation concern; Heterogeneous beliefs

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Financing patterns around the world: Are small firms different?

Keywords: G30; G10; O16; K40Financial development; Financing patterns; Capital structure; Security issuance; Small and medium-size enterprises

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

The measurement of financial intermediation in Japan

Keywords: G10; G21; G32; G38; Disintermediation; Financial system; Intermediaries; Capital markets;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests

Keywords: G10; G15Stock market integration; CEE stock markets; Russian Stock Market; Cointegration

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه